| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 837758.4519 | 755350.2209 | 82408.231 | 3810031.1 | 7850038.0142 | -4040006.9143 |
| Total P&L (%) | 837.7585 | 755.3502 | 82.4082 | 3810.0311 | 7850.038 | -4040.0069 |
| Avg Daily Profit (%) | 0.3351 | 0.3021 | 0.033 | 0.1467 | 0.1752 | 0 |
| Buy And Hold Return (%) | 844.1479 | 844.1479 | 844.1479 | 844.1479 | 844.1479 | 844.1479 |
| Max Trade Drawdown | -92221 | -40477 | -112998 | -5682683 | -939411 | -7224649 |
| Profit Factor | 2.5486 | 4.2634 | 1.2662 | 1.2688 | 2.8918 | 0.5971 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 51.0638 | 51.0638 | 51.0638 | 51.0638 | 51.0638 | 51.0638 |
| Ratio Avg Win / Avg Loss | 2.4424 | 4.0858 | 1.2135 | 1.2159 | 2.7713 | 0.5722 |
| Largest Winning Trade | 330985 | 330985 | 48705 | 3923589 | 3923589 | 989912 |
| Largest Losing Trade | -75264 | -20138 | -75264 | -5169232 | -579710 | -5169232 |
| Avg Bars in Trades | 77 | 79 | 75 | 77 | 79 | 75 |
| Avg Bars in Winners | 103 | 107 | 99 | 103 | 107 | 99 |
| Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
| Bars Traded | 7270 | 3716 | 3554 | 7270 | 3716 | 3554 |
| Profit Streak | 0 | 171.8703 | 0 | 0 | 171.8703 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151338 | -148425 | -314542 | 63724 | 523225 | -580558 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758257590266,
"expiration_time": 1764720864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 22,
"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": [
[
837758.4518795913,
755350.2208742821,
82408.2310053096,
3810031.09997456,
7850038.014225711,
-4040006.9142511524
],
[
837.758452,
755.350221,
82.408231,
3810.0311,
7850.038014,
-4040.006914
],
[
0.335059,
0.3021,
0.032959,
0.146733,
0.175161,
0
],
[
844.147946,
844.147946,
844.147946,
844.147946,
844.147946,
844.147946
],
[
-92221,
-40477,
-112998,
-5682683,
-939411,
-7224649
],
[
2.548578,
4.263444,
1.266239,
1.268766,
2.891753,
0.597064
],
[
94,
47,
47,
94,
47,
47
],
[
48,
24,
24,
48,
24,
24
],
[
46,
23,
23,
46,
23,
23
],
[
51.06383,
51.06383,
51.06383,
51.06383,
51.06383,
51.06383
],
[
2.442387,
4.085801,
1.213479,
1.2159,
2.771263,
0.572187
],
[
330985,
330985,
48705,
3923589,
3923589,
989912
],
[
-75264,
-20138,
-75264,
-5169232,
-579710,
-5169232
],
[
77,
79,
75,
77,
79,
75
],
[
103,
107,
99,
103,
107,
99
],
[
49,
48,
50,
49,
48,
50
],
[
7270,
3716,
3554,
7270,
3716,
3554
],
[
0,
171.870258,
0,
0,
171.870258,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151338,
-148425,
-314542,
63724,
523225,
-580558
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758257590266,
"expiration_time": 1764720864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 22,
"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) |
|---|