| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1166548.5084 | 877703.6092 | 288844.8992 | 286749695.7941 | 219701339.7634 | 67048356.0307 |
| Total P&L (%) | 1166.5485 | 877.7036 | 288.8449 | 286749.6958 | 219701.3398 | 67048.356 |
| Avg Daily Profit (%) | 0.4665 | 0.351 | 0.1155 | 0.3189 | 0.3082 | 0.2606 |
| Buy And Hold Return (%) | 888.4736 | 888.4736 | 888.4736 | 888.4736 | 888.4736 | 888.4736 |
| Max Trade Drawdown | -83709 | -75062 | -33004 | -7589440 | -6707522 | -4798422 |
| Profit Factor | 5.5537 | 6.9809 | 3.6397 | 10.8996 | 14.2512 | 6.4133 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Profitability (%) | 60.7595 | 61.5385 | 60 | 60.7595 | 61.5385 | 60 |
| Ratio Avg Win / Avg Loss | 3.5868 | 4.3631 | 2.4265 | 7.0394 | 8.907 | 4.2755 |
| Largest Winning Trade | 264274 | 264274 | 58350 | 108521131 | 108521131 | 37408623 |
| Largest Losing Trade | -25203 | -25203 | -21296 | -4968078 | -4968078 | -4786397 |
| Avg Bars in Trades | 86 | 106 | 67 | 86 | 106 | 67 |
| Avg Bars in Winners | 110 | 124 | 96 | 110 | 124 | 96 |
| Avg Bars in Losers | 49 | 77 | 22 | 49 | 77 | 22 |
| Bars Traded | 6847 | 4166 | 2681 | 6847 | 4166 | 2681 |
| Profit Streak | 64.7118 | 517.3785 | 64.7118 | 64.7118 | 517.3785 | 64.7118 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -78522 | -145034 | -195893 | -11050 | 733581 | 682842 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725499722,
"expiration_time": 1764203328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 148,
"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": [
[
1166548.5083991343,
877703.609247194,
288844.8991519403,
286749695.7941141,
219701339.7634181,
67048356.03069605
],
[
1166.548508,
877.703609,
288.844899,
286749.695794,
219701.339763,
67048.356031
],
[
0.466494,
0.350987,
0.115507,
0.318884,
0.308204,
0.260649
],
[
888.473629,
888.473629,
888.473629,
888.473629,
888.473629,
888.473629
],
[
-83709,
-75062,
-33004,
-7589440,
-6707522,
-4798422
],
[
5.553729,
6.980941,
3.639679,
10.899639,
14.251178,
6.413275
],
[
79,
39,
40,
79,
39,
40
],
[
48,
24,
24,
48,
24,
24
],
[
31,
15,
16,
31,
15,
16
],
[
60.759494,
61.538462,
60,
60.759494,
61.538462,
60
],
[
3.586783,
4.363088,
2.426453,
7.03935,
8.906987,
4.275517
],
[
264274,
264274,
58350,
108521131,
108521131,
37408623
],
[
-25203,
-25203,
-21296,
-4968078,
-4968078,
-4786397
],
[
86,
106,
67,
86,
106,
67
],
[
110,
124,
96,
110,
124,
96
],
[
49,
77,
22,
49,
77,
22
],
[
6847,
4166,
2681,
6847,
4166,
2681
],
[
64.711802,
517.378469,
64.711802,
64.711802,
517.378469,
64.711802
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-78522,
-145034,
-195893,
-11050,
733581,
682842
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725499722,
"expiration_time": 1764203328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 148,
"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) |
|---|