| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 175894.5487 | 358037.1855 | -182142.6368 | 6504468.0598 | 1028174.0273 | 5476294.0326 |
| Total P&L (%) | 175.8945 | 358.0372 | -182.1426 | 6504.4681 | 1028.174 | 5476.294 |
| Avg Daily Profit (%) | 0.0703 | 0.1432 | -0.0728 | 0.1677 | 0.097 | 0.1609 |
| Buy And Hold Return (%) | 893.8811 | 893.8811 | 893.8811 | 893.8811 | 893.8811 | 893.8811 |
| Max Trade Drawdown | -289028 | -57689 | -289028 | -2628937 | -1258963 | -2366292 |
| Profit Factor | 1.236 | 3.3045 | 0.6912 | 1.968 | 1.3964 | 2.3273 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 154 | 77 | 77 | 78 | 37 | 41 |
| Losing Trades | 30 | 15 | 15 | 106 | 55 | 51 |
| Profitability (%) | 83.6957 | 83.6957 | 83.6957 | 42.3913 | 40.2174 | 44.5652 |
| Ratio Avg Win / Avg Loss | 0.2408 | 0.6437 | 0.1347 | 2.6744 | 2.0757 | 2.8949 |
| Largest Winning Trade | 66968 | 66968 | 39492 | 6898548 | 1297496 | 6898548 |
| Largest Losing Trade | -289028 | -47889 | -289028 | -2366292 | -425207 | -2366292 |
| Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
| Avg Bars in Winners | 15 | 15 | 15 | 27 | 35 | 21 |
| Avg Bars in Losers | 78 | 101 | 55 | 23 | 25 | 21 |
| Bars Traded | 4689 | 2695 | 1994 | 4689 | 2695 | 1994 |
| Profit Streak | 11.9862 | 100.4862 | 0 | 11.9862 | 100.4862 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -260374 | -158238 | -576282 | 374626 | -182809 | 338729 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1549713600000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757720409855,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 187,
"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": [
[
175894.5487302852,
358037.1854892148,
-182142.6367589297,
6504468.059840052,
1028174.0272638334,
5476294.03257622
],
[
175.894549,
358.037185,
-182.142637,
6504.46806,
1028.174027,
5476.294033
],
[
0.070344,
0.143186,
-0.072842,
0.16772,
0.096955,
0.160942
],
[
893.881147,
893.881147,
893.881147,
893.881147,
893.881147,
893.881147
],
[
-289028,
-57689,
-289028,
-2628937,
-1258963,
-2366292
],
[
1.236011,
3.304535,
0.691242,
1.967952,
1.396387,
2.327278
],
[
184,
92,
92,
184,
92,
92
],
[
154,
77,
77,
78,
37,
41
],
[
30,
15,
15,
106,
55,
51
],
[
83.695652,
83.695652,
83.695652,
42.391304,
40.217391,
44.565217
],
[
0.240781,
0.643741,
0.134658,
2.674397,
2.07571,
2.894907
],
[
66968,
66968,
39492,
6898548,
1297496,
6898548
],
[
-289028,
-47889,
-289028,
-2366292,
-425207,
-2366292
],
[
25,
29,
21,
25,
29,
21
],
[
15,
15,
15,
27,
35,
21
],
[
78,
101,
55,
23,
25,
21
],
[
4689,
2695,
1994,
4689,
2695,
1994
],
[
11.986225,
100.486225,
0,
11.986225,
100.486225,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-260374,
-158238,
-576282,
374626,
-182809,
338729
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1549713600000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757720409855,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 187,
"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) |
|---|