| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 946846.2291 | 830985.3501 | 115860.879 | 9542280.5695 | 8932629.3933 | 609651.1763 |
| Total P&L (%) | 946.8462 | 830.9854 | 115.8609 | 9542.2806 | 8932.6294 | 609.6512 |
| Avg Daily Profit (%) | 0.3787 | 0.3324 | 0.0463 | 0.1829 | 0.1803 | 0.0784 |
| Buy And Hold Return (%) | 652.9529 | 652.9529 | 652.9529 | 652.9529 | 652.9529 | 652.9529 |
| Max Trade Drawdown | -72680 | -53206 | -57270 | -3672082 | -2108076 | -1897807 |
| Profit Factor | 1.8883 | 2.4491 | 1.2353 | 1.4288 | 1.7756 | 1.0568 |
| Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
| Winning Trades | 146 | 67 | 79 | 146 | 67 | 79 |
| Losing Trades | 174 | 93 | 81 | 174 | 93 | 81 |
| Profitability (%) | 45.625 | 41.875 | 49.375 | 45.625 | 41.875 | 49.375 |
| Ratio Avg Win / Avg Loss | 2.2505 | 3.3995 | 1.2666 | 1.7029 | 2.4647 | 1.0835 |
| Largest Winning Trade | 323797 | 323797 | 46499 | 4635527 | 4635527 | 1242995 |
| Largest Losing Trade | -21480 | -20138 | -21480 | -1065836 | -807058 | -1065836 |
| Avg Bars in Trades | 30 | 31 | 30 | 30 | 31 | 30 |
| Avg Bars in Winners | 38 | 38 | 37 | 38 | 38 | 37 |
| Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
| Bars Traded | 9838 | 5013 | 4825 | 9838 | 5013 | 4825 |
| Profit Streak | 0 | 0 | 10.9252 | 0 | 0 | 10.9252 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -12624 | -69991 | -296421 | 354458 | 300946 | -410985 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1545782400000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758557536022,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 219,
"offset": 0,
"multiplier": 2.97356
}
}
}
{
"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": [
[
946846.2290917033,
830985.3501165758,
115860.8789751267,
9542280.569533246,
8932629.393278452,
609651.176254793
],
[
946.846229,
830.98535,
115.860879,
9542.28057,
8932.629393,
609.651176
],
[
0.378738,
0.332394,
0.046344,
0.182917,
0.180299,
0.078415
],
[
652.952911,
652.952911,
652.952911,
652.952911,
652.952911,
652.952911
],
[
-72680,
-53206,
-57270,
-3672082,
-2108076,
-1897807
],
[
1.88832,
2.449096,
1.235282,
1.428846,
1.775635,
1.056794
],
[
320,
160,
160,
320,
160,
160
],
[
146,
67,
79,
146,
67,
79
],
[
174,
93,
81,
174,
93,
81
],
[
45.625,
41.875,
49.375,
45.625,
41.875,
49.375
],
[
2.250463,
3.399492,
1.266555,
1.702871,
2.464687,
1.083548
],
[
323797,
323797,
46499,
4635527,
4635527,
1242995
],
[
-21480,
-20138,
-21480,
-1065836,
-807058,
-1065836
],
[
30,
31,
30,
30,
31,
30
],
[
38,
38,
37,
38,
38,
37
],
[
24,
25,
22,
24,
25,
22
],
[
9838,
5013,
4825,
9838,
5013,
4825
],
[
0,
0,
10.925185,
0,
0,
10.925185
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-12624,
-69991,
-296421,
354458,
300946,
-410985
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1545782400000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758557536022,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 219,
"offset": 0,
"multiplier": 2.97356
}
}
}
| # | 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) |
|---|