| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1020901.9882 | 840070.8875 | 180831.1007 | 48908986.1416 | 108305050.8034 | -59396064.6618 |
| Total P&L (%) | 1020.902 | 840.0709 | 180.8311 | 48908.9861 | 108305.0508 | -59396.0647 |
| Avg Daily Profit (%) | 0.4082 | 0.3359 | 0.0723 | 0.248 | 0.2798 | 0 |
| Buy And Hold Return (%) | 855.5822 | 855.5822 | 855.5822 | 855.5822 | 855.5822 | 855.5822 |
| Max Trade Drawdown | -86913 | -67959 | -81920 | -88721570 | -11928490 | -83651414 |
| Profit Factor | 3.0479 | 3.91 | 1.8619 | 1.3445 | 3.2521 | 0.3673 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
| Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Profitability (%) | 64.1026 | 66.1017 | 62.069 | 64.1026 | 66.1017 | 62.069 |
| Ratio Avg Win / Avg Loss | 1.7068 | 2.0051 | 1.1378 | 0.7529 | 1.6678 | 0.2245 |
| Largest Winning Trade | 169261 | 169261 | 63763 | 78027344 | 78027344 | 4829627 |
| Largest Losing Trade | -60423 | -45380 | -60423 | -75001414 | -11928490 | -75001414 |
| Avg Bars in Trades | 40 | 50 | 29 | 40 | 50 | 29 |
| Avg Bars in Winners | 48 | 55 | 40 | 48 | 55 | 40 |
| Avg Bars in Losers | 25 | 40 | 12 | 25 | 40 | 12 |
| Bars Traded | 4713 | 2984 | 1729 | 4713 | 2984 | 1729 |
| Profit Streak | 73.52 | 83.52 | 0 | 73.52 | 83.52 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -87326 | -323618 | -437969 | 354012 | -159098 | -758991 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1548936000000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758500923861,
"expiration_time": 1764981792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 69,
"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": [
[
1020901.988241717,
840070.8875316014,
180831.1007101164,
48908986.141643435,
108305050.80341387,
-59396064.661770456
],
[
1020.901988,
840.070888,
180.831101,
48908.986142,
108305.050803,
-59396.064662
],
[
0.408198,
0.335894,
0.072304,
0.247991,
0.279817,
0
],
[
855.582155,
855.582155,
855.582155,
855.582155,
855.582155,
855.582155
],
[
-86913,
-67959,
-81920,
-88721570,
-11928490,
-83651414
],
[
3.047942,
3.909962,
1.861865,
1.344494,
3.25213,
0.367343
],
[
117,
59,
58,
117,
59,
58
],
[
75,
39,
36,
75,
39,
36
],
[
42,
20,
22,
42,
20,
22
],
[
64.102564,
66.101695,
62.068966,
64.102564,
66.101695,
62.068966
],
[
1.706847,
2.005109,
1.137807,
0.752916,
1.667759,
0.224487
],
[
169261,
169261,
63763,
78027344,
78027344,
4829627
],
[
-60423,
-45380,
-60423,
-75001414,
-11928490,
-75001414
],
[
40,
50,
29,
40,
50,
29
],
[
48,
55,
40,
48,
55,
40
],
[
25,
40,
12,
25,
40,
12
],
[
4713,
2984,
1729,
4713,
2984,
1729
],
[
73.519952,
83.519952,
0,
73.519952,
83.519952,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87326,
-323618,
-437969,
354012,
-159098,
-758991
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1548936000000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758500923861,
"expiration_time": 1764981792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 69,
"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) |
|---|