| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 692337.3876 | 567921.1277 | 124416.2599 | -1521924.585 | 18009838.8484 | -19531763.4333 |
| Total P&L (%) | 692.3374 | 567.9211 | 124.4163 | -1521.9246 | 18009.8388 | -19531.7634 |
| Avg Daily Profit (%) | 0.2769 | 0.2271 | 0.0498 | 0 | 0.2082 | 0 |
| Buy And Hold Return (%) | 763.8428 | 763.8428 | 763.8428 | 763.8428 | 763.8428 | 763.8428 |
| Max Trade Drawdown | -103282 | -66776 | -103345 | -24673711 | -1309411 | -24290081 |
| Profit Factor | 3.7116 | 6.6657 | 1.8022 | 0.9474 | 7.0765 | 0.2483 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 43 | 21 | 22 | 39 | 19 | 20 |
| Losing Trades | 17 | 9 | 8 | 21 | 11 | 10 |
| Profitability (%) | 71.6667 | 70 | 73.3333 | 65 | 63.3333 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.4674 | 2.8567 | 0.6554 | 0.5102 | 4.0969 | 0.1242 |
| Largest Winning Trade | 115394 | 115394 | 33207 | 12392533 | 12392533 | 1652402 |
| Largest Losing Trade | -103282 | -41532 | -103282 | -24015141 | -1309411 | -24015141 |
| Avg Bars in Trades | 121 | 121 | 120 | 121 | 121 | 120 |
| Avg Bars in Winners | 110 | 109 | 111 | 107 | 105 | 110 |
| Avg Bars in Losers | 147 | 149 | 144 | 145 | 150 | 140 |
| Bars Traded | 7270 | 3650 | 3620 | 7270 | 3650 | 3620 |
| Profit Streak | 207.9791 | 341.6458 | 207.9791 | 0 | 0 | 0 |
| Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -320650 | -145090 | -287643 | -752333 | 659397 | -578665 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758526197258,
"expiration_time": 1764980064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 107,
"offset": 0,
"std": 2.61662
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 165,
"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": [
[
692337.3875912093,
567921.1276651544,
124416.2599260545,
-1521924.5849576173,
18009838.848391686,
-19531763.433349296
],
[
692.337388,
567.921128,
124.41626,
-1521.924585,
18009.838848,
-19531.763433
],
[
0.276898,
0.227138,
0.04976,
0,
0.208151,
0
],
[
763.842848,
763.842848,
763.842848,
763.842848,
763.842848,
763.842848
],
[
-103282,
-66776,
-103345,
-24673711,
-1309411,
-24290081
],
[
3.711614,
6.665743,
1.802244,
0.947427,
7.076495,
0.248338
],
[
60,
30,
30,
60,
30,
30
],
[
43,
21,
22,
39,
19,
20
],
[
17,
9,
8,
21,
11,
10
],
[
71.666667,
70,
73.333333,
65,
63.333333,
66.666667
],
[
1.467382,
2.856747,
0.655362,
0.510153,
4.096918,
0.124169
],
[
115394,
115394,
33207,
12392533,
12392533,
1652402
],
[
-103282,
-41532,
-103282,
-24015141,
-1309411,
-24015141
],
[
121,
121,
120,
121,
121,
120
],
[
110,
109,
111,
107,
105,
110
],
[
147,
149,
144,
145,
150,
140
],
[
7270,
3650,
3620,
7270,
3650,
3620
],
[
207.979135,
341.645802,
207.979135,
0,
0,
0
],
[
4,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-320650,
-145090,
-287643,
-752333,
659397,
-578665
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758526197258,
"expiration_time": 1764980064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 107,
"offset": 0,
"std": 2.61662
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 165,
"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) |
|---|