| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 122371.0041 | 342931.6828 | -220560.6787 | 6839048.0796 | -111211.7224 | 6950259.802 |
| Total P&L (%) | 122.371 | 342.9317 | -220.5607 | 6839.0481 | -111.2117 | 6950.2598 |
| Avg Daily Profit (%) | 0.0489 | 0.1371 | -0.0882 | 0.1697 | 0 | 0.1703 |
| Buy And Hold Return (%) | 792.0325 | 792.0325 | 792.0325 | 792.0325 | 792.0325 | 792.0325 |
| Max Trade Drawdown | -325712 | -57002 | -334016 | -3358269 | -1486356 | -2486168 |
| Profit Factor | 1.1624 | 3.4329 | 0.64 | 1.9034 | 0.9589 | 2.4294 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 149 | 74 | 75 | 81 | 39 | 42 |
| Losing Trades | 27 | 14 | 13 | 95 | 49 | 46 |
| Profitability (%) | 84.6591 | 84.0909 | 85.2273 | 46.0227 | 44.3182 | 47.7273 |
| Ratio Avg Win / Avg Loss | 0.2106 | 0.6495 | 0.1109 | 2.2324 | 1.2048 | 2.6608 |
| Largest Winning Trade | 70289 | 70289 | 39492 | 9942000 | 414534 | 9942000 |
| Largest Losing Trade | -325712 | -48356 | -325712 | -2486168 | -627084 | -2486168 |
| Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
| Avg Bars in Winners | 14 | 16 | 13 | 29 | 38 | 21 |
| Avg Bars in Losers | 90 | 108 | 71 | 23 | 25 | 22 |
| Bars Traded | 4674 | 2722 | 1952 | 4674 | 2722 | 1952 |
| Profit Streak | 8.5057 | 84.0057 | 0 | 8.5057 | 84.0057 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -330439 | -166361 | -576144 | 421785 | -580274 | 413566 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1550534400000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757419693176,
"expiration_time": 1763901792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 213,
"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": [
[
122371.0041005533,
342931.6828109886,
-220560.6787104355,
6839048.079610035,
-111211.7223746132,
6950259.801984649
],
[
122.371004,
342.931683,
-220.560679,
6839.04808,
-111.211722,
6950.259802
],
[
0.048929,
0.137118,
-0.088189,
0.169666,
0,
0.170303
],
[
792.03252,
792.03252,
792.03252,
792.03252,
792.03252,
792.03252
],
[
-325712,
-57002,
-334016,
-3358269,
-1486356,
-2486168
],
[
1.162372,
3.432925,
0.640013,
1.903379,
0.958937,
2.429444
],
[
176,
88,
88,
176,
88,
88
],
[
149,
74,
75,
81,
39,
42
],
[
27,
14,
13,
95,
49,
46
],
[
84.659091,
84.090909,
85.227273,
46.022727,
44.318182,
47.727273
],
[
0.210631,
0.649472,
0.110936,
2.232358,
1.204818,
2.660819
],
[
70289,
70289,
39492,
9942000,
414534,
9942000
],
[
-325712,
-48356,
-325712,
-2486168,
-627084,
-2486168
],
[
26,
30,
22,
26,
30,
22
],
[
14,
16,
13,
29,
38,
21
],
[
90,
108,
71,
23,
25,
22
],
[
4674,
2722,
1952,
4674,
2722,
1952
],
[
8.505708,
84.005708,
0,
8.505708,
84.005708,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-330439,
-166361,
-576144,
421785,
-580274,
413566
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1550534400000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757419693176,
"expiration_time": 1763901792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 213,
"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) |
|---|