| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 754625.8377 | 656364.2531 | 98261.5846 | 2188997.1816 | 12351480.7286 | -10162483.547 |
| Total P&L (%) | 754.6258 | 656.3643 | 98.2616 | 2188.9972 | 12351.4807 | -10162.4835 |
| Avg Daily Profit (%) | 0.3017 | 0.2624 | 0.0393 | 0.1253 | 0.1931 | 0 |
| Buy And Hold Return (%) | 823.4036 | 823.4036 | 823.4036 | 823.4036 | 823.4036 | 823.4036 |
| Max Trade Drawdown | -90355 | -63089 | -104009 | -11049884 | -1042780 | -13064168 |
| Profit Factor | 2.6753 | 5.4848 | 1.3231 | 1.1216 | 7.3801 | 0.3674 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Losing Trades | 27 | 10 | 17 | 27 | 10 | 17 |
| Profitability (%) | 64.9351 | 73.6842 | 56.4103 | 64.9351 | 73.6842 | 56.4103 |
| Ratio Avg Win / Avg Loss | 1.4447 | 1.9589 | 1.0224 | 0.6057 | 2.6358 | 0.2839 |
| Largest Winning Trade | 182243 | 182243 | 64296 | 6263010 | 6263010 | 1449705 |
| Largest Losing Trade | -90355 | -44805 | -90355 | -11003393 | -670351 | -11003393 |
| Avg Bars in Trades | 60 | 66 | 55 | 60 | 66 | 55 |
| Avg Bars in Winners | 73 | 63 | 85 | 73 | 63 | 85 |
| Avg Bars in Losers | 38 | 75 | 16 | 38 | 75 | 16 |
| Bars Traded | 4692 | 2540 | 2152 | 4692 | 2540 | 2152 |
| Profit Streak | 62.5729 | 522.0729 | 62.5729 | 62.5729 | 522.0729 | 62.5729 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -195967 | -144568 | -304562 | -160317 | 755799 | -579366 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1547337600000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758116702771,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 123,
"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": [
[
754625.8376701289,
656364.253114658,
98261.5845554707,
2188997.1816381095,
12351480.728606429,
-10162483.54696832
],
[
754.625838,
656.364253,
98.261585,
2188.997182,
12351.480729,
-10162.483547
],
[
0.30173,
0.262441,
0.039289,
0.125256,
0.193086,
0
],
[
823.403605,
823.403605,
823.403605,
823.403605,
823.403605,
823.403605
],
[
-90355,
-63089,
-104009,
-11049884,
-1042780,
-13064168
],
[
2.675345,
5.484842,
1.323146,
1.121602,
7.380141,
0.367433
],
[
77,
38,
39,
77,
38,
39
],
[
50,
28,
22,
50,
28,
22
],
[
27,
10,
17,
27,
10,
17
],
[
64.935065,
73.684211,
56.410256,
64.935065,
73.684211,
56.410256
],
[
1.444686,
1.958872,
1.022431,
0.605665,
2.635764,
0.283925
],
[
182243,
182243,
64296,
6263010,
6263010,
1449705
],
[
-90355,
-44805,
-90355,
-11003393,
-670351,
-11003393
],
[
60,
66,
55,
60,
66,
55
],
[
73,
63,
85,
73,
63,
85
],
[
38,
75,
16,
38,
75,
16
],
[
4692,
2540,
2152,
4692,
2540,
2152
],
[
62.572949,
522.072949,
62.572949,
62.572949,
522.072949,
62.572949
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-195967,
-144568,
-304562,
-160317,
755799,
-579366
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1547337600000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758116702771,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 123,
"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) |
|---|