| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1087671.9425 | 856364.7122 | 231307.2303 | 77856735.9021 | 65528029.3933 | 12328706.5088 |
| Total P&L (%) | 1087.6719 | 856.3647 | 231.3072 | 77856.7359 | 65528.0294 | 12328.7065 |
| Avg Daily Profit (%) | 0.435 | 0.3425 | 0.0925 | 0.2667 | 0.2597 | 0.1931 |
| Buy And Hold Return (%) | 867.6365 | 867.6365 | 867.6365 | 867.6365 | 867.6365 | 867.6365 |
| Max Trade Drawdown | -77766 | -44611 | -54046 | -6891190 | -2488387 | -5734599 |
| Profit Factor | 5.2572 | 7.8721 | 2.7674 | 7.5974 | 14.6992 | 2.7568 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
| Profitability (%) | 75.3846 | 78.125 | 72.7273 | 75.3846 | 78.125 | 72.7273 |
| Ratio Avg Win / Avg Loss | 1.7166 | 2.2042 | 1.0378 | 2.4808 | 4.1158 | 1.0338 |
| Largest Winning Trade | 343714 | 343714 | 58840 | 32434621 | 32434621 | 4677581 |
| Largest Losing Trade | -54046 | -33943 | -54046 | -5734599 | -1299521 | -5734599 |
| Avg Bars in Trades | 70 | 84 | 56 | 70 | 84 | 56 |
| Avg Bars in Winners | 72 | 79 | 66 | 72 | 79 | 66 |
| Avg Bars in Losers | 63 | 104 | 31 | 63 | 104 | 31 |
| Bars Traded | 4583 | 2716 | 1867 | 4583 | 2716 | 1867 |
| Profit Streak | 465.6297 | 465.6297 | 638.1297 | 465.6297 | 465.6297 | 638.1297 |
| Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -200113 | -143025 | -226740 | -114128 | 793634 | 592670 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1549368000000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758510404754,
"expiration_time": 1764980496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 124,
"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": [
[
1087671.9424759422,
856364.7121590499,
231307.2303168923,
77856735.90207608,
65528029.393298805,
12328706.508777276
],
[
1087.671942,
856.364712,
231.30723,
77856.735902,
65528.029393,
12328.706509
],
[
0.434982,
0.342477,
0.092504,
0.266651,
0.259748,
0.193051
],
[
867.636461,
867.636461,
867.636461,
867.636461,
867.636461,
867.636461
],
[
-77766,
-44611,
-54046,
-6891190,
-2488387,
-5734599
],
[
5.257212,
7.87205,
2.767409,
7.597413,
14.69915,
2.756792
],
[
65,
32,
33,
65,
32,
33
],
[
49,
25,
24,
49,
25,
24
],
[
16,
7,
9,
16,
7,
9
],
[
75.384615,
78.125,
72.727273,
75.384615,
78.125,
72.727273
],
[
1.716641,
2.204174,
1.037778,
2.480788,
4.115762,
1.033797
],
[
343714,
343714,
58840,
32434621,
32434621,
4677581
],
[
-54046,
-33943,
-54046,
-5734599,
-1299521,
-5734599
],
[
70,
84,
56,
70,
84,
56
],
[
72,
79,
66,
72,
79,
66
],
[
63,
104,
31,
63,
104,
31
],
[
4583,
2716,
1867,
4583,
2716,
1867
],
[
465.629685,
465.629685,
638.129685,
465.629685,
465.629685,
638.129685
],
[
9,
4,
8,
9,
4,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-200113,
-143025,
-226740,
-114128,
793634,
592670
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1549368000000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758510404754,
"expiration_time": 1764980496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 124,
"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) |
|---|