| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1000198.0019 | 843488.199 | 156709.8028 | 34951710.2432 | 42668565.8278 | -7716855.5846 |
| Total P&L (%) | 1000.198 | 843.4882 | 156.7098 | 34951.7102 | 42668.5658 | -7716.8556 |
| Avg Daily Profit (%) | 0.4803 | 0.405 | 0.0752 | 0.2818 | 0.2913 | 0 |
| Buy And Hold Return (%) | 1177.9488 | 1177.9488 | 1177.9488 | 1177.9488 | 1177.9488 | 1177.9488 |
| Max Trade Drawdown | -96254 | -52571 | -43682 | -45948285 | -27386881 | -18561404 |
| Profit Factor | 3.1719 | 4.3342 | 1.7551 | 1.4976 | 2.0562 | 0.7414 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Profitability (%) | 52.8455 | 52.459 | 53.2258 | 52.8455 | 52.459 | 53.2258 |
| Ratio Avg Win / Avg Loss | 2.8303 | 3.9278 | 1.5424 | 1.3363 | 1.8635 | 0.6516 |
| Largest Winning Trade | 338541 | 338541 | 44292 | 42867723 | 42867723 | 9403388 |
| Largest Losing Trade | -23264 | -23264 | -21500 | -16048337 | -16048337 | -5992060 |
| Avg Bars in Trades | 200 | 219 | 181 | 200 | 219 | 181 |
| Avg Bars in Winners | 252 | 272 | 233 | 252 | 272 | 233 |
| Avg Bars in Losers | 141 | 160 | 121 | 141 | 160 | 121 |
| Bars Traded | 24622 | 13387 | 11235 | 24622 | 13387 | 11235 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148587 | -310042 | -408687 | 386025 | -148634 | -734540 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1577714400000,
"first_datapoint_time": 1579384800000,
"last_datapoint_time": 1757714400000,
"evaluation_time": 1757717705405,
"expiration_time": 1764192067200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 233,
"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": [
[
1000198.0018752147,
843488.1990443385,
156709.8028308762,
34951710.24317771,
42668565.82778771,
-7716855.584609996
],
[
1000.198002,
843.488199,
156.709803,
34951.710243,
42668.565828,
-7716.855585
],
[
0.480269,
0.405021,
0.075248,
0.28175,
0.291331,
0
],
[
1177.948844,
1177.948844,
1177.948844,
1177.948844,
1177.948844,
1177.948844
],
[
-96254,
-52571,
-43682,
-45948285,
-27386881,
-18561404
],
[
3.171914,
4.334167,
1.755114,
1.497585,
2.056225,
0.741439
],
[
123,
61,
62,
123,
61,
62
],
[
65,
32,
33,
65,
32,
33
],
[
58,
29,
29,
58,
29,
29
],
[
52.845528,
52.459016,
53.225806,
52.845528,
52.459016,
53.225806
],
[
2.830324,
3.927839,
1.542373,
1.336307,
1.863454,
0.651568
],
[
338541,
338541,
44292,
42867723,
42867723,
9403388
],
[
-23264,
-23264,
-21500,
-16048337,
-16048337,
-5992060
],
[
200,
219,
181,
200,
219,
181
],
[
252,
272,
233,
252,
272,
233
],
[
141,
160,
121,
141,
160,
121
],
[
24622,
13387,
11235,
24622,
13387,
11235
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148587,
-310042,
-408687,
386025,
-148634,
-734540
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1577714400000,
"first_datapoint_time": 1579384800000,
"last_datapoint_time": 1757714400000,
"evaluation_time": 1757717705405,
"expiration_time": 1764192067200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 233,
"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) |
|---|