| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 34731.7356 | 300515.1698 | -265783.4342 | 8077341.4536 | 1424973.2215 | 6652368.2321 |
| Total P&L (%) | 34.7317 | 300.5152 | -265.7834 | 8077.3415 | 1424.9732 | 6652.3682 |
| Avg Daily Profit (%) | 0.0139 | 0.1202 | -0.1063 | 0.1763 | 0.109 | 0.1686 |
| Buy And Hold Return (%) | 917.3474 | 917.3474 | 917.3474 | 917.3474 | 917.3474 | 917.3474 |
| Max Trade Drawdown | -339881 | -47560 | -345293 | -2374161 | -1117420 | -1643904 |
| Profit Factor | 1.0427 | 3.0252 | 0.6007 | 2.4822 | 1.764 | 2.856 |
| Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
| Winning Trades | 166 | 84 | 82 | 92 | 47 | 45 |
| Losing Trades | 42 | 20 | 22 | 116 | 57 | 59 |
| Profitability (%) | 79.8077 | 80.7692 | 78.8462 | 44.2308 | 45.1923 | 43.2692 |
| Ratio Avg Win / Avg Loss | 0.2638 | 0.7203 | 0.1612 | 3.1298 | 2.1393 | 3.7446 |
| Largest Winning Trade | 68455 | 68455 | 23771 | 7289924 | 564626 | 7289924 |
| Largest Losing Trade | -339881 | -47560 | -339881 | -1604937 | -369056 | -1604937 |
| Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
| Avg Bars in Winners | 13 | 13 | 12 | 27 | 33 | 21 |
| Avg Bars in Losers | 60 | 76 | 45 | 18 | 19 | 18 |
| Bars Traded | 4689 | 2641 | 2048 | 4689 | 2641 | 2048 |
| Profit Streak | 8.7944 | 76.2944 | 0 | 8.7944 | 76.2944 | 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 | -509419 | -189630 | -576760 | 444898 | -53952 | 381769 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541419200000,
"first_datapoint_time": 1548806400000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757444632511,
"expiration_time": 1763900496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 172,
"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": [
[
34731.7355950604,
300515.1698236645,
-265783.434228604,
8077341.453567773,
1424973.2214846276,
6652368.2320831455
],
[
34.731736,
300.51517,
-265.783434,
8077.341454,
1424.973221,
6652.368232
],
[
0.01389,
0.120182,
-0.106292,
0.176278,
0.10902,
0.168607
],
[
917.347394,
917.347394,
917.347394,
917.347394,
917.347394,
917.347394
],
[
-339881,
-47560,
-345293,
-2374161,
-1117420,
-1643904
],
[
1.042671,
3.02521,
0.600655,
2.482248,
1.763995,
2.856014
],
[
208,
104,
104,
208,
104,
104
],
[
166,
84,
82,
92,
47,
45
],
[
42,
20,
22,
116,
57,
59
],
[
79.807692,
80.769231,
78.846154,
44.230769,
45.192308,
43.269231
],
[
0.263808,
0.720288,
0.161151,
3.129791,
2.139312,
3.744552
],
[
68455,
68455,
23771,
7289924,
564626,
7289924
],
[
-339881,
-47560,
-339881,
-1604937,
-369056,
-1604937
],
[
22,
25,
19,
22,
25,
19
],
[
13,
13,
12,
27,
33,
21
],
[
60,
76,
45,
18,
19,
18
],
[
4689,
2641,
2048,
4689,
2641,
2048
],
[
8.794358,
76.294358,
0,
8.794358,
76.294358,
0
],
[
1,
5,
0,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-509419,
-189630,
-576760,
444898,
-53952,
381769
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541419200000,
"first_datapoint_time": 1548806400000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757444632511,
"expiration_time": 1763900496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 172,
"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) |
|---|