| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745872.4374 | 603439.2489 | 142433.1885 | -7611266.0457 | 21807887.2286 | -29419153.2743 |
| Total P&L (%) | 745.8724 | 603.4392 | 142.4332 | -7611.266 | 21807.8872 | -29419.1533 |
| Avg Daily Profit (%) | 0.2983 | 0.2413 | 0.057 | 0 | 0.2158 | 0 |
| Buy And Hold Return (%) | 729.0427 | 729.0427 | 729.0427 | 729.0427 | 729.0427 | 729.0427 |
| Max Trade Drawdown | -111343 | -52919 | -112584 | -37418307 | -2565650 | -35699612 |
| Profit Factor | 3.6538 | 7.6408 | 1.7489 | 0.8335 | 4.4381 | 0.253 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 40 | 19 | 21 | 36 | 17 | 19 |
| Losing Trades | 20 | 11 | 9 | 24 | 13 | 11 |
| Profitability (%) | 66.6667 | 63.3333 | 70 | 60 | 56.6667 | 63.3333 |
| Ratio Avg Win / Avg Loss | 1.8269 | 4.4236 | 0.7495 | 0.5557 | 3.3939 | 0.1465 |
| Largest Winning Trade | 124563 | 124563 | 42583 | 15585339 | 15585339 | 3567947 |
| Largest Losing Trade | -111343 | -41989 | -111343 | -33299511 | -2239720 | -33299511 |
| Avg Bars in Trades | 80 | 81 | 80 | 80 | 81 | 80 |
| Avg Bars in Winners | 73 | 71 | 75 | 71 | 67 | 75 |
| Avg Bars in Losers | 95 | 99 | 91 | 95 | 100 | 89 |
| Bars Traded | 4853 | 2443 | 2410 | 4853 | 2443 | 2410 |
| Profit Streak | 206.1697 | 346.1697 | 206.1697 | 0 | 0 | 0 |
| Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -312864 | -145834 | -278575 | -752981 | 589395 | -579097 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1546905600000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758297865613,
"expiration_time": 1764764496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 103,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 108,
"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": [
[
745872.437377254,
603439.2488986095,
142433.1884786444,
-7611266.0457243025,
21807887.22861209,
-29419153.274336398
],
[
745.872437,
603.439249,
142.433188,
-7611.266046,
21807.887229,
-29419.153274
],
[
0.298289,
0.241327,
0.056962,
0,
0.215767,
0
],
[
729.04265,
729.04265,
729.04265,
729.04265,
729.04265,
729.04265
],
[
-111343,
-52919,
-112584,
-37418307,
-2565650,
-35699612
],
[
3.653824,
7.640755,
1.748913,
0.833544,
4.438115,
0.252987
],
[
60,
30,
30,
60,
30,
30
],
[
40,
19,
21,
36,
17,
19
],
[
20,
11,
9,
24,
13,
11
],
[
66.666667,
63.333333,
70,
60,
56.666667,
63.333333
],
[
1.826912,
4.423595,
0.749534,
0.555696,
3.393853,
0.146466
],
[
124563,
124563,
42583,
15585339,
15585339,
3567947
],
[
-111343,
-41989,
-111343,
-33299511,
-2239720,
-33299511
],
[
80,
81,
80,
80,
81,
80
],
[
73,
71,
75,
71,
67,
75
],
[
95,
99,
91,
95,
100,
89
],
[
4853,
2443,
2410,
4853,
2443,
2410
],
[
206.169741,
346.169741,
206.169741,
0,
0,
0
],
[
4,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-312864,
-145834,
-278575,
-752981,
589395,
-579097
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1546905600000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758297865613,
"expiration_time": 1764764496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 103,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 108,
"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) |
|---|