| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1162416.3305 | 927139.0156 | 235277.3149 | 128450085.5143 | 114501680.533 | 13948404.9813 |
| Total P&L (%) | 1162.4163 | 927.139 | 235.2773 | 128450.0855 | 114501.6805 | 13948.405 |
| Avg Daily Profit (%) | 0.4649 | 0.3708 | 0.0941 | 0.2867 | 0.2821 | 0.198 |
| Buy And Hold Return (%) | 986.8505 | 986.8505 | 986.8505 | 986.8505 | 986.8505 | 986.8505 |
| Max Trade Drawdown | -49264 | -63331 | -35608 | -9796007 | -6749641 | -5274508 |
| Profit Factor | 5.6416 | 7.315 | 3.2706 | 4.9346 | 6.33 | 2.2494 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Profitability (%) | 62.5 | 59.375 | 65.625 | 62.5 | 59.375 | 65.625 |
| Ratio Avg Win / Avg Loss | 3.385 | 5.005 | 1.7132 | 2.9607 | 4.331 | 1.1783 |
| Largest Winning Trade | 380283 | 380283 | 47173 | 73792245 | 73792245 | 8283611 |
| Largest Losing Trade | -35608 | -24528 | -35608 | -6749641 | -6749641 | -3005105 |
| Avg Bars in Trades | 108 | 135 | 81 | 108 | 135 | 81 |
| Avg Bars in Winners | 115 | 149 | 85 | 115 | 149 | 85 |
| Avg Bars in Losers | 97 | 115 | 75 | 97 | 115 | 75 |
| Bars Traded | 6951 | 4334 | 2617 | 6951 | 4334 | 2617 |
| Profit Streak | 113.9198 | 113.9198 | 194.5865 | 113.9198 | 113.9198 | 194.5865 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -232783 | -146005 | -224282 | -124395 | 684506 | 495880 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1548777600000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757801071784,
"expiration_time": 1764260064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 244,
"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": [
[
1162416.330531463,
927139.0156432859,
235277.3148881772,
128450085.51430115,
114501680.53301007,
13948404.981291082
],
[
1162.416331,
927.139016,
235.277315,
128450.085514,
114501.680533,
13948.404981
],
[
0.464905,
0.370807,
0.094099,
0.286729,
0.282122,
0.197973
],
[
986.850451,
986.850451,
986.850451,
986.850451,
986.850451,
986.850451
],
[
-49264,
-63331,
-35608,
-9796007,
-6749641,
-5274508
],
[
5.641623,
7.314978,
3.270637,
4.934574,
6.329973,
2.24942
],
[
64,
32,
32,
64,
32,
32
],
[
40,
19,
21,
40,
19,
21
],
[
24,
13,
11,
24,
13,
11
],
[
62.5,
59.375,
65.625,
62.5,
59.375,
65.625
],
[
3.384974,
5.004985,
1.713191,
2.960744,
4.331034,
1.178268
],
[
380283,
380283,
47173,
73792245,
73792245,
8283611
],
[
-35608,
-24528,
-35608,
-6749641,
-6749641,
-3005105
],
[
108,
135,
81,
108,
135,
81
],
[
115,
149,
85,
115,
149,
85
],
[
97,
115,
75,
97,
115,
75
],
[
6951,
4334,
2617,
6951,
4334,
2617
],
[
113.919812,
113.919812,
194.586479,
113.919812,
113.919812,
194.586479
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-232783,
-146005,
-224282,
-124395,
684506,
495880
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1548777600000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757801071784,
"expiration_time": 1764260064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 244,
"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) |
|---|