| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 748755.3042 | 641977.594 | 106777.7101 | 8691551.4236 | 8561214.9415 | 130336.4821 |
| Total P&L (%) | 748.7553 | 641.9776 | 106.7777 | 8691.5514 | 8561.2149 | 130.3365 |
| Avg Daily Profit (%) | 0.2994 | 0.2567 | 0.0427 | 0.1792 | 0.1786 | 0.0334 |
| Buy And Hold Return (%) | 920.9081 | 920.9081 | 920.9081 | 920.9081 | 920.9081 | 920.9081 |
| Max Trade Drawdown | -71001 | -58824 | -64329 | -1893490 | -1165404 | -1976223 |
| Profit Factor | 3.2662 | 6.0878 | 1.5229 | 2.4912 | 4.9313 | 1.0357 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 53.9683 | 53.125 | 54.8387 | 53.9683 | 53.125 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.7859 | 5.3716 | 1.2541 | 2.1248 | 4.3511 | 0.8529 |
| Largest Winning Trade | 255400 | 255400 | 52004 | 3942065 | 3942065 | 617854 |
| Largest Losing Trade | -50148 | -22687 | -50148 | -1497392 | -461311 | -1497392 |
| Avg Bars in Trades | 112 | 112 | 111 | 112 | 112 | 111 |
| Avg Bars in Winners | 135 | 124 | 146 | 135 | 124 | 146 |
| Avg Bars in Losers | 84 | 98 | 69 | 84 | 98 | 69 |
| Bars Traded | 7059 | 3599 | 3460 | 7059 | 3599 | 3460 |
| Profit Streak | 171.7061 | 171.7061 | 312.0395 | 171.7061 | 171.7061 | 312.0395 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -300163 | -147772 | -298650 | -136909 | 595929 | -495459 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542384000000,
"first_datapoint_time": 1549440000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758416210431,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 79,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
748755.3041718019,
641977.5940322995,
106777.7101395021,
8691551.423631312,
8561214.94154373,
130336.4820875826
],
[
748.755304,
641.977594,
106.77771,
8691.551424,
8561.214942,
130.336482
],
[
0.299422,
0.256722,
0.0427,
0.179167,
0.178569,
0.033371
],
[
920.908066,
920.908066,
920.908066,
920.908066,
920.908066,
920.908066
],
[
-71001,
-58824,
-64329,
-1893490,
-1165404,
-1976223
],
[
3.266225,
6.087784,
1.522863,
2.491195,
4.931284,
1.0357
],
[
63,
32,
31,
63,
32,
31
],
[
34,
17,
17,
34,
17,
17
],
[
29,
15,
14,
29,
15,
14
],
[
53.968254,
53.125,
54.83871,
53.968254,
53.125,
54.83871
],
[
2.785898,
5.371574,
1.254122,
2.124843,
4.351133,
0.85293
],
[
255400,
255400,
52004,
3942065,
3942065,
617854
],
[
-50148,
-22687,
-50148,
-1497392,
-461311,
-1497392
],
[
112,
112,
111,
112,
112,
111
],
[
135,
124,
146,
135,
124,
146
],
[
84,
98,
69,
84,
98,
69
],
[
7059,
3599,
3460,
7059,
3599,
3460
],
[
171.706139,
171.706139,
312.039472,
171.706139,
171.706139,
312.039473
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-300163,
-147772,
-298650,
-136909,
595929,
-495459
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542384000000,
"first_datapoint_time": 1549440000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758416210431,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 79,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|