| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 830620.2108 | 754362.6699 | 76257.5409 | 4532512.3531 | 5294171.1384 | -761658.7853 |
| Total P&L (%) | 830.6202 | 754.3627 | 76.2575 | 4532.5124 | 5294.1711 | -761.6588 |
| Avg Daily Profit (%) | 0.3322 | 0.3017 | 0.0305 | 0.1535 | 0.1596 | 0 |
| Buy And Hold Return (%) | 744.0708 | 744.0708 | 744.0708 | 744.0708 | 744.0708 | 744.0708 |
| Max Trade Drawdown | -114773 | -103304 | -94142 | -2095947 | -1367322 | -3159709 |
| Profit Factor | 2.5271 | 3.4577 | 1.3218 | 1.577 | 2.4723 | 0.8212 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Profitability (%) | 46.5347 | 50 | 43.1373 | 46.5347 | 50 | 43.1373 |
| Ratio Avg Win / Avg Loss | 2.9035 | 3.4577 | 1.7424 | 1.8119 | 2.4723 | 1.0824 |
| Largest Winning Trade | 291855 | 291855 | 53967 | 3720725 | 3720725 | 608182 |
| Largest Losing Trade | -43663 | -43663 | -31156 | -1556448 | -636698 | -1556448 |
| Avg Bars in Trades | 95 | 128 | 64 | 95 | 128 | 64 |
| Avg Bars in Winners | 113 | 139 | 84 | 113 | 139 | 84 |
| Avg Bars in Losers | 80 | 116 | 48 | 80 | 116 | 48 |
| Bars Traded | 9680 | 6400 | 3280 | 9680 | 6400 | 3280 |
| Profit Streak | 69.4203 | 141.4203 | 69.4203 | 69.4203 | 141.4203 | 69.4203 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -115714 | -325047 | -498751 | 353266 | -166689 | -761277 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542132000000,
"first_datapoint_time": 1546797600000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758146710723,
"expiration_time": 1764612000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 217,
"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": [
[
830620.2108155964,
754362.6699017223,
76257.5409138738,
4532512.353061236,
5294171.138365942,
-761658.7853047074
],
[
830.620211,
754.36267,
76.257541,
4532.512353,
5294.171138,
-761.658785
],
[
0.332248,
0.301745,
0.030503,
0.153545,
0.159643,
0
],
[
744.070806,
744.070806,
744.070806,
744.070806,
744.070806,
744.070806
],
[
-114773,
-103304,
-94142,
-2095947,
-1367322,
-3159709
],
[
2.527125,
3.457721,
1.321795,
1.577044,
2.472298,
0.821159
],
[
101,
50,
51,
101,
50,
51
],
[
47,
25,
22,
47,
25,
22
],
[
54,
25,
29,
54,
25,
29
],
[
46.534653,
50,
43.137255,
46.534653,
50,
43.137255
],
[
2.903505,
3.457721,
1.742367,
1.811923,
2.472298,
1.082436
],
[
291855,
291855,
53967,
3720725,
3720725,
608182
],
[
-43663,
-43663,
-31156,
-1556448,
-636698,
-1556448
],
[
95,
128,
64,
95,
128,
64
],
[
113,
139,
84,
113,
139,
84
],
[
80,
116,
48,
80,
116,
48
],
[
9680,
6400,
3280,
9680,
6400,
3280
],
[
69.420263,
141.420263,
69.420263,
69.420263,
141.420263,
69.420263
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115714,
-325047,
-498751,
353266,
-166689,
-761277
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542132000000,
"first_datapoint_time": 1546797600000,
"last_datapoint_time": 1758132000000,
"evaluation_time": 1758146710723,
"expiration_time": 1764612000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 217,
"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) |
|---|