| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1229584.6458 | 973484.522 | 256100.1238 | 163704557.6664 | 159412383.3669 | 4292174.2995 |
| Total P&L (%) | 1229.5846 | 973.4845 | 256.1001 | 163704.5577 | 159412.3834 | 4292.1743 |
| Avg Daily Profit (%) | 0.4917 | 0.3893 | 0.1024 | 0.2964 | 0.2954 | 0.1514 |
| Buy And Hold Return (%) | 899.1925 | 899.1925 | 899.1925 | 899.1925 | 899.1925 | 899.1925 |
| Max Trade Drawdown | -60668 | -31067 | -25839 | -39255041 | -28739881 | -27512568 |
| Profit Factor | 6.7292 | 7.5846 | 4.8353 | 3.5771 | 5.7969 | 1.1417 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
| Profitability (%) | 67.1875 | 68.75 | 65.625 | 67.1875 | 68.75 | 65.625 |
| Ratio Avg Win / Avg Loss | 3.2864 | 3.4476 | 2.5328 | 1.747 | 2.635 | 0.598 |
| Largest Winning Trade | 371038 | 371038 | 49739 | 115760894 | 115760894 | 17414193 |
| Largest Losing Trade | -30058 | -30058 | -25839 | -28739881 | -28739881 | -16997408 |
| Avg Bars in Trades | 70 | 85 | 54 | 70 | 85 | 54 |
| Avg Bars in Winners | 78 | 89 | 66 | 78 | 89 | 66 |
| Avg Bars in Losers | 53 | 78 | 31 | 53 | 78 | 31 |
| Bars Traded | 4490 | 2742 | 1748 | 4490 | 2742 | 1748 |
| Profit Streak | 69.621 | 164.121 | 0 | 69.621 | 164.121 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -173119 | -118524 | -212356 | -125100 | 741482 | -58240 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1552262400000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758164050631,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 106,
"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": [
[
1229584.6458264682,
973484.5220231991,
256100.1238032691,
163704557.6663711,
159412383.36691222,
4292174.299458861
],
[
1229.584646,
973.484522,
256.100124,
163704.557666,
159412.383367,
4292.174299
],
[
0.491736,
0.389316,
0.10242,
0.29643,
0.295365,
0.151381
],
[
899.192533,
899.192533,
899.192533,
899.192533,
899.192533,
899.192533
],
[
-60668,
-31067,
-25839,
-39255041,
-28739881,
-27512568
],
[
6.729204,
7.584628,
4.835268,
3.577128,
5.79693,
1.141703
],
[
64,
32,
32,
64,
32,
32
],
[
43,
22,
21,
43,
22,
21
],
[
21,
10,
11,
21,
10,
11
],
[
67.1875,
68.75,
65.625,
67.1875,
68.75,
65.625
],
[
3.286355,
3.447558,
2.532759,
1.74697,
2.634968,
0.598035
],
[
371038,
371038,
49739,
115760894,
115760894,
17414193
],
[
-30058,
-30058,
-25839,
-28739881,
-28739881,
-16997408
],
[
70,
85,
54,
70,
85,
54
],
[
78,
89,
66,
78,
89,
66
],
[
53,
78,
31,
53,
78,
31
],
[
4490,
2742,
1748,
4490,
2742,
1748
],
[
69.620956,
164.120956,
0,
69.620956,
164.120956,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-173119,
-118524,
-212356,
-125100,
741482,
-58240
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1552262400000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758164050631,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 106,
"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) |
|---|