| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 938418.6273 | 827878.6171 | 110540.0102 | 7434607.2489 | 7452442.2021 | -17834.9532 |
| Total P&L (%) | 938.4186 | 827.8786 | 110.54 | 7434.6072 | 7452.4422 | -17.835 |
| Avg Daily Profit (%) | 0.3753 | 0.3311 | 0.0442 | 0.173 | 0.1731 | -0.0079 |
| Buy And Hold Return (%) | 697.0592 | 697.0592 | 697.0592 | 697.0592 | 697.0592 | 697.0592 |
| Max Trade Drawdown | -90351 | -47427 | -71330 | -2805402 | -1529844 | -2613693 |
| Profit Factor | 2.6398 | 3.8547 | 1.3916 | 1.86 | 2.7693 | 0.996 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 46.789 | 48.1481 | 45.4545 | 46.789 | 48.1481 | 45.4545 |
| Ratio Avg Win / Avg Loss | 3.0021 | 4.1513 | 1.6699 | 2.1153 | 2.9824 | 1.1952 |
| Largest Winning Trade | 381815 | 381815 | 50132 | 3398494 | 3398494 | 736612 |
| Largest Losing Trade | -71330 | -31196 | -71330 | -2569517 | -834195 | -2569517 |
| Avg Bars in Trades | 44 | 45 | 44 | 44 | 45 | 44 |
| Avg Bars in Winners | 62 | 62 | 63 | 62 | 62 | 63 |
| Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
| Bars Traded | 4864 | 2436 | 2428 | 4864 | 2436 | 2428 |
| Profit Streak | 159.3807 | 174.8807 | 159.3807 | 159.3807 | 174.8807 | 159.3807 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43060 | -271083 | -478744 | 423374 | -166713 | -759969 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1546732800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758532095624,
"expiration_time": 1764980496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 31,
"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": [
[
938418.6273130903,
827878.6170926708,
110540.0102204197,
7434607.248862386,
7452442.202060048,
-17834.9531976602
],
[
938.418627,
827.878617,
110.54001,
7434.607249,
7452.442202,
-17.834953
],
[
0.375292,
0.331085,
0.044207,
0.172999,
0.173093,
-0.007856
],
[
697.059157,
697.059157,
697.059157,
697.059157,
697.059157,
697.059157
],
[
-90351,
-47427,
-71330,
-2805402,
-1529844,
-2613693
],
[
2.639808,
3.854741,
1.391608,
1.860024,
2.769325,
0.995976
],
[
109,
54,
55,
109,
54,
55
],
[
51,
26,
25,
51,
26,
25
],
[
58,
28,
30,
58,
28,
30
],
[
46.788991,
48.148148,
45.454545,
46.788991,
48.148148,
45.454545
],
[
3.002134,
4.151259,
1.669929,
2.115322,
2.98235,
1.195172
],
[
381815,
381815,
50132,
3398494,
3398494,
736612
],
[
-71330,
-31196,
-71330,
-2569517,
-834195,
-2569517
],
[
44,
45,
44,
44,
45,
44
],
[
62,
62,
63,
62,
62,
63
],
[
28,
29,
28,
28,
29,
28
],
[
4864,
2436,
2428,
4864,
2436,
2428
],
[
159.380736,
174.880736,
159.380736,
159.380736,
174.880736,
159.380736
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43060,
-271083,
-478744,
423374,
-166713,
-759969
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1546732800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758532095624,
"expiration_time": 1764980496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 31,
"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) |
|---|