| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 658772.057 | 561924.5877 | 96847.4693 | 5471205.9801 | 5128621.0907 | 342584.8894 |
| Total P&L (%) | 658.7721 | 561.9246 | 96.8475 | 5471.206 | 5128.6211 | 342.5849 |
| Avg Daily Profit (%) | 0.2635 | 0.2247 | 0.0387 | 0.1609 | 0.1584 | 0.0595 |
| Buy And Hold Return (%) | 944.6786 | 944.6786 | 944.6786 | 944.6786 | 944.6786 | 944.6786 |
| Max Trade Drawdown | -83001 | -71445 | -44954 | -852578 | -593667 | -1500013 |
| Profit Factor | 3.0745 | 4.1315 | 1.7012 | 2.5988 | 6.5677 | 1.137 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Profitability (%) | 62.3377 | 65.7895 | 58.9744 | 62.3377 | 65.7895 | 58.9744 |
| Ratio Avg Win / Avg Loss | 1.8575 | 2.1484 | 1.1835 | 1.5701 | 3.4152 | 0.7909 |
| Largest Winning Trade | 167357 | 167357 | 32233 | 2177976 | 2177976 | 815222 |
| Largest Losing Trade | -41936 | -41936 | -21045 | -852578 | -420473 | -852578 |
| Avg Bars in Trades | 59 | 105 | 14 | 59 | 105 | 14 |
| Avg Bars in Winners | 46 | 75 | 15 | 46 | 75 | 15 |
| Avg Bars in Losers | 79 | 162 | 12 | 79 | 162 | 12 |
| Bars Traded | 4556 | 3998 | 558 | 4556 | 3998 | 558 |
| Profit Streak | 29.697 | 0 | 35.697 | 29.697 | 0 | 35.697 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -195184 | -148310 | -302825 | -32006 | 620013 | -348751 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1549497600000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757652219824,
"expiration_time": 1764116496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 247,
"offset": 0,
"std": 4.76028
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 183,
"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": [
[
658772.0569877564,
561924.5877082521,
96847.4692795041,
5471205.980104819,
5128621.090701107,
342584.889403711
],
[
658.772057,
561.924588,
96.847469,
5471.20598,
5128.621091,
342.584889
],
[
0.263456,
0.224725,
0.038731,
0.160905,
0.158363,
0.059504
],
[
944.678595,
944.678595,
944.678595,
944.678595,
944.678595,
944.678595
],
[
-83001,
-71445,
-44954,
-852578,
-593667,
-1500013
],
[
3.074503,
4.131453,
1.701228,
2.598825,
6.567738,
1.136985
],
[
77,
38,
39,
77,
38,
39
],
[
48,
25,
23,
48,
25,
23
],
[
29,
13,
16,
29,
13,
16
],
[
62.337662,
65.789474,
58.974359,
62.337662,
65.789474,
58.974359
],
[
1.857513,
2.148355,
1.183463,
1.570123,
3.415224,
0.790946
],
[
167357,
167357,
32233,
2177976,
2177976,
815222
],
[
-41936,
-41936,
-21045,
-852578,
-420473,
-852578
],
[
59,
105,
14,
59,
105,
14
],
[
46,
75,
15,
46,
75,
15
],
[
79,
162,
12,
79,
162,
12
],
[
4556,
3998,
558,
4556,
3998,
558
],
[
29.696989,
0,
35.696989,
29.696989,
0,
35.696989
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-195184,
-148310,
-302825,
-32006,
620013,
-348751
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1549497600000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757652219824,
"expiration_time": 1764116496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 247,
"offset": 0,
"std": 4.76028
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 183,
"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) |
|---|