| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1154006.0955 | 911035.8539 | 242970.2416 | 118204135.0701 | 108630327.58 | 9573807.4902 |
| Total P&L (%) | 1154.0061 | 911.0359 | 242.9702 | 118204.1351 | 108630.3276 | 9573.8075 |
| Avg Daily Profit (%) | 0.4614 | 0.3643 | 0.0971 | 0.2833 | 0.2799 | 0.183 |
| Buy And Hold Return (%) | 903.4069 | 903.4069 | 903.4069 | 903.4069 | 903.4069 | 903.4069 |
| Max Trade Drawdown | -62372 | -67357 | -62372 | -8386345 | -4934411 | -5028529 |
| Profit Factor | 4.9793 | 7.2 | 2.6984 | 5.4013 | 11.2578 | 1.5885 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
| Profitability (%) | 65.7143 | 65.7143 | 65.7143 | 65.7143 | 65.7143 | 65.7143 |
| Ratio Avg Win / Avg Loss | 2.5979 | 3.7565 | 1.4079 | 2.818 | 5.8737 | 0.8288 |
| Largest Winning Trade | 349441 | 349441 | 46652 | 59562412 | 59562412 | 6689648 |
| Largest Losing Trade | -62372 | -41363 | -62372 | -5028529 | -3122110 | -5028529 |
| Avg Bars in Trades | 65 | 78 | 52 | 65 | 78 | 52 |
| Avg Bars in Winners | 80 | 89 | 72 | 80 | 89 | 72 |
| Avg Bars in Losers | 35 | 57 | 13 | 35 | 57 | 13 |
| Bars Traded | 4575 | 2738 | 1837 | 4575 | 2738 | 1837 |
| Profit Streak | 61.5451 | 514.0451 | 0 | 61.5451 | 514.0451 | 0 |
| Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157328 | -141782 | -222987 | -79063 | 743288 | 363603 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1549281600000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757423094115,
"expiration_time": 1763901792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 49,
"offset": 0,
"std": 3.70841
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 184,
"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": [
[
1154006.095537542,
911035.853943967,
242970.2415935747,
118204135.07013798,
108630327.57995068,
9573807.490187297
],
[
1154.006096,
911.035854,
242.970242,
118204.13507,
108630.32758,
9573.80749
],
[
0.461418,
0.364269,
0.097149,
0.283321,
0.279938,
0.182974
],
[
903.406927,
903.406927,
903.406927,
903.406927,
903.406927,
903.406927
],
[
-62372,
-67357,
-62372,
-8386345,
-4934411,
-5028529
],
[
4.979325,
7.199986,
2.698394,
5.401256,
11.257847,
1.588544
],
[
70,
35,
35,
70,
35,
35
],
[
46,
23,
23,
46,
23,
23
],
[
24,
12,
12,
24,
12,
12
],
[
65.714286,
65.714286,
65.714286,
65.714286,
65.714286,
65.714286
],
[
2.597909,
3.756514,
1.407858,
2.818046,
5.873659,
0.828806
],
[
349441,
349441,
46652,
59562412,
59562412,
6689648
],
[
-62372,
-41363,
-62372,
-5028529,
-3122110,
-5028529
],
[
65,
78,
52,
65,
78,
52
],
[
80,
89,
72,
80,
89,
72
],
[
35,
57,
13,
35,
57,
13
],
[
4575,
2738,
1837,
4575,
2738,
1837
],
[
61.545071,
514.045071,
0,
61.545071,
514.045071,
0
],
[
1,
5,
0,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157328,
-141782,
-222987,
-79063,
743288,
363603
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1549281600000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757423094115,
"expiration_time": 1763901792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 49,
"offset": 0,
"std": 3.70841
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 184,
"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) |
|---|