| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -69498.572 | 246518.8708 | -316017.4427 | 4842283.3936 | 630826.8677 | 4211456.5259 |
| Total P&L (%) | -69.4986 | 246.5189 | -316.0174 | 4842.2834 | 630.8269 | 4211.4565 |
| Avg Daily Profit (%) | -0.0278 | 0.0986 | -0.1264 | 0.1562 | 0.0796 | 0.1507 |
| Buy And Hold Return (%) | 830.9071 | 830.9071 | 830.9071 | 830.9071 | 830.9071 | 830.9071 |
| Max Trade Drawdown | -349350 | -50286 | -398807 | -2510699 | -1197999 | -1838495 |
| Profit Factor | 0.9099 | 2.5503 | 0.4842 | 1.8224 | 1.3027 | 2.107 |
| Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
| Winning Trades | 193 | 98 | 95 | 115 | 59 | 56 |
| Losing Trades | 38 | 17 | 21 | 116 | 56 | 60 |
| Profitability (%) | 83.5498 | 85.2174 | 81.8966 | 49.7836 | 51.3043 | 48.2759 |
| Ratio Avg Win / Avg Loss | 0.1792 | 0.4424 | 0.107 | 1.8382 | 1.2365 | 2.2575 |
| Largest Winning Trade | 66560 | 66560 | 20138 | 5838000 | 467288 | 5838000 |
| Largest Losing Trade | -340314 | -50286 | -340314 | -1493479 | -664837 | -1493479 |
| Avg Bars in Trades | 61 | 62 | 61 | 61 | 62 | 61 |
| Avg Bars in Winners | 31 | 33 | 28 | 58 | 58 | 57 |
| Avg Bars in Losers | 216 | 226 | 207 | 65 | 66 | 63 |
| Bars Traded | 14258 | 7175 | 7083 | 14258 | 7175 | 7083 |
| Profit Streak | 0 | 129.3401 | 0 | 0 | 129.3401 | 0 |
| Trades During Streak | 0 | 13 | 0 | 0 | 13 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575335 | -218894 | -576672 | 412697 | -250327 | 339089 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1757908800000,
"evaluation_time": 1757909385090,
"expiration_time": 1764387072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 171,
"offset": 199
}
}
} {
"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": [
[
-69498.5719724982,
246518.8707607564,
-316017.4427332546,
4842283.39361505,
630826.8677205893,
4211456.525894462
],
[
-69.498572,
246.518871,
-316.017443,
4842.283394,
630.826868,
4211.456526
],
[
-0.027807,
0.098634,
-0.126441,
0.15618,
0.079613,
0.150708
],
[
830.907092,
830.907092,
830.907092,
830.907092,
830.907092,
830.907092
],
[
-349350,
-50286,
-398807,
-2510699,
-1197999,
-1838495
],
[
0.909936,
2.550273,
0.484171,
1.822365,
1.302725,
2.106992
],
[
231,
115,
116,
231,
115,
116
],
[
193,
98,
95,
115,
59,
56
],
[
38,
17,
21,
116,
56,
60
],
[
83.549784,
85.217391,
81.896552,
49.78355,
51.304348,
48.275862
],
[
0.179158,
0.442394,
0.107027,
1.838211,
1.236485,
2.257492
],
[
66560,
66560,
20138,
5838000,
467288,
5838000
],
[
-340314,
-50286,
-340314,
-1493479,
-664837,
-1493479
],
[
61,
62,
61,
61,
62,
61
],
[
31,
33,
28,
58,
58,
57
],
[
216,
226,
207,
65,
66,
63
],
[
14258,
7175,
7083,
14258,
7175,
7083
],
[
0,
129.340105,
0,
0,
129.340105,
0
],
[
0,
13,
0,
0,
13,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575335,
-218894,
-576672,
412697,
-250327,
339089
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1757908800000,
"evaluation_time": 1757909385090,
"expiration_time": 1764387072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 171,
"offset": 199
}
}
}
| # | 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) |
|---|