| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1017975.9811 | 855364.4512 | 162611.5298 | 26184526.5999 | 23432390.4907 | 2752136.1092 |
| Total P&L (%) | 1017.976 | 855.3645 | 162.6115 | 26184.5266 | 23432.3905 | 2752.1361 |
| Avg Daily Profit (%) | 0.4069 | 0.3419 | 0.065 | 0.223 | 0.2185 | 0.134 |
| Buy And Hold Return (%) | 786.5747 | 786.5747 | 786.5747 | 786.5747 | 786.5747 | 786.5747 |
| Max Trade Drawdown | -80106 | -74683 | -43476 | -4427783 | -2329127 | -4602741 |
| Profit Factor | 3.448 | 4.5834 | 1.918 | 2.9309 | 4.3631 | 1.4174 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Profitability (%) | 60.241 | 63.4146 | 57.1429 | 60.241 | 63.4146 | 57.1429 |
| Ratio Avg Win / Avg Loss | 2.2757 | 2.6443 | 1.4385 | 1.9344 | 2.5172 | 1.063 |
| Largest Winning Trade | 320567 | 320567 | 53923 | 15738730 | 15738730 | 4355388 |
| Largest Losing Trade | -51180 | -51180 | -40257 | -2205920 | -1945109 | -2205920 |
| Avg Bars in Trades | 57 | 70 | 43 | 57 | 70 | 43 |
| Avg Bars in Winners | 66 | 70 | 61 | 66 | 70 | 61 |
| Avg Bars in Losers | 43 | 71 | 20 | 43 | 71 | 20 |
| Bars Traded | 4743 | 2903 | 1840 | 4743 | 2903 | 1840 |
| Profit Streak | 75.3031 | 146.3031 | 75.3031 | 75.3031 | 146.3031 | 75.3031 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -56558 | -119092 | -267851 | 544449 | 657397 | -14014 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758654986322,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 110,
"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": [
[
1017975.9810531817,
855364.4512147249,
162611.5298384571,
26184526.599875215,
23432390.49069474,
2752136.109180478
],
[
1017.975981,
855.364451,
162.61153,
26184.5266,
23432.390491,
2752.136109
],
[
0.406946,
0.341941,
0.065006,
0.222977,
0.218546,
0.134036
],
[
786.574717,
786.574717,
786.574717,
786.574717,
786.574717,
786.574717
],
[
-80106,
-74683,
-43476,
-4427783,
-2329127,
-4602741
],
[
3.448036,
4.583419,
1.918019,
2.930855,
4.36309,
1.417396
],
[
83,
41,
42,
83,
41,
42
],
[
50,
26,
24,
50,
26,
24
],
[
33,
15,
18,
33,
15,
18
],
[
60.240964,
63.414634,
57.142857,
60.240964,
63.414634,
57.142857
],
[
2.275704,
2.64428,
1.438514,
1.934364,
2.517167,
1.063047
],
[
320567,
320567,
53923,
15738730,
15738730,
4355388
],
[
-51180,
-51180,
-40257,
-2205920,
-1945109,
-2205920
],
[
57,
70,
43,
57,
70,
43
],
[
66,
70,
61,
66,
70,
61
],
[
43,
71,
20,
43,
71,
20
],
[
4743,
2903,
1840,
4743,
2903,
1840
],
[
75.303082,
146.303082,
75.303082,
75.303082,
146.303082,
75.303082
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-56558,
-119092,
-267851,
544449,
657397,
-14014
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758654986322,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 110,
"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) |
|---|