| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 983299.385 | 810985.2524 | 172314.1325 | 30320991.377 | 38135248.4465 | -7814257.0695 |
| Total P&L (%) | 983.2994 | 810.9853 | 172.3141 | 30320.9914 | 38135.2484 | -7814.2571 |
| Avg Daily Profit (%) | 0.3932 | 0.3243 | 0.0689 | 0.2289 | 0.2381 | 0 |
| Buy And Hold Return (%) | 916.2387 | 916.2387 | 916.2387 | 916.2387 | 916.2387 | 916.2387 |
| Max Trade Drawdown | -65932 | -73119 | -65940 | -19212098 | -11612955 | -14934904 |
| Profit Factor | 3.0115 | 4.2147 | 1.7284 | 1.5338 | 2.3864 | 0.7333 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
| Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Profitability (%) | 49.2424 | 46.9697 | 51.5152 | 49.2424 | 46.9697 | 51.5152 |
| Ratio Avg Win / Avg Loss | 3.1042 | 4.7586 | 1.6268 | 1.581 | 2.6943 | 0.6901 |
| Largest Winning Trade | 312833 | 312833 | 46532 | 28761635 | 28761635 | 2240043 |
| Largest Losing Trade | -54276 | -23288 | -54276 | -8206108 | -5042616 | -8206108 |
| Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
| Avg Bars in Winners | 49 | 53 | 45 | 49 | 53 | 45 |
| Avg Bars in Losers | 24 | 30 | 17 | 24 | 30 | 17 |
| Bars Traded | 4833 | 2727 | 2106 | 4833 | 2727 | 2106 |
| Profit Streak | 69.6621 | 104.6621 | 0 | 69.6621 | 104.6621 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -126952 | -274136 | -387409 | 414795 | -111769 | -704761 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1544918400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757476409444,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 12,
"offset": 31
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 81,
"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": [
[
983299.3849641294,
810985.2524477282,
172314.1325164009,
30320991.376971543,
38135248.44646548,
-7814257.069493929
],
[
983.299385,
810.985252,
172.314133,
30320.991377,
38135.248446,
-7814.257069
],
[
0.393241,
0.324329,
0.068912,
0.228925,
0.238089,
0
],
[
916.238671,
916.238671,
916.238671,
916.238671,
916.238671,
916.238671
],
[
-65932,
-73119,
-65940,
-19212098,
-11612955,
-14934904
],
[
3.011537,
4.214726,
1.728423,
1.533797,
2.3864,
0.733264
],
[
132,
66,
66,
132,
66,
66
],
[
65,
31,
34,
65,
31,
34
],
[
67,
35,
32,
67,
35,
32
],
[
49.242424,
46.969697,
51.515152,
49.242424,
46.969697,
51.515152
],
[
3.1042,
4.758561,
1.626751,
1.580991,
2.694323,
0.690131
],
[
312833,
312833,
46532,
28761635,
28761635,
2240043
],
[
-54276,
-23288,
-54276,
-8206108,
-5042616,
-8206108
],
[
36,
41,
31,
36,
41,
31
],
[
49,
53,
45,
49,
53,
45
],
[
24,
30,
17,
24,
30,
17
],
[
4833,
2727,
2106,
4833,
2727,
2106
],
[
69.662146,
104.662146,
0,
69.662146,
104.662146,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-126952,
-274136,
-387409,
414795,
-111769,
-704761
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1544918400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757476409444,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 12,
"offset": 31
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 81,
"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) |
|---|