| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1046828.9543 | 827924.5429 | 218904.4115 | 95503509.0164 | 120112433.207 | -24608924.1906 |
| Total P&L (%) | 1046.829 | 827.9245 | 218.9044 | 95503.509 | 120112.4332 | -24608.9242 |
| Avg Daily Profit (%) | 0.4186 | 0.3311 | 0.0875 | 0.2748 | 0.284 | 0 |
| Buy And Hold Return (%) | 919.5605 | 919.5605 | 919.5605 | 919.5605 | 919.5605 | 919.5605 |
| Max Trade Drawdown | -115565 | -96523 | -67245 | -51761503 | -16349750 | -62563136 |
| Profit Factor | 3.2574 | 4.745 | 1.9022 | 1.6295 | 3.5547 | 0.7649 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 62.6168 | 64.1509 | 61.1111 | 62.6168 | 64.1509 | 61.1111 |
| Ratio Avg Win / Avg Loss | 1.9447 | 2.6516 | 1.2105 | 0.9728 | 1.9865 | 0.4868 |
| Largest Winning Trade | 147658 | 147658 | 59724 | 56402942 | 56402942 | 19204425 |
| Largest Losing Trade | -44624 | -44624 | -34009 | -36705650 | -9616763 | -36705650 |
| Avg Bars in Trades | 43 | 51 | 35 | 43 | 51 | 35 |
| Avg Bars in Winners | 50 | 51 | 49 | 50 | 51 | 49 |
| Avg Bars in Losers | 31 | 51 | 13 | 31 | 51 | 13 |
| Bars Traded | 4648 | 2711 | 1937 | 4648 | 2711 | 1937 |
| Profit Streak | 70.8204 | 81.8204 | 70.8204 | 70.8204 | 81.8204 | 70.8204 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -103698 | -326674 | -417415 | 427413 | -162172 | -758834 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1549843200000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758181282004,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 73,
"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": [
[
1046828.9543070209,
827924.5428549717,
218904.4114520491,
95503509.01643997,
120112433.2070081,
-24608924.19056809
],
[
1046.828954,
827.924543,
218.904411,
95503.509016,
120112.433207,
-24608.924191
],
[
0.418648,
0.331104,
0.087544,
0.274834,
0.28402,
0
],
[
919.560469,
919.560469,
919.560469,
919.560469,
919.560469,
919.560469
],
[
-115565,
-96523,
-67245,
-51761503,
-16349750,
-62563136
],
[
3.257446,
4.744968,
1.902155,
1.629505,
3.554719,
0.764949
],
[
107,
53,
54,
107,
53,
54
],
[
67,
34,
33,
67,
34,
33
],
[
40,
19,
21,
40,
19,
21
],
[
62.616822,
64.150943,
61.111111,
62.616822,
64.150943,
61.111111
],
[
1.944744,
2.6516,
1.210462,
0.972839,
1.986461,
0.486786
],
[
147658,
147658,
59724,
56402942,
56402942,
19204425
],
[
-44624,
-44624,
-34009,
-36705650,
-9616763,
-36705650
],
[
43,
51,
35,
43,
51,
35
],
[
50,
51,
49,
50,
51,
49
],
[
31,
51,
13,
31,
51,
13
],
[
4648,
2711,
1937,
4648,
2711,
1937
],
[
70.820393,
81.820393,
70.820393,
70.820394,
81.820394,
70.820394
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-103698,
-326674,
-417415,
427413,
-162172,
-758834
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1549843200000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758181282004,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 73,
"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) |
|---|