| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 944866.1272 | 811774.3361 | 133091.7911 | 14774220.5311 | 18044429.7089 | -3270209.1778 |
| Total P&L (%) | 944.8661 | 811.7743 | 133.0918 | 14774.2205 | 18044.4297 | -3270.2092 |
| Avg Daily Profit (%) | 0.3779 | 0.3246 | 0.0532 | 0.2002 | 0.2082 | 0 |
| Buy And Hold Return (%) | 721.179 | 721.179 | 721.179 | 721.179 | 721.179 | 721.179 |
| Max Trade Drawdown | -92579 | -44427 | -84107 | -6462959 | -2487013 | -9619913 |
| Profit Factor | 3.1659 | 6.0831 | 1.4813 | 1.7789 | 4.1209 | 0.752 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 52.9412 | 50 | 55.814 | 52.9412 | 50 | 55.814 |
| Ratio Avg Win / Avg Loss | 2.8141 | 6.0831 | 1.1727 | 1.5812 | 4.1209 | 0.5953 |
| Largest Winning Trade | 376302 | 376302 | 49680 | 11258382 | 11258382 | 1190276 |
| Largest Losing Trade | -50218 | -18435 | -50218 | -5045963 | -1760079 | -5045963 |
| Avg Bars in Trades | 57 | 58 | 55 | 57 | 58 | 55 |
| Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
| Avg Bars in Losers | 43 | 46 | 41 | 43 | 46 | 41 |
| Bars Traded | 4859 | 2456 | 2403 | 4859 | 2456 | 2403 |
| Profit Streak | 163.731 | 163.731 | 238.231 | 163.731 | 163.731 | 238.231 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -51653 | -108054 | -284242 | 483588 | 585641 | -578595 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1546171200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757611960097,
"expiration_time": 1764073296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.74741
}
}
}
{
"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": [
[
944866.1272044854,
811774.3361320079,
133091.7910724776,
14774220.53108148,
18044429.70889936,
-3270209.177817882
],
[
944.866127,
811.774336,
133.091791,
14774.220531,
18044.429709,
-3270.209178
],
[
0.377871,
0.324645,
0.053226,
0.200249,
0.208213,
0
],
[
721.178985,
721.178985,
721.178985,
721.178985,
721.178985,
721.178985
],
[
-92579,
-44427,
-84107,
-6462959,
-2487013,
-9619913
],
[
3.165851,
6.083053,
1.48125,
1.778857,
4.120949,
0.75202
],
[
85,
42,
43,
85,
42,
43
],
[
45,
21,
24,
45,
21,
24
],
[
40,
21,
19,
40,
21,
19
],
[
52.941176,
50,
55.813953,
52.941176,
50,
55.813953
],
[
2.81409,
6.083053,
1.172657,
1.581207,
4.120949,
0.595349
],
[
376302,
376302,
49680,
11258382,
11258382,
1190276
],
[
-50218,
-18435,
-50218,
-5045963,
-1760079,
-5045963
],
[
57,
58,
55,
57,
58,
55
],
[
68,
70,
67,
68,
70,
67
],
[
43,
46,
41,
43,
46,
41
],
[
4859,
2456,
2403,
4859,
2456,
2403
],
[
163.73102,
163.73102,
238.23102,
163.73102,
163.73102,
238.23102
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51653,
-108054,
-284242,
483588,
585641,
-578595
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1546171200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757611960097,
"expiration_time": 1764073296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.74741
}
}
}
| # | 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) |
|---|