| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -55434.3581 | 260886.6236 | -316320.9817 | 4097455.2378 | 1319899.2457 | 2777555.9921 |
| Total P&L (%) | -55.4344 | 260.8866 | -316.321 | 4097.4552 | 1319.8992 | 2777.556 |
| Avg Daily Profit (%) | -0.0222 | 0.1043 | -0.1265 | 0.1496 | 0.1062 | 0.1344 |
| Buy And Hold Return (%) | 826.4254 | 826.4254 | 826.4254 | 826.4254 | 826.4254 | 826.4254 |
| Max Trade Drawdown | -333477 | -51373 | -368821 | -1274366 | -493810 | -1325206 |
| Profit Factor | 0.9351 | 2.3768 | 0.5237 | 2.3074 | 2.4434 | 2.2514 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 154 | 77 | 77 | 92 | 47 | 45 |
| Losing Trades | 43 | 21 | 22 | 105 | 51 | 54 |
| Profitability (%) | 78.1726 | 78.5714 | 77.7778 | 46.7005 | 47.9592 | 45.4545 |
| Ratio Avg Win / Avg Loss | 0.2611 | 0.6482 | 0.1496 | 2.6335 | 2.6513 | 2.7017 |
| Largest Winning Trade | 75999 | 75999 | 27566 | 2992112 | 390296 | 2992112 |
| Largest Losing Trade | -329462 | -50721 | -329462 | -1274366 | -187252 | -1274366 |
| Avg Bars in Trades | 24 | 24 | 23 | 24 | 24 | 23 |
| Avg Bars in Winners | 13 | 12 | 13 | 26 | 30 | 22 |
| Avg Bars in Losers | 64 | 70 | 58 | 22 | 19 | 24 |
| Bars Traded | 4800 | 2441 | 2359 | 4800 | 2441 | 2359 |
| Profit Streak | 4.0951 | 0 | 4.5951 | 4.0951 | 0 | 4.5951 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575948 | -213755 | -576575 | 358073 | -56567 | -13079 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757989014161,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 135,
"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": [
[
-55434.3581007792,
260886.6235807074,
-316320.9816814865,
4097455.237823384,
1319899.245715824,
2777555.99210756
],
[
-55.434358,
260.886624,
-316.320982,
4097.455238,
1319.899246,
2777.555992
],
[
-0.022169,
0.104334,
-0.126503,
0.149564,
0.106162,
0.134444
],
[
826.425449,
826.425449,
826.425449,
826.425449,
826.425449,
826.425449
],
[
-333477,
-51373,
-368821,
-1274366,
-493810,
-1325206
],
[
0.935056,
2.376825,
0.523673,
2.307442,
2.443381,
2.251435
],
[
197,
98,
99,
197,
98,
99
],
[
154,
77,
77,
92,
47,
45
],
[
43,
21,
22,
105,
51,
54
],
[
78.172589,
78.571429,
77.777778,
46.700508,
47.959184,
45.454545
],
[
0.261087,
0.648225,
0.149621,
2.633494,
2.651328,
2.701722
],
[
75999,
75999,
27566,
2992112,
390296,
2992112
],
[
-329462,
-50721,
-329462,
-1274366,
-187252,
-1274366
],
[
24,
24,
23,
24,
24,
23
],
[
13,
12,
13,
26,
30,
22
],
[
64,
70,
58,
22,
19,
24
],
[
4800,
2441,
2359,
4800,
2441,
2359
],
[
4.095071,
0,
4.595071,
4.095071,
0,
4.595071
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575948,
-213755,
-576575,
358073,
-56567,
-13079
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757989014161,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 135,
"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) |
|---|