| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 870185.564 | 785918.0374 | 84267.5267 | 5779772.8287 | 6133381.868 | -353609.0393 |
| Total P&L (%) | 870.1856 | 785.918 | 84.2675 | 5779.7728 | 6133.3819 | -353.609 |
| Avg Daily Profit (%) | 0.3482 | 0.3145 | 0.0337 | 0.1632 | 0.1655 | 0 |
| Buy And Hold Return (%) | 630.0066 | 630.0066 | 630.0066 | 630.0066 | 630.0066 | 630.0066 |
| Max Trade Drawdown | -77975 | -52329 | -68472 | -2187431 | -1529337 | -888543 |
| Profit Factor | 2.3901 | 3.5003 | 1.2704 | 1.8361 | 2.7476 | 0.8961 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
| Profitability (%) | 40 | 38.4615 | 41.5385 | 40 | 38.4615 | 41.5385 |
| Ratio Avg Win / Avg Loss | 3.5851 | 5.6005 | 1.7879 | 2.7542 | 4.3962 | 1.2612 |
| Largest Winning Trade | 352269 | 352269 | 51670 | 3554430 | 3554430 | 656920 |
| Largest Losing Trade | -50665 | -22776 | -50665 | -759872 | -759872 | -696224 |
| Avg Bars in Trades | 113 | 110 | 116 | 113 | 110 | 116 |
| Avg Bars in Winners | 183 | 189 | 178 | 183 | 189 | 178 |
| Avg Bars in Losers | 66 | 61 | 71 | 66 | 61 | 71 |
| Bars Traded | 14735 | 7195 | 7540 | 14735 | 7195 | 7540 |
| Profit Streak | 125.3906 | 125.5572 | 125.3906 | 125.3906 | 125.5572 | 125.3906 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -35473 | -208560 | -446902 | 325725 | -122500 | -713401 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541491200000,
"first_datapoint_time": 1543046400000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757496144808,
"expiration_time": 1763969040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 108,
"offset": 0,
"a": 0.7916
}
},
"second_band": {
"type": "rma",
"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": [
[
870185.5640332111,
785918.0373554953,
84267.5266777157,
5779772.828710131,
6133381.867966559,
-353609.0392564293
],
[
870.185564,
785.918037,
84.267527,
5779.772829,
6133.381868,
-353.609039
],
[
0.34819,
0.314472,
0.033718,
0.163151,
0.165492,
0
],
[
630.006634,
630.006634,
630.006634,
630.006634,
630.006634,
630.006634
],
[
-77975,
-52329,
-68472,
-2187431,
-1529337,
-888543
],
[
2.390098,
3.500343,
1.270379,
1.836141,
2.747637,
0.896086
],
[
130,
65,
65,
130,
65,
65
],
[
52,
25,
27,
52,
25,
27
],
[
78,
40,
38,
78,
40,
38
],
[
40,
38.461538,
41.538462,
40,
38.461538,
41.538462
],
[
3.585146,
5.600549,
1.78794,
2.754212,
4.396219,
1.261158
],
[
352269,
352269,
51670,
3554430,
3554430,
656920
],
[
-50665,
-22776,
-50665,
-759872,
-759872,
-696224
],
[
113,
110,
116,
113,
110,
116
],
[
183,
189,
178,
183,
189,
178
],
[
66,
61,
71,
66,
61,
71
],
[
14735,
7195,
7540,
14735,
7195,
7540
],
[
125.390565,
125.557231,
125.390565,
125.390565,
125.557232,
125.390565
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35473,
-208560,
-446902,
325725,
-122500,
-713401
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541491200000,
"first_datapoint_time": 1543046400000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757496144808,
"expiration_time": 1763969040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 108,
"offset": 0,
"a": 0.7916
}
},
"second_band": {
"type": "rma",
"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) |
|---|