| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 665531.3931 | 611257.2179 | 54274.1752 | 799662.4668 | 5241559.1648 | -4441896.698 |
| Total P&L (%) | 665.5314 | 611.2572 | 54.2742 | 799.6625 | 5241.5592 | -4441.8967 |
| Avg Daily Profit (%) | 0.2662 | 0.2445 | 0.0217 | 0.0879 | 0.1592 | 0 |
| Buy And Hold Return (%) | 832.4017 | 832.4017 | 832.4017 | 832.4017 | 832.4017 | 832.4017 |
| Max Trade Drawdown | -95334 | -75750 | -107159 | -4917083 | -479239 | -5045464 |
| Profit Factor | 2.2955 | 4.5871 | 1.1581 | 1.1019 | 5.4944 | 0.3356 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Profitability (%) | 63.8554 | 65.8537 | 61.9048 | 63.8554 | 65.8537 | 61.9048 |
| Ratio Avg Win / Avg Loss | 1.2994 | 2.3785 | 0.7127 | 0.6237 | 2.849 | 0.2065 |
| Largest Winning Trade | 165257 | 165257 | 56886 | 3426000 | 3426000 | 360894 |
| Largest Losing Trade | -88658 | -47863 | -88658 | -4875450 | -239312 | -4875450 |
| Avg Bars in Trades | 84 | 93 | 76 | 84 | 93 | 76 |
| Avg Bars in Winners | 100 | 91 | 110 | 100 | 91 | 110 |
| Avg Bars in Losers | 57 | 99 | 20 | 57 | 99 | 20 |
| Bars Traded | 7054 | 3848 | 3206 | 7054 | 3848 | 3206 |
| Profit Streak | 58.7239 | 0 | 60.3905 | 58.7239 | 0 | 60.3905 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -152558 | -147776 | -375789 | -349767 | 628881 | -578631 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757985741980,
"expiration_time": 1764461664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 205,
"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": [
[
665531.3931430322,
611257.2179338057,
54274.1752092261,
799662.4668027672,
5241559.164842767,
-4441896.698039999
],
[
665.531393,
611.257218,
54.274175,
799.662467,
5241.559165,
-4441.896698
],
[
0.266177,
0.244471,
0.021707,
0.087901,
0.15923,
0
],
[
832.40173,
832.40173,
832.40173,
832.40173,
832.40173,
832.40173
],
[
-95334,
-75750,
-107159,
-4917083,
-479239,
-5045464
],
[
2.295519,
4.587069,
1.15809,
1.101851,
5.494408,
0.335552
],
[
83,
41,
42,
83,
41,
42
],
[
53,
27,
26,
53,
27,
26
],
[
30,
14,
16,
30,
14,
16
],
[
63.855422,
65.853659,
61.904762,
63.855422,
65.853659,
61.904762
],
[
1.299351,
2.37848,
0.712671,
0.623689,
2.848952,
0.206493
],
[
165257,
165257,
56886,
3426000,
3426000,
360894
],
[
-88658,
-47863,
-88658,
-4875450,
-239312,
-4875450
],
[
84,
93,
76,
84,
93,
76
],
[
100,
91,
110,
100,
91,
110
],
[
57,
99,
20,
57,
99,
20
],
[
7054,
3848,
3206,
7054,
3848,
3206
],
[
58.723865,
0,
60.390532,
58.723865,
0,
60.390532
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-152558,
-147776,
-375789,
-349767,
628881,
-578631
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757985741980,
"expiration_time": 1764461664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 205,
"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) |
|---|