| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 963628.9512 | 833545.2558 | 130083.6954 | 15003019.8376 | 22011963.567 | -7008943.7294 |
| Total P&L (%) | 963.629 | 833.5453 | 130.0837 | 15003.0198 | 22011.9636 | -7008.9437 |
| Avg Daily Profit (%) | 0.3853 | 0.3333 | 0.052 | 0.2008 | 0.2161 | 0 |
| Buy And Hold Return (%) | 794.4631 | 794.4631 | 794.4631 | 794.4631 | 794.4631 | 794.4631 |
| Max Trade Drawdown | -92734 | -83549 | -47835 | -18575368 | -7978766 | -10850831 |
| Profit Factor | 2.9216 | 4.036 | 1.5732 | 1.4004 | 2.1841 | 0.6288 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Profitability (%) | 47.6636 | 45.283 | 50 | 47.6636 | 45.283 | 50 |
| Ratio Avg Win / Avg Loss | 3.208 | 4.8768 | 1.5732 | 1.5377 | 2.6391 | 0.6288 |
| Largest Winning Trade | 342974 | 342974 | 45086 | 22687036 | 22687036 | 3703475 |
| Largest Losing Trade | -36638 | -36638 | -29800 | -8732068 | -3472676 | -8732068 |
| Avg Bars in Trades | 66 | 73 | 58 | 66 | 73 | 58 |
| Avg Bars in Winners | 89 | 93 | 85 | 89 | 93 | 85 |
| Avg Bars in Losers | 45 | 57 | 31 | 45 | 57 | 31 |
| Bars Traded | 7073 | 3911 | 3162 | 7073 | 3911 | 3162 |
| Profit Streak | 76.7433 | 79.41 | 76.7433 | 76.7433 | 79.41 | 76.7433 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -83991 | -315539 | -465856 | 366979 | -169000 | -760275 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541404800000,
"first_datapoint_time": 1545120000000,
"last_datapoint_time": 1757433600000,
"evaluation_time": 1757440220942,
"expiration_time": 1763915328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 17,
"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": [
[
963628.9512298896,
833545.2558395105,
130083.6953903794,
15003019.837569876,
22011963.5669925,
-7008943.729422624
],
[
963.628951,
833.545256,
130.083695,
15003.019838,
22011.963567,
-7008.943729
],
[
0.385348,
0.333329,
0.05202,
0.200847,
0.216124,
0
],
[
794.463092,
794.463092,
794.463092,
794.463092,
794.463092,
794.463092
],
[
-92734,
-83549,
-47835,
-18575368,
-7978766,
-10850831
],
[
2.921558,
4.035963,
1.573243,
1.400406,
2.184075,
0.628754
],
[
107,
53,
54,
107,
53,
54
],
[
51,
24,
27,
51,
24,
27
],
[
56,
29,
27,
56,
29,
27
],
[
47.663551,
45.283019,
50,
47.663551,
45.283019,
50
],
[
3.207986,
4.876789,
1.573243,
1.537701,
2.639091,
0.628754
],
[
342974,
342974,
45086,
22687036,
22687036,
3703475
],
[
-36638,
-36638,
-29800,
-8732068,
-3472676,
-8732068
],
[
66,
73,
58,
66,
73,
58
],
[
89,
93,
85,
89,
93,
85
],
[
45,
57,
31,
45,
57,
31
],
[
7073,
3911,
3162,
7073,
3911,
3162
],
[
76.743298,
79.409965,
76.743298,
76.743298,
79.409965,
76.743298
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-83991,
-315539,
-465856,
366979,
-169000,
-760275
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541404800000,
"first_datapoint_time": 1545120000000,
"last_datapoint_time": 1757433600000,
"evaluation_time": 1757440220942,
"expiration_time": 1763915328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 17,
"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) |
|---|