| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 800456.981 | 735557.2166 | 64899.7644 | 1962180.8152 | 5772616.9659 | -3810436.1506 |
| Total P&L (%) | 800.457 | 735.5572 | 64.8998 | 1962.1808 | 5772.617 | -3810.4362 |
| Avg Daily Profit (%) | 0.3201 | 0.2942 | 0.026 | 0.1211 | 0.163 | 0 |
| Buy And Hold Return (%) | 844.9558 | 844.9558 | 844.9558 | 844.9558 | 844.9558 | 844.9558 |
| Max Trade Drawdown | -95711 | -38530 | -84808 | -4698083 | -774077 | -5050851 |
| Profit Factor | 2.5272 | 4.3768 | 1.2119 | 1.2056 | 3.2221 | 0.4515 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Profitability (%) | 51.9481 | 46.1538 | 57.8947 | 51.9481 | 46.1538 | 57.8947 |
| Ratio Avg Win / Avg Loss | 2.3376 | 5.1062 | 0.8814 | 1.1152 | 3.7592 | 0.3284 |
| Largest Winning Trade | 275591 | 275591 | 48855 | 4570817 | 4570817 | 563047 |
| Largest Losing Trade | -62745 | -24797 | -62745 | -3908636 | -333103 | -3908636 |
| Avg Bars in Trades | 62 | 68 | 56 | 62 | 68 | 56 |
| Avg Bars in Winners | 77 | 88 | 69 | 77 | 88 | 69 |
| Avg Bars in Losers | 46 | 51 | 39 | 46 | 51 | 39 |
| Bars Traded | 4830 | 2670 | 2160 | 4830 | 2670 | 2160 |
| Profit Streak | 85.43 | 108.93 | 0 | 85.43 | 108.93 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -197362 | -150510 | -325062 | -81619 | 462787 | -579741 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1545091200000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758190750749,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 69,
"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": [
[
800456.9809729552,
735557.2165956039,
64899.764377352,
1962180.8152194303,
5772616.965851505,
-3810436.1506320755
],
[
800.456981,
735.557217,
64.899764,
1962.180815,
5772.616966,
-3810.436151
],
[
0.320119,
0.294164,
0.025955,
0.121103,
0.163016,
0
],
[
844.955801,
844.955801,
844.955801,
844.955801,
844.955801,
844.955801
],
[
-95711,
-38530,
-84808,
-4698083,
-774077,
-5050851
],
[
2.527165,
4.376758,
1.211872,
1.205573,
3.22214,
0.451513
],
[
77,
39,
38,
77,
39,
38
],
[
40,
18,
22,
40,
18,
22
],
[
37,
21,
16,
37,
21,
16
],
[
51.948052,
46.153846,
57.894737,
51.948052,
46.153846,
57.894737
],
[
2.337628,
5.106218,
0.881361,
1.115155,
3.759164,
0.328373
],
[
275591,
275591,
48855,
4570817,
4570817,
563047
],
[
-62745,
-24797,
-62745,
-3908636,
-333103,
-3908636
],
[
62,
68,
56,
62,
68,
56
],
[
77,
88,
69,
77,
88,
69
],
[
46,
51,
39,
46,
51,
39
],
[
4830,
2670,
2160,
4830,
2670,
2160
],
[
85.429985,
108.929985,
0,
85.429985,
108.929985,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-197362,
-150510,
-325062,
-81619,
462787,
-579741
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1545091200000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758190750749,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 69,
"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) |
|---|