| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 718329.9846 | 690900.8952 | 27429.0894 | 1389590.8659 | 6685372.206 | -5295781.3401 |
| Total P&L (%) | 718.33 | 690.9009 | 27.4291 | 1389.5909 | 6685.3722 | -5295.7813 |
| Avg Daily Profit (%) | 0.2874 | 0.2764 | 0.011 | 0.1081 | 0.1689 | 0 |
| Buy And Hold Return (%) | 689.907 | 689.907 | 689.907 | 689.907 | 689.907 | 689.907 |
| Max Trade Drawdown | -188545 | -81817 | -137652 | -8677478 | -2590963 | -6970201 |
| Profit Factor | 1.7631 | 2.371 | 1.0627 | 1.0762 | 1.8463 | 0.4878 |
| Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
| Winning Trades | 181 | 90 | 91 | 181 | 90 | 91 |
| Losing Trades | 211 | 106 | 105 | 211 | 106 | 105 |
| Profitability (%) | 46.1735 | 45.9184 | 46.4286 | 46.1735 | 45.9184 | 46.4286 |
| Ratio Avg Win / Avg Loss | 2.0553 | 2.7925 | 1.2262 | 1.2546 | 2.1745 | 0.5629 |
| Largest Winning Trade | 309717 | 309717 | 44279 | 7406985 | 7406985 | 586638 |
| Largest Losing Trade | -46657 | -22875 | -46657 | -4571712 | -1194456 | -4571712 |
| Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
| Avg Bars in Winners | 33 | 38 | 27 | 33 | 38 | 27 |
| Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
| Bars Traded | 9693 | 5587 | 4106 | 9693 | 5587 | 4106 |
| Profit Streak | 0 | 0 | 58.8744 | 0 | 0 | 58.8744 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139994 | -152961 | -494747 | -190917 | 375704 | -580022 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1541268000000,
"first_datapoint_time": 1545372000000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757257144073,
"expiration_time": 1763725752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 112
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 191,
"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": [
[
718329.9846047586,
690900.8952208337,
27429.0893839257,
1389590.8659190566,
6685372.206018347,
-5295781.340099294
],
[
718.329985,
690.900895,
27.429089,
1389.590866,
6685.372206,
-5295.78134
],
[
0.287361,
0.276388,
0.010973,
0.108113,
0.168853,
0
],
[
689.907002,
689.907002,
689.907002,
689.907002,
689.907002,
689.907002
],
[
-188545,
-81817,
-137652,
-8677478,
-2590963,
-6970201
],
[
1.763077,
2.370994,
1.062707,
1.076186,
1.84629,
0.487829
],
[
392,
196,
196,
392,
196,
196
],
[
181,
90,
91,
181,
90,
91
],
[
211,
106,
105,
211,
106,
105
],
[
46.173469,
45.918367,
46.428571,
46.173469,
45.918367,
46.428571
],
[
2.0553,
2.792504,
1.2262,
1.254559,
2.174519,
0.56288
],
[
309717,
309717,
44279,
7406985,
7406985,
586638
],
[
-46657,
-22875,
-46657,
-4571712,
-1194456,
-4571712
],
[
24,
28,
20,
24,
28,
20
],
[
33,
38,
27,
33,
38,
27
],
[
17,
19,
14,
17,
19,
14
],
[
9693,
5587,
4106,
9693,
5587,
4106
],
[
0,
0,
58.874353,
0,
0,
58.874353
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139994,
-152961,
-494747,
-190917,
375704,
-580022
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1541268000000,
"first_datapoint_time": 1545372000000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757257144073,
"expiration_time": 1763725752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 112
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 191,
"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) |
|---|