| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1144908.6435 | 961163.5495 | 183745.0939 | 46460270.2625 | 42842393.8222 | 3617876.4403 |
| Total P&L (%) | 1144.9086 | 961.1636 | 183.7451 | 46460.2703 | 42842.3938 | 3617.8764 |
| Avg Daily Profit (%) | 0.4579 | 0.3844 | 0.0735 | 0.246 | 0.2427 | 0.1447 |
| Buy And Hold Return (%) | 750.3984 | 750.3984 | 750.3984 | 750.3984 | 750.3984 | 750.3984 |
| Max Trade Drawdown | -101879 | -85360 | -36050 | -10298282 | -4628780 | -11361592 |
| Profit Factor | 3.4575 | 4.4391 | 1.9857 | 2.5629 | 3.8674 | 1.2447 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 59.7701 | 58.1395 | 61.3636 | 59.7701 | 58.1395 | 61.3636 |
| Ratio Avg Win / Avg Loss | 2.3272 | 3.1962 | 1.2503 | 1.7251 | 2.7846 | 0.7837 |
| Largest Winning Trade | 377648 | 377648 | 63063 | 29044153 | 29044153 | 5795776 |
| Largest Losing Trade | -51077 | -51077 | -33427 | -10298282 | -4628780 | -10298282 |
| Avg Bars in Trades | 54 | 65 | 43 | 54 | 65 | 43 |
| Avg Bars in Winners | 62 | 65 | 58 | 62 | 65 | 58 |
| Avg Bars in Losers | 43 | 65 | 19 | 43 | 65 | 19 |
| Bars Traded | 4744 | 2829 | 1915 | 4744 | 2829 | 1915 |
| Profit Streak | 131.8506 | 131.8506 | 236.8506 | 131.8506 | 131.8506 | 236.8506 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347544 | -59724 | -255059 | 582023 | 613500 | 847 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1546214400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757492693464,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 68,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 111,
"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": [
[
1144908.6434672072,
961163.5495275522,
183745.0939396549,
46460270.262533285,
42842393.8222327,
3617876.4403005834
],
[
1144.908643,
961.16355,
183.745094,
46460.270263,
42842.393822,
3617.87644
],
[
0.457872,
0.384389,
0.073483,
0.245986,
0.242743,
0.144705
],
[
750.398423,
750.398423,
750.398423,
750.398423,
750.398423,
750.398423
],
[
-101879,
-85360,
-36050,
-10298282,
-4628780,
-11361592
],
[
3.457511,
4.439122,
1.985746,
2.562943,
3.867445,
1.244696
],
[
87,
43,
44,
87,
43,
44
],
[
52,
25,
27,
52,
25,
27
],
[
35,
18,
17,
35,
18,
17
],
[
59.770115,
58.139535,
61.363636,
59.770115,
58.139535,
61.363636
],
[
2.327171,
3.196168,
1.250284,
1.725058,
2.78456,
0.783698
],
[
377648,
377648,
63063,
29044153,
29044153,
5795776
],
[
-51077,
-51077,
-33427,
-10298282,
-4628780,
-10298282
],
[
54,
65,
43,
54,
65,
43
],
[
62,
65,
58,
62,
65,
58
],
[
43,
65,
19,
43,
65,
19
],
[
4744,
2829,
1915,
4744,
2829,
1915
],
[
131.850619,
131.850619,
236.850619,
131.850619,
131.850619,
236.850619
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347544,
-59724,
-255059,
582023,
613500,
847
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1546214400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757492693464,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 68,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 111,
"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) |
|---|