| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1041276.069 | 867913.5291 | 173362.5398 | 32955094.7218 | 28266953.9744 | 4688140.7474 |
| Total P&L (%) | 1041.2761 | 867.9135 | 173.3625 | 32955.0947 | 28266.954 | 4688.1407 |
| Avg Daily Profit (%) | 0.4164 | 0.3471 | 0.0693 | 0.2323 | 0.2261 | 0.1548 |
| Buy And Hold Return (%) | 736.7521 | 736.7521 | 736.7521 | 736.7521 | 736.7521 | 736.7521 |
| Max Trade Drawdown | -100185 | -75515 | -28412 | -4850232 | -2758889 | -2378048 |
| Profit Factor | 4.8198 | 5.7549 | 2.9248 | 5.2888 | 6.847 | 2.6452 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
| Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
| Profitability (%) | 66.6667 | 57.1429 | 75.8621 | 66.6667 | 57.1429 | 75.8621 |
| Ratio Avg Win / Avg Loss | 2.4099 | 4.3162 | 0.9306 | 2.6444 | 5.1352 | 0.8417 |
| Largest Winning Trade | 343418 | 343418 | 49111 | 18530467 | 18530467 | 1675983 |
| Largest Losing Trade | -53723 | -53723 | -20019 | -2378048 | -2095019 | -2378048 |
| Avg Bars in Trades | 82 | 144 | 22 | 82 | 144 | 22 |
| Avg Bars in Winners | 65 | 126 | 21 | 65 | 126 | 21 |
| Avg Bars in Losers | 116 | 168 | 28 | 116 | 168 | 28 |
| Bars Traded | 4702 | 4041 | 661 | 4702 | 4041 | 661 |
| Profit Streak | 113.3221 | 113.3221 | 247.8221 | 113.3221 | 113.3221 | 247.8221 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -195548 | -111919 | -258384 | -159593 | -2382 | 520066 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1546905600000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758267829038,
"expiration_time": 1764721296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 239,
"offset": 0,
"std": 3.48894
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 109,
"offset": 0,
"std": 1.02636
}
}
}
{
"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": [
[
1041276.068953705,
867913.5291435134,
173362.5398101918,
32955094.721793555,
28266953.97439263,
4688140.747400927
],
[
1041.276069,
867.913529,
173.36254,
32955.094722,
28266.953974,
4688.140747
],
[
0.416427,
0.347096,
0.069331,
0.232253,
0.226122,
0.154838
],
[
736.752113,
736.752113,
736.752113,
736.752113,
736.752113,
736.752113
],
[
-100185,
-75515,
-28412,
-4850232,
-2758889,
-2378048
],
[
4.819807,
5.75492,
2.924762,
5.288816,
6.846975,
2.645249
],
[
57,
28,
29,
57,
28,
29
],
[
38,
16,
22,
38,
16,
22
],
[
19,
12,
7,
19,
12,
7
],
[
66.666667,
57.142857,
75.862069,
66.666667,
57.142857,
75.862069
],
[
2.409903,
4.31619,
0.930606,
2.644408,
5.135231,
0.84167
],
[
343418,
343418,
49111,
18530467,
18530467,
1675983
],
[
-53723,
-53723,
-20019,
-2378048,
-2095019,
-2378048
],
[
82,
144,
22,
82,
144,
22
],
[
65,
126,
21,
65,
126,
21
],
[
116,
168,
28,
116,
168,
28
],
[
4702,
4041,
661,
4702,
4041,
661
],
[
113.322095,
113.322095,
247.822095,
113.322095,
113.322095,
247.822095
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-195548,
-111919,
-258384,
-159593,
-2382,
520066
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1546905600000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758267829038,
"expiration_time": 1764721296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 239,
"offset": 0,
"std": 3.48894
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 109,
"offset": 0,
"std": 1.02636
}
}
}
| # | 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) |
|---|