| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 912753.6246 | 807219.4602 | 105534.1644 | 6488927.0451 | 7386633.3184 | -897706.2733 |
| Total P&L (%) | 912.7536 | 807.2195 | 105.5342 | 6488.927 | 7386.6333 | -897.7063 |
| Avg Daily Profit (%) | 0.3648 | 0.3226 | 0.0422 | 0.1675 | 0.1726 | 0 |
| Buy And Hold Return (%) | 679.4682 | 679.4682 | 679.4682 | 679.4682 | 679.4682 | 679.4682 |
| Max Trade Drawdown | -99635 | -82770 | -87461 | -2190394 | -1529202 | -3757003 |
| Profit Factor | 1.9531 | 2.8511 | 1.2023 | 1.4608 | 2.301 | 0.8932 |
| Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
| Winning Trades | 156 | 77 | 79 | 156 | 77 | 79 |
| Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Profitability (%) | 60.7004 | 60.1563 | 61.2403 | 60.7004 | 60.1563 | 61.2403 |
| Ratio Avg Win / Avg Loss | 1.2645 | 1.8884 | 0.761 | 0.9457 | 1.5241 | 0.5653 |
| Largest Winning Trade | 336510 | 336510 | 35780 | 4015551 | 4015551 | 663699 |
| Largest Losing Trade | -56033 | -30385 | -56033 | -1884573 | -574526 | -1884573 |
| Avg Bars in Trades | 18 | 20 | 17 | 18 | 20 | 17 |
| Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
| Avg Bars in Losers | 18 | 21 | 16 | 18 | 21 | 16 |
| Bars Traded | 4853 | 2657 | 2196 | 4853 | 2657 | 2196 |
| Profit Streak | 0 | 169.3522 | 0 | 0 | 169.3522 | 0 |
| Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43907 | -89907 | -303000 | 366091 | 541172 | -579255 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547035200000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758702430090,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 104,
"af": 0,
"af0": 0,
"max_af": 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": [
[
912753.6245939957,
807219.4602155921,
105534.1643784039,
6488927.045096776,
7386633.318446126,
-897706.2733493488
],
[
912.753625,
807.21946,
105.534164,
6488.927045,
7386.633318,
-897.706273
],
[
0.36481,
0.32263,
0.04218,
0.167525,
0.172639,
0
],
[
679.468202,
679.468202,
679.468202,
679.468202,
679.468202,
679.468202
],
[
-99635,
-82770,
-87461,
-2190394,
-1529202,
-3757003
],
[
1.95313,
2.851128,
1.20234,
1.460758,
2.301036,
0.893202
],
[
257,
128,
129,
257,
128,
129
],
[
156,
77,
79,
156,
77,
79
],
[
101,
51,
50,
101,
51,
50
],
[
60.700389,
60.15625,
61.24031,
60.700389,
60.15625,
61.24031
],
[
1.264527,
1.88841,
0.760975,
0.945747,
1.524063,
0.565318
],
[
336510,
336510,
35780,
4015551,
4015551,
663699
],
[
-56033,
-30385,
-56033,
-1884573,
-574526,
-1884573
],
[
18,
20,
17,
18,
20,
17
],
[
18,
20,
17,
18,
20,
17
],
[
18,
21,
16,
18,
21,
16
],
[
4853,
2657,
2196,
4853,
2657,
2196
],
[
0,
169.3522,
0,
0,
169.3522,
0
],
[
0,
7,
0,
0,
7,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43907,
-89907,
-303000,
366091,
541172,
-579255
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547035200000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758702430090,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 104,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|