| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1095205.0243 | 891166.1382 | 204038.8861 | 53182076.7328 | 47400055.9585 | 5782020.7743 |
| Total P&L (%) | 1095.205 | 891.1661 | 204.0389 | 53182.0767 | 47400.056 | 5782.0208 |
| Avg Daily Profit (%) | 0.4378 | 0.3563 | 0.0816 | 0.2513 | 0.2467 | 0.163 |
| Buy And Hold Return (%) | 810.9913 | 810.9913 | 810.9913 | 810.9913 | 810.9913 | 810.9913 |
| Max Trade Drawdown | -60762 | -39475 | -60762 | -1728375 | -1728375 | -1088823 |
| Profit Factor | 5.2242 | 7.2805 | 2.7384 | 9.6744 | 13.6225 | 3.4338 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
| Profitability (%) | 62.1212 | 57.5758 | 66.6667 | 62.1212 | 57.5758 | 66.6667 |
| Ratio Avg Win / Avg Loss | 3.1855 | 5.3646 | 1.3692 | 5.8991 | 10.0376 | 1.7169 |
| Largest Winning Trade | 351240 | 351240 | 60791 | 27201108 | 27201108 | 2481653 |
| Largest Losing Trade | -60762 | -28241 | -60762 | -1728375 | -1728375 | -966360 |
| Avg Bars in Trades | 67 | 85 | 50 | 67 | 85 | 50 |
| Avg Bars in Winners | 86 | 105 | 71 | 86 | 105 | 71 |
| Avg Bars in Losers | 36 | 57 | 10 | 36 | 57 | 10 |
| Bars Traded | 4487 | 2806 | 1681 | 4487 | 2806 | 1681 |
| Profit Streak | 127.231 | 127.231 | 425.231 | 127.231 | 127.231 | 425.231 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164687 | -115595 | -242239 | -108965 | 665609 | 639490 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1553040000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759123958564,
"expiration_time": 1765587888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 144,
"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": [
[
1095205.0242884934,
891166.1381559953,
204038.8861324985,
53182076.7328428,
47400055.95854592,
5782020.774296876
],
[
1095.205024,
891.166138,
204.038886,
53182.076733,
47400.055959,
5782.020774
],
[
0.437819,
0.356253,
0.081567,
0.251292,
0.246689,
0.163014
],
[
810.991256,
810.991256,
810.991256,
810.991256,
810.991256,
810.991256
],
[
-60762,
-39475,
-60762,
-1728375,
-1728375,
-1088823
],
[
5.224201,
7.28049,
2.738354,
9.674447,
13.622472,
3.433841
],
[
66,
33,
33,
66,
33,
33
],
[
41,
19,
22,
41,
19,
22
],
[
25,
14,
11,
25,
14,
11
],
[
62.121212,
57.575758,
66.666667,
62.121212,
57.575758,
66.666667
],
[
3.185488,
5.364571,
1.369177,
5.899053,
10.037611,
1.71692
],
[
351240,
351240,
60791,
27201108,
27201108,
2481653
],
[
-60762,
-28241,
-60762,
-1728375,
-1728375,
-966360
],
[
67,
85,
50,
67,
85,
50
],
[
86,
105,
71,
86,
105,
71
],
[
36,
57,
10,
36,
57,
10
],
[
4487,
2806,
1681,
4487,
2806,
1681
],
[
127.231002,
127.231002,
425.231002,
127.231002,
127.231002,
425.231002
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164687,
-115595,
-242239,
-108965,
665609,
639490
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1553040000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759123958564,
"expiration_time": 1765587888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 144,
"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) |
|---|