| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 827147.3845 | 699409.1263 | 127738.2582 | 10242747.2376 | 13583572.5202 | -3340825.2826 |
| Total P&L (%) | 827.1474 | 699.4091 | 127.7383 | 10242.7472 | 13583.5725 | -3340.8253 |
| Avg Daily Profit (%) | 0.3308 | 0.2797 | 0.0511 | 0.1857 | 0.1969 | 0 |
| Buy And Hold Return (%) | 884.2016 | 884.2016 | 884.2016 | 884.2016 | 884.2016 | 884.2016 |
| Max Trade Drawdown | -83670 | -64883 | -95300 | -4017919 | -1268655 | -4883669 |
| Profit Factor | 3.2978 | 6.0766 | 1.5749 | 1.9646 | 5.8031 | 0.5712 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
| Profitability (%) | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 |
| Ratio Avg Win / Avg Loss | 1.7988 | 3.3145 | 0.859 | 1.0716 | 3.1653 | 0.3116 |
| Largest Winning Trade | 185702 | 185702 | 63204 | 5592848 | 5592848 | 768772 |
| Largest Losing Trade | -67193 | -31561 | -67193 | -2425211 | -587947 | -2425211 |
| Avg Bars in Trades | 99 | 110 | 87 | 99 | 110 | 87 |
| Avg Bars in Winners | 118 | 117 | 118 | 118 | 117 | 118 |
| Avg Bars in Losers | 64 | 98 | 29 | 64 | 98 | 29 |
| Bars Traded | 6736 | 3772 | 2964 | 6736 | 3772 | 2964 |
| Profit Streak | 285.5608 | 285.5608 | 289.5608 | 285.5608 | 285.5608 | 289.5608 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -260540 | -145672 | -287511 | -99686 | 693104 | -577920 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1549065600000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758086849857,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 244,
"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": [
[
827147.3844935269,
699409.126325064,
127738.2581684625,
10242747.237639822,
13583572.52020905,
-3340825.2825692254
],
[
827.147384,
699.409126,
127.738258,
10242.747238,
13583.57252,
-3340.825283
],
[
0.330815,
0.279727,
0.051089,
0.185703,
0.196919,
0
],
[
884.201593,
884.201593,
884.201593,
884.201593,
884.201593,
884.201593
],
[
-83670,
-64883,
-95300,
-4017919,
-1268655,
-4883669
],
[
3.297834,
6.076583,
1.574888,
1.96457,
5.803059,
0.571187
],
[
68,
34,
34,
68,
34,
34
],
[
44,
22,
22,
44,
22,
22
],
[
24,
12,
12,
24,
12,
12
],
[
64.705882,
64.705882,
64.705882,
64.705882,
64.705882,
64.705882
],
[
1.798819,
3.3145,
0.85903,
1.071584,
3.165305,
0.311556
],
[
185702,
185702,
63204,
5592848,
5592848,
768772
],
[
-67193,
-31561,
-67193,
-2425211,
-587947,
-2425211
],
[
99,
110,
87,
99,
110,
87
],
[
118,
117,
118,
118,
117,
118
],
[
64,
98,
29,
64,
98,
29
],
[
6736,
3772,
2964,
6736,
3772,
2964
],
[
285.560762,
285.560762,
289.560762,
285.560762,
285.560762,
289.560762
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-260540,
-145672,
-287511,
-99686,
693104,
-577920
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1549065600000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758086849857,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 244,
"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) |
|---|