| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1019314.7252 | 828336.6514 | 190978.0739 | 40285736.922 | 35208269.9884 | 5077466.9336 |
| Total P&L (%) | 1019.3147 | 828.3367 | 190.9781 | 40285.7369 | 35208.27 | 5077.4669 |
| Avg Daily Profit (%) | 0.4074 | 0.3311 | 0.0763 | 0.2401 | 0.2348 | 0.1579 |
| Buy And Hold Return (%) | 851.2072 | 851.2072 | 851.2072 | 851.2072 | 851.2072 | 851.2072 |
| Max Trade Drawdown | -75631 | -83943 | -69837 | -2244482 | -2110381 | -1019579 |
| Profit Factor | 4.3233 | 5.8964 | 2.3885 | 7.0395 | 9.5312 | 2.9964 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
| Profitability (%) | 67.1875 | 65.625 | 68.75 | 67.1875 | 65.625 | 68.75 |
| Ratio Avg Win / Avg Loss | 2.1114 | 3.0886 | 1.0857 | 3.4379 | 4.9925 | 1.362 |
| Largest Winning Trade | 353755 | 353755 | 55654 | 18414218 | 18414218 | 1869776 |
| Largest Losing Trade | -51128 | -36159 | -51128 | -930798 | -930798 | -736749 |
| Avg Bars in Trades | 70 | 86 | 53 | 70 | 86 | 53 |
| Avg Bars in Winners | 80 | 94 | 67 | 80 | 94 | 67 |
| Avg Bars in Losers | 48 | 71 | 23 | 48 | 71 | 23 |
| Bars Traded | 4490 | 2781 | 1709 | 4490 | 2781 | 1709 |
| Profit Streak | 442.7256 | 446.2256 | 442.7256 | 442.7256 | 446.2256 | 442.7256 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -227087 | -144818 | -249635 | -122951 | 727648 | 552099 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549584000000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758691493093,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 62,
"offset": 0,
"std": 3.87235
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 164,
"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": [
[
1019314.7252430075,
828336.6513892548,
190978.0738537523,
40285736.921992294,
35208269.988389686,
5077466.933602609
],
[
1019.314725,
828.336651,
190.978074,
40285.736922,
35208.269988,
5077.466934
],
[
0.4074,
0.33107,
0.07633,
0.240138,
0.234756,
0.157874
],
[
851.207243,
851.207243,
851.207243,
851.207243,
851.207243,
851.207243
],
[
-75631,
-83943,
-69837,
-2244482,
-2110381,
-1019579
],
[
4.323315,
5.896415,
2.388485,
7.039509,
9.531171,
2.996368
],
[
64,
32,
32,
64,
32,
32
],
[
43,
21,
22,
43,
21,
22
],
[
21,
11,
10,
21,
11,
10
],
[
67.1875,
65.625,
68.75,
67.1875,
65.625,
68.75
],
[
2.111386,
3.088598,
1.085675,
3.4379,
4.992518,
1.361986
],
[
353755,
353755,
55654,
18414218,
18414218,
1869776
],
[
-51128,
-36159,
-51128,
-930798,
-930798,
-736749
],
[
70,
86,
53,
70,
86,
53
],
[
80,
94,
67,
80,
94,
67
],
[
48,
71,
23,
48,
71,
23
],
[
4490,
2781,
1709,
4490,
2781,
1709
],
[
442.725614,
446.225614,
442.725614,
442.725614,
446.225614,
442.725614
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-227087,
-144818,
-249635,
-122951,
727648,
552099
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549584000000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758691493093,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 62,
"offset": 0,
"std": 3.87235
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 164,
"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) |
|---|