| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 821856.2071 | 750467.4486 | 71388.7586 | 3798133.5268 | 6255252.762 | -2457119.2352 |
| Total P&L (%) | 821.8562 | 750.4674 | 71.3888 | 3798.1335 | 6255.2528 | -2457.1192 |
| Avg Daily Profit (%) | 0.3945 | 0.3602 | 0.0343 | 0.176 | 0.1995 | 0 |
| Buy And Hold Return (%) | 945.0746 | 945.0746 | 945.0746 | 945.0746 | 945.0746 | 945.0746 |
| Max Trade Drawdown | -118294 | -40706 | -104500 | -5086523 | -1597289 | -5126263 |
| Profit Factor | 2.6327 | 4.0877 | 1.2742 | 1.2742 | 2.056 | 0.69 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 48.4211 | 46.8085 | 50 | 48.4211 | 46.8085 | 50 |
| Ratio Avg Win / Avg Loss | 2.8044 | 4.6451 | 1.2742 | 1.3573 | 2.3364 | 0.69 |
| Largest Winning Trade | 331291 | 331291 | 50275 | 2966350 | 2966350 | 924720 |
| Largest Losing Trade | -71763 | -40505 | -71763 | -4292812 | -926531 | -4292812 |
| Avg Bars in Trades | 258 | 252 | 264 | 258 | 252 | 264 |
| Avg Bars in Winners | 369 | 373 | 365 | 369 | 373 | 365 |
| Avg Bars in Losers | 155 | 146 | 164 | 155 | 146 | 164 |
| Bars Traded | 24591 | 11876 | 12715 | 24591 | 11876 | 12715 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151417 | -150404 | -312879 | 186932 | 378991 | -580689 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579644000000,
"first_datapoint_time": 1581220800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714226310,
"expiration_time": 1766188800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 220,
"offset": 0,
"a": 0.8332
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 130,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
821856.2071308775,
750467.4485656052,
71388.7585652722,
3798133.5268186484,
6255252.762042918,
-2457119.2352242684
],
[
821.856207,
750.467449,
71.388759,
3798.133527,
6255.252762,
-2457.119235
],
[
0.394492,
0.360225,
0.034267,
0.175983,
0.199489,
0
],
[
945.074595,
945.074595,
945.074595,
945.074595,
945.074595,
945.074595
],
[
-118294,
-40706,
-104500,
-5086523,
-1597289,
-5126263
],
[
2.632686,
4.087656,
1.274232,
1.274221,
2.056013,
0.690037
],
[
95,
47,
48,
95,
47,
48
],
[
46,
22,
24,
46,
22,
24
],
[
49,
25,
24,
49,
25,
24
],
[
48.421053,
46.808511,
50,
48.421053,
46.808511,
50
],
[
2.804383,
4.645064,
1.274232,
1.357323,
2.336378,
0.690037
],
[
331291,
331291,
50275,
2966350,
2966350,
924720
],
[
-71763,
-40505,
-71763,
-4292812,
-926531,
-4292812
],
[
258,
252,
264,
258,
252,
264
],
[
369,
373,
365,
369,
373,
365
],
[
155,
146,
164,
155,
146,
164
],
[
24591,
11876,
12715,
24591,
11876,
12715
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151417,
-150404,
-312879,
186932,
378991,
-580689
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579644000000,
"first_datapoint_time": 1581220800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714226310,
"expiration_time": 1766188800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 220,
"offset": 0,
"a": 0.8332
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 130,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|