| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 664591.8405 | 560143.9663 | 104447.8742 | -11039819.2632 | 17300820.9718 | -28340640.235 |
| Total P&L (%) | 664.5918 | 560.144 | 104.4479 | -11039.8193 | 17300.821 | -28340.6402 |
| Avg Daily Profit (%) | 0.2658 | 0.224 | 0.0418 | 0 | 0.2065 | 0 |
| Buy And Hold Return (%) | 808.5576 | 808.5576 | 808.5576 | 808.5576 | 808.5576 | 808.5576 |
| Max Trade Drawdown | -129826 | -71583 | -125645 | -36371205 | -3149263 | -33494630 |
| Profit Factor | 3.3727 | 6.8898 | 1.5646 | 0.7263 | 4.1287 | 0.1857 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 42 | 20 | 22 | 40 | 20 | 20 |
| Losing Trades | 17 | 9 | 8 | 19 | 9 | 10 |
| Profitability (%) | 71.1864 | 68.9655 | 73.3333 | 67.7966 | 68.9655 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.3651 | 3.1004 | 0.5689 | 0.345 | 1.8579 | 0.0929 |
| Largest Winning Trade | 114181 | 114181 | 37252 | 13550608 | 13550608 | 1057743 |
| Largest Losing Trade | -125645 | -38881 | -125645 | -31953440 | -3149263 | -31953440 |
| Avg Bars in Trades | 80 | 79 | 80 | 80 | 79 | 80 |
| Avg Bars in Winners | 67 | 65 | 70 | 69 | 70 | 68 |
| Avg Bars in Losers | 110 | 112 | 107 | 102 | 100 | 103 |
| Bars Traded | 4727 | 2315 | 2412 | 4727 | 2315 | 2412 |
| Profit Streak | 125.4095 | 125.4095 | 200.9095 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -327241 | -146036 | -298901 | -757970 | 635510 | -578665 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1551096000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758491381752,
"expiration_time": 1764937296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 3.55725
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 201,
"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": [
[
664591.8404820196,
560143.9663122806,
104447.8741697388,
-11039819.263195494,
17300820.971845936,
-28340640.23504143
],
[
664.59184,
560.143966,
104.447874,
-11039.819263,
17300.820972,
-28340.640235
],
[
0.265784,
0.224013,
0.041771,
0,
0.206536,
0
],
[
808.557636,
808.557636,
808.557636,
808.557636,
808.557636,
808.557636
],
[
-129826,
-71583,
-125645,
-36371205,
-3149263,
-33494630
],
[
3.372683,
6.889829,
1.56459,
0.726294,
4.128737,
0.185728
],
[
59,
29,
30,
59,
29,
30
],
[
42,
20,
22,
40,
20,
20
],
[
17,
9,
8,
19,
9,
10
],
[
71.186441,
68.965517,
73.333333,
67.79661,
68.965517,
66.666667
],
[
1.365134,
3.100423,
0.568942,
0.344989,
1.857932,
0.092864
],
[
114181,
114181,
37252,
13550608,
13550608,
1057743
],
[
-125645,
-38881,
-125645,
-31953440,
-3149263,
-31953440
],
[
80,
79,
80,
80,
79,
80
],
[
67,
65,
70,
69,
70,
68
],
[
110,
112,
107,
102,
100,
103
],
[
4727,
2315,
2412,
4727,
2315,
2412
],
[
125.409511,
125.409511,
200.909511,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-327241,
-146036,
-298901,
-757970,
635510,
-578665
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1551096000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758491381752,
"expiration_time": 1764937296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 3.55725
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 201,
"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) |
|---|