| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 982601.4117 | 847602.4771 | 134998.9346 | 12059228.1849 | 14051643.6719 | -1992415.4871 |
| Total P&L (%) | 982.6014 | 847.6025 | 134.9989 | 12059.2282 | 14051.6437 | -1992.4155 |
| Avg Daily Profit (%) | 0.393 | 0.339 | 0.054 | 0.1922 | 0.1983 | 0 |
| Buy And Hold Return (%) | 795.9757 | 795.9757 | 795.9757 | 795.9757 | 795.9757 | 795.9757 |
| Max Trade Drawdown | -75781 | -40979 | -95204 | -4742789 | -2481641 | -8397315 |
| Profit Factor | 2.7024 | 4.4746 | 1.4051 | 1.5227 | 2.6595 | 0.8636 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Profitability (%) | 51.049 | 51.3889 | 50.7042 | 51.049 | 51.3889 | 50.7042 |
| Ratio Avg Win / Avg Loss | 2.5913 | 4.2327 | 1.3661 | 1.4602 | 2.5158 | 0.8396 |
| Largest Winning Trade | 351518 | 351518 | 50250 | 8841910 | 8841910 | 2712354 |
| Largest Losing Trade | -59094 | -40528 | -59094 | -3711803 | -2441387 | -3711803 |
| Avg Bars in Trades | 67 | 77 | 57 | 67 | 77 | 57 |
| Avg Bars in Winners | 85 | 92 | 78 | 85 | 92 | 78 |
| Avg Bars in Losers | 48 | 61 | 36 | 48 | 61 | 36 |
| Bars Traded | 9669 | 5568 | 4101 | 9669 | 5568 | 4101 |
| Profit Streak | 66.4086 | 106.4086 | 66.4086 | 66.4086 | 106.4086 | 66.4086 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -76093 | -207283 | -372166 | 407292 | -65224 | -667086 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541764800000,
"first_datapoint_time": 1543989600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757778500450,
"expiration_time": 1764244800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 99,
"offset": 0,
"a": 0.77062
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 104,
"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": [
[
982601.4117225036,
847602.4770907862,
134998.9346317172,
12059228.184854131,
14051643.671936948,
-1992415.4870828134
],
[
982.601412,
847.602477,
134.998935,
12059.228185,
14051.643672,
-1992.415487
],
[
0.393041,
0.339041,
0.054,
0.192211,
0.198293,
0
],
[
795.975746,
795.975746,
795.975746,
795.975746,
795.975746,
795.975746
],
[
-75781,
-40979,
-95204,
-4742789,
-2481641,
-8397315
],
[
2.702365,
4.474566,
1.405095,
1.522732,
2.659509,
0.863555
],
[
143,
72,
71,
143,
72,
71
],
[
73,
37,
36,
73,
37,
36
],
[
70,
35,
35,
70,
35,
35
],
[
51.048951,
51.388889,
50.704225,
51.048951,
51.388889,
50.704225
],
[
2.591309,
4.232697,
1.366064,
1.460154,
2.515752,
0.839567
],
[
351518,
351518,
50250,
8841910,
8841910,
2712354
],
[
-59094,
-40528,
-59094,
-3711803,
-2441387,
-3711803
],
[
67,
77,
57,
67,
77,
57
],
[
85,
92,
78,
85,
92,
78
],
[
48,
61,
36,
48,
61,
36
],
[
9669,
5568,
4101,
9669,
5568,
4101
],
[
66.40857,
106.40857,
66.40857,
66.40857,
106.40857,
66.40857
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-76093,
-207283,
-372166,
407292,
-65224,
-667086
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541764800000,
"first_datapoint_time": 1543989600000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757778500450,
"expiration_time": 1764244800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 99,
"offset": 0,
"a": 0.77062
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 104,
"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) |
|---|