| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1036910.9635 | 863392.4761 | 173518.4874 | 25990051.5159 | 24535472.1908 | 1454579.3251 |
| Total P&L (%) | 1036.911 | 863.3925 | 173.5185 | 25990.0515 | 24535.4722 | 1454.5793 |
| Avg Daily Profit (%) | 0.4144 | 0.345 | 0.0693 | 0.2226 | 0.2203 | 0.1097 |
| Buy And Hold Return (%) | 826.9417 | 826.9417 | 826.9417 | 826.9417 | 826.9417 | 826.9417 |
| Max Trade Drawdown | -81148 | -74820 | -66822 | -6266650 | -2377838 | -4657028 |
| Profit Factor | 3.6076 | 5.3629 | 1.8687 | 2.9965 | 5.0924 | 1.2071 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 64.9351 | 60.5263 | 69.2308 | 64.9351 | 60.5263 | 69.2308 |
| Ratio Avg Win / Avg Loss | 1.9481 | 3.4976 | 0.8305 | 1.6181 | 3.3211 | 0.5365 |
| Largest Winning Trade | 325725 | 325725 | 51375 | 16237729 | 16237729 | 2615200 |
| Largest Losing Trade | -66822 | -42370 | -66822 | -3888812 | -2377838 | -3888812 |
| Avg Bars in Trades | 61 | 77 | 46 | 61 | 77 | 46 |
| Avg Bars in Winners | 64 | 73 | 56 | 64 | 73 | 56 |
| Avg Bars in Losers | 56 | 82 | 23 | 56 | 82 | 23 |
| Bars Traded | 4744 | 2932 | 1812 | 4744 | 2932 | 1812 |
| Profit Streak | 129.6161 | 129.6161 | 221.1161 | 129.6161 | 129.6161 | 221.1161 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -112852 | -132780 | -261876 | -28758 | 648685 | -53278 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549108800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758725231468,
"expiration_time": 1765201680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 153,
"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": [
[
1036910.963496886,
863392.4760600895,
173518.4874367967,
25990051.51585079,
24535472.190798543,
1454579.3250522483
],
[
1036.910963,
863.392476,
173.518487,
25990.051516,
24535.472191,
1454.579325
],
[
0.41435,
0.345012,
0.069338,
0.222591,
0.220293,
0.109702
],
[
826.941669,
826.941669,
826.941669,
826.941669,
826.941669,
826.941669
],
[
-81148,
-74820,
-66822,
-6266650,
-2377838,
-4657028
],
[
3.607628,
5.362912,
1.868671,
2.996466,
5.092409,
1.207126
],
[
77,
38,
39,
77,
38,
39
],
[
50,
23,
27,
50,
23,
27
],
[
27,
15,
12,
27,
15,
12
],
[
64.935065,
60.526316,
69.230769,
64.935065,
60.526316,
69.230769
],
[
1.948119,
3.497552,
0.830521,
1.618092,
3.321136,
0.536501
],
[
325725,
325725,
51375,
16237729,
16237729,
2615200
],
[
-66822,
-42370,
-66822,
-3888812,
-2377838,
-3888812
],
[
61,
77,
46,
61,
77,
46
],
[
64,
73,
56,
64,
73,
56
],
[
56,
82,
23,
56,
82,
23
],
[
4744,
2932,
1812,
4744,
2932,
1812
],
[
129.616105,
129.616105,
221.116105,
129.616105,
129.616105,
221.116105
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112852,
-132780,
-261876,
-28758,
648685,
-53278
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549108800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758725231468,
"expiration_time": 1765201680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 153,
"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) |
|---|