| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 864548.3634 | 709641.0287 | 154907.3348 | 13760307.0414 | 20840878.5973 | -7080571.5558 |
| Total P&L (%) | 864.5484 | 709.641 | 154.9073 | 13760.307 | 20840.8786 | -7080.5716 |
| Avg Daily Profit (%) | 0.3455 | 0.2836 | 0.0619 | 0.1973 | 0.2138 | 0 |
| Buy And Hold Return (%) | 876.7785 | 876.7785 | 876.7785 | 876.7785 | 876.7785 | 876.7785 |
| Max Trade Drawdown | -65033 | -68598 | -68281 | -11970064 | -2153124 | -12573173 |
| Profit Factor | 3.3206 | 5.4997 | 1.721 | 1.7183 | 6.107 | 0.5303 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Profitability (%) | 64.9351 | 68.4211 | 61.5385 | 64.9351 | 68.4211 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.7931 | 2.5383 | 1.0756 | 0.9279 | 2.8186 | 0.3315 |
| Largest Winning Trade | 162727 | 162727 | 65653 | 11532593 | 11532593 | 1677706 |
| Largest Losing Trade | -64287 | -46557 | -64287 | -11970064 | -1273810 | -11970064 |
| Avg Bars in Trades | 59 | 69 | 50 | 59 | 69 | 50 |
| Avg Bars in Winners | 72 | 71 | 73 | 72 | 71 | 73 |
| Avg Bars in Losers | 36 | 65 | 12 | 36 | 65 | 12 |
| Bars Traded | 4595 | 2637 | 1958 | 4595 | 2637 | 1958 |
| Profit Streak | 134.239 | 134.239 | 134.739 | 134.239 | 134.239 | 134.739 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -192860 | -145894 | -271406 | -34219 | 707548 | -578301 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1548806400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758692646475,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 127,
"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": [
[
864548.3634413879,
709641.0286542157,
154907.3347871725,
13760307.041437197,
20840878.597284783,
-7080571.555847591
],
[
864.548363,
709.641029,
154.907335,
13760.307041,
20840.878597,
-7080.571556
],
[
0.345543,
0.28363,
0.061913,
0.197301,
0.213829,
0
],
[
876.778537,
876.778537,
876.778537,
876.778537,
876.778537,
876.778537
],
[
-65033,
-68598,
-68281,
-11970064,
-2153124,
-12573173
],
[
3.320575,
5.499667,
1.721008,
1.718305,
6.107029,
0.530335
],
[
77,
38,
39,
77,
38,
39
],
[
50,
26,
24,
50,
26,
24
],
[
27,
12,
15,
27,
12,
15
],
[
64.935065,
68.421053,
61.538462,
64.935065,
68.421053,
61.538462
],
[
1.79311,
2.538308,
1.07563,
0.927885,
2.818629,
0.33146
],
[
162727,
162727,
65653,
11532593,
11532593,
1677706
],
[
-64287,
-46557,
-64287,
-11970064,
-1273810,
-11970064
],
[
59,
69,
50,
59,
69,
50
],
[
72,
71,
73,
72,
71,
73
],
[
36,
65,
12,
36,
65,
12
],
[
4595,
2637,
1958,
4595,
2637,
1958
],
[
134.238964,
134.238964,
134.738964,
134.238964,
134.238964,
134.738964
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-192860,
-145894,
-271406,
-34219,
707548,
-578301
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1548806400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758692646475,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 127,
"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) |
|---|