| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1010546.4876 | 787458.1778 | 223088.3097 | 52634422.6039 | 109018526.3104 | -56384103.7065 |
| Total P&L (%) | 1010.5465 | 787.4582 | 223.0883 | 52634.4226 | 109018.5263 | -56384.1037 |
| Avg Daily Profit (%) | 0.4042 | 0.315 | 0.0892 | 0.251 | 0.2802 | 0 |
| Buy And Hold Return (%) | 726.1409 | 726.1409 | 726.1409 | 726.1409 | 726.1409 | 726.1409 |
| Max Trade Drawdown | -99810 | -77847 | -99125 | -90842354 | -4761669 | -91078319 |
| Profit Factor | 4.93 | 7.2932 | 2.69 | 1.5358 | 18.2214 | 0.3865 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
| Profitability (%) | 75.3846 | 75 | 75.7576 | 75.3846 | 75 | 75.7576 |
| Ratio Avg Win / Avg Loss | 1.6098 | 2.4311 | 0.8608 | 0.5015 | 6.0738 | 0.1237 |
| Largest Winning Trade | 161430 | 161430 | 58489 | 70265420 | 70265420 | 5958727 |
| Largest Losing Trade | -72061 | -53795 | -72061 | -82000363 | -2966994 | -82000363 |
| Avg Bars in Trades | 140 | 211 | 71 | 140 | 211 | 71 |
| Avg Bars in Winners | 132 | 191 | 75 | 132 | 191 | 75 |
| Avg Bars in Losers | 164 | 270 | 59 | 164 | 270 | 59 |
| Bars Traded | 9121 | 6760 | 2361 | 9121 | 6760 | 2361 |
| Profit Streak | 231.0054 | 231.0054 | 238.5054 | 231.0054 | 231.0054 | 238.5054 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157705 | -117776 | -232593 | -122973 | 771578 | -576109 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1545717600000,
"last_datapoint_time": 1757700000000,
"evaluation_time": 1757700468497,
"expiration_time": 1764180648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 47,
"offset": 0,
"std": 3.67946
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 122,
"offset": 187,
"poles": 2
}
}
}
{
"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": [
[
1010546.4875636282,
787458.1778149141,
223088.3097487141,
52634422.6038753,
109018526.31040052,
-56384103.70652519
],
[
1010.546488,
787.458178,
223.08831,
52634.422604,
109018.52631,
-56384.103707
],
[
0.404178,
0.314952,
0.089226,
0.251004,
0.280165,
0
],
[
726.140866,
726.140866,
726.140866,
726.140866,
726.140866,
726.140866
],
[
-99810,
-77847,
-99125,
-90842354,
-4761669,
-91078319
],
[
4.930038,
7.293232,
2.689983,
1.535805,
18.221412,
0.386488
],
[
65,
32,
33,
65,
32,
33
],
[
49,
24,
25,
49,
24,
25
],
[
16,
8,
8,
16,
8,
8
],
[
75.384615,
75,
75.757576,
75.384615,
75,
75.757576
],
[
1.609808,
2.431077,
0.860795,
0.501487,
6.073804,
0.123676
],
[
161430,
161430,
58489,
70265420,
70265420,
5958727
],
[
-72061,
-53795,
-72061,
-82000363,
-2966994,
-82000363
],
[
140,
211,
71,
140,
211,
71
],
[
132,
191,
75,
132,
191,
75
],
[
164,
270,
59,
164,
270,
59
],
[
9121,
6760,
2361,
9121,
6760,
2361
],
[
231.005422,
231.005422,
238.505422,
231.005422,
231.005422,
238.505422
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157705,
-117776,
-232593,
-122973,
771578,
-576109
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1545717600000,
"last_datapoint_time": 1757700000000,
"evaluation_time": 1757700468497,
"expiration_time": 1764180648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 47,
"offset": 0,
"std": 3.67946
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 122,
"offset": 187,
"poles": 2
}
}
}
| # | 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) |
|---|