| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 824722.6581 | 737664.4071 | 87058.251 | 7835777.6645 | 10775667.5955 | -2939889.931 |
| Total P&L (%) | 824.7227 | 737.6644 | 87.0583 | 7835.7777 | 10775.6676 | -2939.8899 |
| Avg Daily Profit (%) | 0.3298 | 0.295 | 0.0348 | 0.1751 | 0.1877 | 0 |
| Buy And Hold Return (%) | 932.9678 | 932.9678 | 932.9678 | 932.9678 | 932.9678 | 932.9678 |
| Max Trade Drawdown | -61910 | -51579 | -84025 | -4283788 | -1490284 | -5591570 |
| Profit Factor | 3.0686 | 5.9907 | 1.347 | 1.6107 | 3.6504 | 0.6646 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 47.8723 | 48.9362 | 46.8085 | 47.8723 | 48.9362 | 46.8085 |
| Ratio Avg Win / Avg Loss | 3.3413 | 6.2512 | 1.5307 | 1.7538 | 3.8091 | 0.7553 |
| Largest Winning Trade | 274544 | 274544 | 58607 | 6924598 | 6924598 | 1385550 |
| Largest Losing Trade | -43327 | -24350 | -43327 | -4093099 | -700579 | -4093099 |
| Avg Bars in Trades | 77 | 86 | 68 | 77 | 86 | 68 |
| Avg Bars in Winners | 106 | 121 | 89 | 106 | 121 | 89 |
| Avg Bars in Losers | 51 | 52 | 50 | 51 | 52 | 50 |
| Bars Traded | 7306 | 4069 | 3237 | 7306 | 4069 | 3237 |
| Profit Streak | 72.5994 | 176.5994 | 0 | 72.5994 | 176.5994 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150786 | -147769 | -311836 | 390776 | 553505 | -581938 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542355200000,
"first_datapoint_time": 1544803200000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758378190594,
"expiration_time": 1764836064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 86,
"offset": 0,
"a": 0.68795
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 75,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
824722.65812023,
737664.407092627,
87058.2510276028,
7835777.664491501,
10775667.595475743,
-2939889.9309842433
],
[
824.722658,
737.664407,
87.058251,
7835.777664,
10775.667595,
-2939.889931
],
[
0.329846,
0.295027,
0.034819,
0.175089,
0.187716,
0
],
[
932.967796,
932.967796,
932.967796,
932.967796,
932.967796,
932.967796
],
[
-61910,
-51579,
-84025,
-4283788,
-1490284,
-5591570
],
[
3.068569,
5.990698,
1.347005,
1.610663,
3.65042,
0.664624
],
[
94,
47,
47,
94,
47,
47
],
[
45,
23,
22,
45,
23,
22
],
[
49,
24,
25,
49,
24,
25
],
[
47.87234,
48.93617,
46.808511,
47.87234,
48.93617,
46.808511
],
[
3.34133,
6.251163,
1.530688,
1.753833,
3.809133,
0.755255
],
[
274544,
274544,
58607,
6924598,
6924598,
1385550
],
[
-43327,
-24350,
-43327,
-4093099,
-700579,
-4093099
],
[
77,
86,
68,
77,
86,
68
],
[
106,
121,
89,
106,
121,
89
],
[
51,
52,
50,
51,
52,
50
],
[
7306,
4069,
3237,
7306,
4069,
3237
],
[
72.599428,
176.599428,
0,
72.599428,
176.599428,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150786,
-147769,
-311836,
390776,
553505,
-581938
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542355200000,
"first_datapoint_time": 1544803200000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758378190594,
"expiration_time": 1764836064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 86,
"offset": 0,
"a": 0.68795
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 75,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|