| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1050451.6392 | 844795.0795 | 205656.5597 | 63514380.4402 | 67847631.7585 | -4333251.3183 |
| Total P&L (%) | 1050.4516 | 844.7951 | 205.6566 | 63514.3804 | 67847.6318 | -4333.2513 |
| Avg Daily Profit (%) | 0.4201 | 0.3379 | 0.0822 | 0.2585 | 0.2611 | 0 |
| Buy And Hold Return (%) | 782.3379 | 782.3379 | 782.3379 | 782.3379 | 782.3379 | 782.3379 |
| Max Trade Drawdown | -68612 | -73035 | -55482 | -16219499 | -7484612 | -16430717 |
| Profit Factor | 4.6517 | 7.5764 | 2.2918 | 2.5972 | 6.0094 | 0.8348 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 60 | 56.25 | 63.6364 | 60 | 56.25 | 63.6364 |
| Ratio Avg Win / Avg Loss | 3.1011 | 5.8928 | 1.3096 | 1.7315 | 4.674 | 0.477 |
| Largest Winning Trade | 267986 | 267986 | 46820 | 40150433 | 40150433 | 3305371 |
| Largest Losing Trade | -55482 | -42388 | -55482 | -11120698 | -4108031 | -11120698 |
| Avg Bars in Trades | 72 | 77 | 68 | 72 | 77 | 68 |
| Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
| Avg Bars in Losers | 71 | 81 | 60 | 71 | 81 | 60 |
| Bars Traded | 4733 | 2477 | 2256 | 4733 | 2477 | 2256 |
| Profit Streak | 113.2935 | 113.2935 | 190.2935 | 113.2935 | 113.2935 | 190.2935 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -175049 | -121855 | -242953 | -119860 | 663462 | -578061 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541721600000,
"first_datapoint_time": 1546732800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757746961436,
"expiration_time": 1764202896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 205,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 117,
"offset": 0,
"std": 3.4408
}
}
}
{
"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": [
[
1050451.6391631353,
844795.079452395,
205656.5597107408,
63514380.440170445,
67847631.75848752,
-4333251.318317075
],
[
1050.451639,
844.795079,
205.65656,
63514.38044,
67847.631758,
-4333.251318
],
[
0.420097,
0.33785,
0.082246,
0.258499,
0.261141,
0
],
[
782.337942,
782.337942,
782.337942,
782.337942,
782.337942,
782.337942
],
[
-68612,
-73035,
-55482,
-16219499,
-7484612,
-16430717
],
[
4.651663,
7.576414,
2.291767,
2.597178,
6.009441,
0.834752
],
[
65,
32,
33,
65,
32,
33
],
[
39,
18,
21,
39,
18,
21
],
[
26,
14,
12,
26,
14,
12
],
[
60,
56.25,
63.636364,
60,
56.25,
63.636364
],
[
3.101109,
5.892766,
1.309581,
1.731452,
4.674009,
0.477001
],
[
267986,
267986,
46820,
40150433,
40150433,
3305371
],
[
-55482,
-42388,
-55482,
-11120698,
-4108031,
-11120698
],
[
72,
77,
68,
72,
77,
68
],
[
73,
74,
72,
73,
74,
72
],
[
71,
81,
60,
71,
81,
60
],
[
4733,
2477,
2256,
4733,
2477,
2256
],
[
113.293535,
113.293535,
190.293535,
113.293535,
113.293535,
190.293535
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-175049,
-121855,
-242953,
-119860,
663462,
-578061
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541721600000,
"first_datapoint_time": 1546732800000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757746961436,
"expiration_time": 1764202896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 205,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 117,
"offset": 0,
"std": 3.4408
}
}
}
| # | 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) |
|---|