| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 772214.9442 | 697863.6617 | 74351.2825 | 3967293.0782 | 5091633.5546 | -1124340.4764 |
| Total P&L (%) | 772.2149 | 697.8637 | 74.3513 | 3967.2931 | 5091.6336 | -1124.3405 |
| Avg Daily Profit (%) | 0.3089 | 0.2791 | 0.0297 | 0.1483 | 0.1581 | 0 |
| Buy And Hold Return (%) | 840.3239 | 840.3239 | 840.3239 | 840.3239 | 840.3239 | 840.3239 |
| Max Trade Drawdown | -83138 | -57970 | -78429 | -3191279 | -955122 | -2806485 |
| Profit Factor | 2.7274 | 3.6739 | 1.3996 | 1.6236 | 2.8071 | 0.6828 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 53.1646 | 48.7179 | 57.5 | 53.1646 | 48.7179 | 57.5 |
| Ratio Avg Win / Avg Loss | 2.4027 | 3.8673 | 1.0345 | 1.4303 | 2.9549 | 0.5047 |
| Largest Winning Trade | 309305 | 309305 | 38226 | 3796239 | 3796239 | 498825 |
| Largest Losing Trade | -41315 | -30592 | -41315 | -2075518 | -539534 | -2075518 |
| Avg Bars in Trades | 119 | 170 | 69 | 119 | 170 | 69 |
| Avg Bars in Winners | 144 | 209 | 89 | 144 | 209 | 89 |
| Avg Bars in Losers | 91 | 133 | 41 | 91 | 133 | 41 |
| Bars Traded | 9428 | 6656 | 2772 | 9428 | 6656 | 2772 |
| Profit Streak | 139.7691 | 139.7691 | 198.5191 | 139.7691 | 139.7691 | 198.5191 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -181058 | -149758 | -315879 | -23703 | 464152 | -578416 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542261600000,
"first_datapoint_time": 1547164800000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758284851862,
"expiration_time": 1764763848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 228,
"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": [
[
772214.944248843,
697863.6617458046,
74351.2825030385,
3967293.0782031417,
5091633.5546108335,
-1124340.4764076923
],
[
772.214944,
697.863662,
74.351283,
3967.293078,
5091.633555,
-1124.340476
],
[
0.308855,
0.279118,
0.029738,
0.148318,
0.158094,
0
],
[
840.323929,
840.323929,
840.323929,
840.323929,
840.323929,
840.323929
],
[
-83138,
-57970,
-78429,
-3191279,
-955122,
-2806485
],
[
2.72744,
3.673938,
1.399649,
1.623618,
2.807138,
0.682768
],
[
79,
39,
40,
79,
39,
40
],
[
42,
19,
23,
42,
19,
23
],
[
37,
20,
17,
37,
20,
17
],
[
53.164557,
48.717949,
57.5,
53.164557,
48.717949,
57.5
],
[
2.402745,
3.867304,
1.034523,
1.43033,
2.954882,
0.504655
],
[
309305,
309305,
38226,
3796239,
3796239,
498825
],
[
-41315,
-30592,
-41315,
-2075518,
-539534,
-2075518
],
[
119,
170,
69,
119,
170,
69
],
[
144,
209,
89,
144,
209,
89
],
[
91,
133,
41,
91,
133,
41
],
[
9428,
6656,
2772,
9428,
6656,
2772
],
[
139.769119,
139.769119,
198.519119,
139.769119,
139.769119,
198.519119
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-181058,
-149758,
-315879,
-23703,
464152,
-578416
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542261600000,
"first_datapoint_time": 1547164800000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758284851862,
"expiration_time": 1764763848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 228,
"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) |
|---|