| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 997864.8987 | 886479.9059 | 111384.9928 | 8912296.2692 | 14042181.9902 | -5129885.7209 |
| Total P&L (%) | 997.8649 | 886.4799 | 111.385 | 8912.2963 | 14042.182 | -5129.8857 |
| Avg Daily Profit (%) | 0.3991 | 0.3545 | 0.0445 | 0.1802 | 0.1982 | 0 |
| Buy And Hold Return (%) | 703.0111 | 703.0111 | 703.0111 | 703.0111 | 703.0111 | 703.0111 |
| Max Trade Drawdown | -129120 | -59961 | -113182 | -14636161 | -5192723 | -13526283 |
| Profit Factor | 2.3956 | 3.2504 | 1.3469 | 1.2083 | 1.6365 | 0.7524 |
| Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
| Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
| Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
| Profitability (%) | 43.7209 | 44.8598 | 42.5926 | 43.7209 | 44.8598 | 42.5926 |
| Ratio Avg Win / Avg Loss | 3.0836 | 3.9953 | 1.8153 | 1.5554 | 2.0115 | 1.0141 |
| Largest Winning Trade | 339803 | 339803 | 50284 | 8517333 | 8517333 | 3177542 |
| Largest Losing Trade | -68216 | -23092 | -68216 | -10664659 | -2193041 | -10664659 |
| Avg Bars in Trades | 33 | 33 | 32 | 33 | 33 | 32 |
| Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
| Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
| Bars Traded | 7138 | 3628 | 3510 | 7138 | 3628 | 3510 |
| Profit Streak | 82.5311 | 88.8644 | 82.5311 | 82.5311 | 88.8644 | 82.5311 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -20894 | -70321 | -299890 | 309536 | 353279 | -581296 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1546012800000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757997883889,
"expiration_time": 1764461664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 11,
"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": [
[
997864.8986831482,
886479.9058923582,
111384.9927907904,
8912296.26924876,
14042181.99015861,
-5129885.720909848
],
[
997.864899,
886.479906,
111.384993,
8912.296269,
14042.18199,
-5129.885721
],
[
0.399093,
0.354545,
0.044548,
0.180185,
0.19824,
0
],
[
703.011055,
703.011055,
703.011055,
703.011055,
703.011055,
703.011055
],
[
-129120,
-59961,
-113182,
-14636161,
-5192723,
-13526283
],
[
2.39555,
3.250421,
1.346868,
1.208328,
1.636509,
0.752405
],
[
215,
107,
108,
215,
107,
108
],
[
94,
48,
46,
94,
48,
46
],
[
121,
59,
62,
121,
59,
62
],
[
43.72093,
44.859813,
42.592593,
43.72093,
44.859813,
42.592593
],
[
3.083634,
3.995309,
1.815344,
1.555401,
2.011542,
1.014111
],
[
339803,
339803,
50284,
8517333,
8517333,
3177542
],
[
-68216,
-23092,
-68216,
-10664659,
-2193041,
-10664659
],
[
33,
33,
32,
33,
33,
32
],
[
47,
47,
47,
47,
47,
47
],
[
22,
22,
21,
22,
22,
21
],
[
7138,
3628,
3510,
7138,
3628,
3510
],
[
82.531063,
88.864397,
82.531063,
82.531063,
88.864397,
82.531064
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-20894,
-70321,
-299890,
309536,
353279,
-581296
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1546012800000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757997883889,
"expiration_time": 1764461664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 11,
"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) |
|---|