| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 681806.6234 | 604270.4473 | 77536.1761 | 4496942.7447 | 5607903.6761 | -1110960.9314 |
| Total P&L (%) | 681.8066 | 604.2704 | 77.5362 | 4496.9427 | 5607.9037 | -1110.9609 |
| Avg Daily Profit (%) | 0.2726 | 0.2416 | 0.031 | 0.1532 | 0.1619 | 0 |
| Buy And Hold Return (%) | 713.4154 | 713.4154 | 713.4154 | 713.4154 | 713.4154 | 713.4154 |
| Max Trade Drawdown | -84987 | -73892 | -87717 | -2414998 | -1529012 | -3419334 |
| Profit Factor | 2.4697 | 3.5598 | 1.3403 | 1.5607 | 2.6523 | 0.7598 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Profitability (%) | 54.8387 | 58.6957 | 51.0638 | 54.8387 | 58.6957 | 51.0638 |
| Ratio Avg Win / Avg Loss | 2.0339 | 2.505 | 1.2845 | 1.2853 | 1.8664 | 0.7282 |
| Largest Winning Trade | 167922 | 167922 | 49236 | 3115980 | 3115980 | 811090 |
| Largest Losing Trade | -50781 | -50781 | -28983 | -1440918 | -891459 | -1440918 |
| Avg Bars in Trades | 101 | 123 | 81 | 101 | 123 | 81 |
| Avg Bars in Winners | 116 | 99 | 135 | 116 | 99 | 135 |
| Avg Bars in Losers | 84 | 156 | 23 | 84 | 156 | 23 |
| Bars Traded | 9485 | 5678 | 3807 | 9485 | 5678 | 3807 |
| Profit Streak | 61.0247 | 132.5247 | 61.0247 | 61.0247 | 132.5247 | 61.0247 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150561 | -148484 | -316134 | 385254 | 537526 | -579999 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10003,
"evaluation_days": 2500.75,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1546063200000,
"last_datapoint_time": 1757440800000,
"evaluation_time": 1757442932712,
"expiration_time": 1763922744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 218,
"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": [
[
681806.6234270268,
604270.4473194438,
77536.176107583,
4496942.744719559,
5607903.67607029,
-1110960.931350731
],
[
681.806623,
604.270447,
77.536176,
4496.942745,
5607.903676,
-1110.960931
],
[
0.272641,
0.241636,
0.031005,
0.15319,
0.16186,
0
],
[
713.415405,
713.415405,
713.415405,
713.415405,
713.415405,
713.415405
],
[
-84987,
-73892,
-87717,
-2414998,
-1529012,
-3419334
],
[
2.469746,
3.559794,
1.340322,
1.560729,
2.652271,
0.759832
],
[
93,
46,
47,
93,
46,
47
],
[
51,
27,
24,
51,
27,
24
],
[
42,
19,
23,
42,
19,
23
],
[
54.83871,
58.695652,
51.06383,
54.83871,
58.695652,
51.06383
],
[
2.033908,
2.50504,
1.284475,
1.285306,
1.866413,
0.728172
],
[
167922,
167922,
49236,
3115980,
3115980,
811090
],
[
-50781,
-50781,
-28983,
-1440918,
-891459,
-1440918
],
[
101,
123,
81,
101,
123,
81
],
[
116,
99,
135,
116,
99,
135
],
[
84,
156,
23,
84,
156,
23
],
[
9485,
5678,
3807,
9485,
5678,
3807
],
[
61.024684,
132.524684,
61.024684,
61.024684,
132.524684,
61.024684
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150561,
-148484,
-316134,
385254,
537526,
-579999
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10003,
"evaluation_days": 2500.75,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1546063200000,
"last_datapoint_time": 1757440800000,
"evaluation_time": 1757442932712,
"expiration_time": 1763922744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 218,
"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) |
|---|