| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 998622.339 | 869832.6762 | 128789.6628 | 14918045.4836 | 14121697.245 | 796348.2386 |
| Total P&L (%) | 998.6223 | 869.8327 | 128.7897 | 14918.0455 | 14121.6972 | 796.3482 |
| Avg Daily Profit (%) | 0.3993 | 0.3478 | 0.0515 | 0.2006 | 0.1984 | 0.0877 |
| Buy And Hold Return (%) | 702.5324 | 702.5324 | 702.5324 | 702.5324 | 702.5324 | 702.5324 |
| Max Trade Drawdown | -134716 | -110009 | -47078 | -3704533 | -3020884 | -3583304 |
| Profit Factor | 2.7934 | 3.3561 | 1.6864 | 1.9651 | 2.4407 | 1.1408 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Profitability (%) | 45.7143 | 46.1538 | 45.283 | 45.7143 | 46.1538 | 45.283 |
| Ratio Avg Win / Avg Loss | 3.3172 | 3.9154 | 2.0377 | 2.3336 | 2.8475 | 1.3785 |
| Largest Winning Trade | 301291 | 301291 | 59464 | 9393178 | 9393178 | 1608140 |
| Largest Losing Trade | -45117 | -33155 | -45117 | -2707964 | -2707964 | -2149642 |
| Avg Bars in Trades | 46 | 59 | 32 | 46 | 59 | 32 |
| Avg Bars in Winners | 57 | 63 | 52 | 57 | 63 | 52 |
| Avg Bars in Losers | 36 | 56 | 17 | 36 | 56 | 17 |
| Bars Traded | 4833 | 3088 | 1745 | 4833 | 3088 | 1745 |
| Profit Streak | 74.7372 | 139.2372 | 74.7372 | 74.7372 | 139.2372 | 74.7372 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -20006 | -256562 | -468060 | 408737 | -167915 | -446611 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542412800000,
"first_datapoint_time": 1546430400000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758476492115,
"expiration_time": 1764938592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 94,
"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": [
[
998622.3389674216,
869832.6761791571,
128789.6627882648,
14918045.483595459,
14121697.245008154,
796348.2385873068
],
[
998.622339,
869.832676,
128.789663,
14918.045484,
14121.697245,
796.348239
],
[
0.399289,
0.347794,
0.051495,
0.200594,
0.198411,
0.08773
],
[
702.532401,
702.532401,
702.532401,
702.532401,
702.532401,
702.532401
],
[
-134716,
-110009,
-47078,
-3704533,
-3020884,
-3583304
],
[
2.793428,
3.356089,
1.686372,
1.965137,
2.440748,
1.140815
],
[
105,
52,
53,
105,
52,
53
],
[
48,
24,
24,
48,
24,
24
],
[
57,
28,
29,
57,
28,
29
],
[
45.714286,
46.153846,
45.283019,
45.714286,
46.153846,
45.283019
],
[
3.317195,
3.915437,
2.037699,
2.333601,
2.847539,
1.378485
],
[
301291,
301291,
59464,
9393178,
9393178,
1608140
],
[
-45117,
-33155,
-45117,
-2707964,
-2707964,
-2149642
],
[
46,
59,
32,
46,
59,
32
],
[
57,
63,
52,
57,
63,
52
],
[
36,
56,
17,
36,
56,
17
],
[
4833,
3088,
1745,
4833,
3088,
1745
],
[
74.737177,
139.237177,
74.737177,
74.737177,
139.237177,
74.737177
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-20006,
-256562,
-468060,
408737,
-167915,
-446611
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542412800000,
"first_datapoint_time": 1546430400000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758476492115,
"expiration_time": 1764938592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 94,
"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) |
|---|