| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 900386.6037 | 802351.0277 | 98035.5761 | 8349552.5776 | 11932983.1965 | -3583430.6189 |
| Total P&L (%) | 900.3866 | 802.351 | 98.0356 | 8349.5526 | 11932.9832 | -3583.4306 |
| Avg Daily Profit (%) | 0.36 | 0.3208 | 0.0392 | 0.1776 | 0.1917 | 0 |
| Buy And Hold Return (%) | 812.0222 | 812.0222 | 812.0222 | 812.0222 | 812.0222 | 812.0222 |
| Max Trade Drawdown | -96085 | -34334 | -114279 | -4826607 | -934676 | -8374125 |
| Profit Factor | 3.4486 | 7.9991 | 1.3874 | 1.6 | 5.1384 | 0.6752 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Profitability (%) | 58.0645 | 61.2903 | 54.8387 | 58.0645 | 61.2903 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.4906 | 5.0521 | 1.1425 | 1.1555 | 3.2453 | 0.556 |
| Largest Winning Trade | 271116 | 271116 | 62467 | 6693419 | 6693419 | 1627323 |
| Largest Losing Trade | -50218 | -34334 | -50218 | -4173448 | -652465 | -4173448 |
| Avg Bars in Trades | 74 | 73 | 75 | 74 | 73 | 75 |
| Avg Bars in Winners | 91 | 91 | 91 | 91 | 91 | 91 |
| Avg Bars in Losers | 51 | 46 | 55 | 51 | 46 | 55 |
| Bars Traded | 4614 | 2288 | 2326 | 4614 | 2288 | 2326 |
| Profit Streak | 77.5325 | 240.5325 | 0 | 77.5325 | 240.5325 | 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 | -272818 | -145401 | -305113 | -147133 | 671079 | -580190 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1552089600000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758631611050,
"expiration_time": 1765068192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 21,
"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": [
[
900386.6037394044,
802351.0276813684,
98035.5760580361,
8349552.577573005,
11932983.19649382,
-3583430.6189208133
],
[
900.386604,
802.351028,
98.035576,
8349.552578,
11932.983196,
-3583.430619
],
[
0.360011,
0.320812,
0.039199,
0.177554,
0.191716,
0
],
[
812.022242,
812.022242,
812.022242,
812.022242,
812.022242,
812.022242
],
[
-96085,
-34334,
-114279,
-4826607,
-934676,
-8374125
],
[
3.448574,
7.999137,
1.387365,
1.59999,
5.138396,
0.675199
],
[
62,
31,
31,
62,
31,
31
],
[
36,
19,
17,
36,
19,
17
],
[
26,
12,
14,
26,
12,
14
],
[
58.064516,
61.290323,
54.83871,
58.064516,
61.290323,
54.83871
],
[
2.490637,
5.052087,
1.142536,
1.155548,
3.245303,
0.556046
],
[
271116,
271116,
62467,
6693419,
6693419,
1627323
],
[
-50218,
-34334,
-50218,
-4173448,
-652465,
-4173448
],
[
74,
73,
75,
74,
73,
75
],
[
91,
91,
91,
91,
91,
91
],
[
51,
46,
55,
51,
46,
55
],
[
4614,
2288,
2326,
4614,
2288,
2326
],
[
77.532535,
240.532535,
0,
77.532535,
240.532535,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-272818,
-145401,
-305113,
-147133,
671079,
-580190
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1552089600000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758631611050,
"expiration_time": 1765068192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 21,
"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) |
|---|