| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 884658.0721 | 790155.3904 | 94502.6817 | 7884077.3535 | 10563790.3862 | -2679713.0327 |
| Total P&L (%) | 884.6581 | 790.1554 | 94.5027 | 7884.0774 | 10563.7904 | -2679.713 |
| Avg Daily Profit (%) | 0.3538 | 0.316 | 0.0378 | 0.1753 | 0.1869 | 0 |
| Buy And Hold Return (%) | 816.9573 | 816.9573 | 816.9573 | 816.9573 | 816.9573 | 816.9573 |
| Max Trade Drawdown | -71006 | -64715 | -65808 | -4601751 | -2171237 | -4974827 |
| Profit Factor | 3.1491 | 5.8862 | 1.3781 | 1.6264 | 3.2249 | 0.6581 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Profitability (%) | 52.7778 | 55.5556 | 50 | 52.7778 | 55.5556 | 50 |
| Ratio Avg Win / Avg Loss | 2.8177 | 4.709 | 1.3781 | 1.4552 | 2.5799 | 0.6581 |
| Largest Winning Trade | 321691 | 321691 | 62337 | 8139947 | 8139947 | 1359011 |
| Largest Losing Trade | -49549 | -41199 | -49549 | -3844339 | -1423988 | -3844339 |
| Avg Bars in Trades | 95 | 101 | 89 | 95 | 101 | 89 |
| Avg Bars in Winners | 114 | 112 | 115 | 114 | 112 | 115 |
| Avg Bars in Losers | 74 | 87 | 63 | 74 | 87 | 63 |
| Bars Traded | 6879 | 3653 | 3226 | 6879 | 3653 | 3226 |
| Profit Streak | 68.608 | 102.2747 | 0 | 68.608 | 102.2747 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -207207 | -147024 | -307630 | -72786 | 553276 | -580780 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541404800000,
"first_datapoint_time": 1547683200000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757428532549,
"expiration_time": 1763885664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 44,
"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": [
[
884658.0721250122,
790155.3903929922,
94502.6817320198,
7884077.353483653,
10563790.386187648,
-2679713.032703994
],
[
884.658072,
790.15539,
94.502682,
7884.077353,
10563.790386,
-2679.713033
],
[
0.353817,
0.31602,
0.037796,
0.175332,
0.186927,
0
],
[
816.95726,
816.95726,
816.95726,
816.95726,
816.95726,
816.95726
],
[
-71006,
-64715,
-65808,
-4601751,
-2171237,
-4974827
],
[
3.149145,
5.886223,
1.378129,
1.626422,
3.224937,
0.658112
],
[
72,
36,
36,
72,
36,
36
],
[
38,
20,
18,
38,
20,
18
],
[
34,
16,
18,
34,
16,
18
],
[
52.777778,
55.555556,
50,
52.777778,
55.555556,
50
],
[
2.817656,
4.708978,
1.378129,
1.455219,
2.579949,
0.658112
],
[
321691,
321691,
62337,
8139947,
8139947,
1359011
],
[
-49549,
-41199,
-49549,
-3844339,
-1423988,
-3844339
],
[
95,
101,
89,
95,
101,
89
],
[
114,
112,
115,
114,
112,
115
],
[
74,
87,
63,
74,
87,
63
],
[
6879,
3653,
3226,
6879,
3653,
3226
],
[
68.608015,
102.274682,
0,
68.608016,
102.274682,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-207207,
-147024,
-307630,
-72786,
553276,
-580780
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541404800000,
"first_datapoint_time": 1547683200000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757428532549,
"expiration_time": 1763885664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 44,
"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) |
|---|