| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 767376.6801 | 680056.4095 | 87320.2706 | 3597327.3134 | 5922342.2296 | -2325014.9163 |
| Total P&L (%) | 767.3767 | 680.0564 | 87.3203 | 3597.3273 | 5922.3422 | -2325.0149 |
| Avg Daily Profit (%) | 0.307 | 0.272 | 0.0349 | 0.1445 | 0.1641 | 0 |
| Buy And Hold Return (%) | 822.0082 | 822.0082 | 822.0082 | 822.0082 | 822.0082 | 822.0082 |
| Max Trade Drawdown | -81091 | -66889 | -67466 | -3590338 | -629966 | -3521879 |
| Profit Factor | 2.9867 | 3.9336 | 1.5654 | 1.6559 | 5.9234 | 0.4569 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Profitability (%) | 65.7534 | 66.6667 | 64.8649 | 65.7534 | 66.6667 | 64.8649 |
| Ratio Avg Win / Avg Loss | 1.5556 | 1.9668 | 0.8479 | 0.8625 | 2.9617 | 0.2475 |
| Largest Winning Trade | 228353 | 228353 | 25625 | 3693923 | 3693923 | 536862 |
| Largest Losing Trade | -65734 | -51545 | -65734 | -3491549 | -387728 | -3491549 |
| Avg Bars in Trades | 124 | 215 | 35 | 124 | 215 | 35 |
| Avg Bars in Winners | 99 | 158 | 39 | 99 | 158 | 39 |
| Avg Bars in Losers | 172 | 329 | 27 | 172 | 329 | 27 |
| Bars Traded | 9069 | 7761 | 1308 | 9069 | 7761 | 1308 |
| Profit Streak | 0 | 123.3272 | 0 | 0 | 123.3272 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -225079 | -146994 | -310042 | -75193 | 695507 | -578845 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547596800000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758462672472,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 53,
"offset": 0,
"std": 2.79518
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 239,
"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": [
[
767376.6800991306,
680056.4095266095,
87320.2705725211,
3597327.3133579623,
5922342.229635565,
-2325014.9162776032
],
[
767.37668,
680.05641,
87.320271,
3597.327313,
5922.34223,
-2325.014916
],
[
0.306951,
0.272023,
0.034928,
0.144512,
0.164057,
0
],
[
822.008151,
822.008151,
822.008151,
822.008151,
822.008151,
822.008151
],
[
-81091,
-66889,
-67466,
-3590338,
-629966,
-3521879
],
[
2.986689,
3.933615,
1.565385,
1.65594,
5.923354,
0.456941
],
[
73,
36,
37,
73,
36,
37
],
[
48,
24,
24,
48,
24,
24
],
[
25,
12,
13,
25,
12,
13
],
[
65.753425,
66.666667,
64.864865,
65.753425,
66.666667,
64.864865
],
[
1.555567,
1.966807,
0.847917,
0.862469,
2.961677,
0.24751
],
[
228353,
228353,
25625,
3693923,
3693923,
536862
],
[
-65734,
-51545,
-65734,
-3491549,
-387728,
-3491549
],
[
124,
215,
35,
124,
215,
35
],
[
99,
158,
39,
99,
158,
39
],
[
172,
329,
27,
172,
329,
27
],
[
9069,
7761,
1308,
9069,
7761,
1308
],
[
0,
123.327228,
0,
0,
123.327228,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-225079,
-146994,
-310042,
-75193,
695507,
-578845
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547596800000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758462672472,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 53,
"offset": 0,
"std": 2.79518
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 239,
"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) |
|---|