| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 959189.6602 | 831747.0831 | 127442.5771 | 12806327.3873 | 11338572.227 | 1467755.1603 |
| Total P&L (%) | 959.1897 | 831.7471 | 127.4426 | 12806.3274 | 11338.5722 | 1467.7552 |
| Avg Daily Profit (%) | 0.3835 | 0.3326 | 0.051 | 0.1945 | 0.1897 | 0.1101 |
| Buy And Hold Return (%) | 798.7627 | 798.7627 | 798.7627 | 798.7627 | 798.7627 | 798.7627 |
| Max Trade Drawdown | -140813 | -108778 | -39725 | -3189363 | -2535932 | -1155750 |
| Profit Factor | 3.9989 | 5.0824 | 2.0977 | 2.8754 | 3.7013 | 1.5578 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 55.3846 | 53.125 | 57.5758 | 55.3846 | 53.125 | 57.5758 |
| Ratio Avg Win / Avg Loss | 3.2214 | 4.4844 | 1.5457 | 2.3163 | 3.2659 | 1.1479 |
| Largest Winning Trade | 372810 | 372810 | 44173 | 8966647 | 8966647 | 831453 |
| Largest Losing Trade | -39883 | -39883 | -36381 | -1076820 | -888354 | -1076820 |
| Avg Bars in Trades | 71 | 128 | 15 | 71 | 128 | 15 |
| Avg Bars in Winners | 60 | 110 | 16 | 60 | 110 | 16 |
| Avg Bars in Losers | 83 | 149 | 13 | 83 | 149 | 13 |
| Bars Traded | 4625 | 4126 | 499 | 4625 | 4126 | 499 |
| Profit Streak | 213.0861 | 222.0861 | 213.0861 | 213.0861 | 222.0861 | 213.0861 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -220544 | -134557 | -284442 | -120437 | 581004 | -49684 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758506634997,
"expiration_time": 1764981792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 28,
"offset": 0,
"std": 1.22641
}
}
}
{
"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": [
[
959189.6601768853,
831747.0830913155,
127442.5770855701,
12806327.387345683,
11338572.227005381,
1467755.1603403038
],
[
959.18966,
831.747083,
127.442577,
12806.327387,
11338.572227,
1467.75516
],
[
0.383522,
0.332566,
0.050957,
0.194523,
0.189687,
0.110106
],
[
798.762689,
798.762689,
798.762689,
798.762689,
798.762689,
798.762689
],
[
-140813,
-108778,
-39725,
-3189363,
-2535932,
-1155750
],
[
3.99893,
5.082351,
2.097679,
2.875376,
3.701313,
1.557819
],
[
65,
32,
33,
65,
32,
33
],
[
36,
17,
19,
36,
17,
19
],
[
29,
15,
14,
29,
15,
14
],
[
55.384615,
53.125,
57.575758,
55.384615,
53.125,
57.575758
],
[
3.22136,
4.484428,
1.545659,
2.316275,
3.265864,
1.147867
],
[
372810,
372810,
44173,
8966647,
8966647,
831453
],
[
-39883,
-39883,
-36381,
-1076820,
-888354,
-1076820
],
[
71,
128,
15,
71,
128,
15
],
[
60,
110,
16,
60,
110,
16
],
[
83,
149,
13,
83,
149,
13
],
[
4625,
4126,
499,
4625,
4126,
499
],
[
213.086053,
222.086053,
213.086053,
213.086053,
222.086053,
213.086053
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-220544,
-134557,
-284442,
-120437,
581004,
-49684
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758506634997,
"expiration_time": 1764981792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 28,
"offset": 0,
"std": 1.22641
}
}
}
| # | 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) |
|---|