| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 831900.2517 | 704243.0442 | 127657.2075 | 8547098.6322 | 22159995.3909 | -13612896.7586 |
| Total P&L (%) | 831.9003 | 704.243 | 127.6572 | 8547.0986 | 22159.9954 | -13612.8968 |
| Avg Daily Profit (%) | 0.3327 | 0.2816 | 0.0511 | 0.1785 | 0.2164 | 0 |
| Buy And Hold Return (%) | 734.1528 | 734.1528 | 734.1528 | 734.1528 | 734.1528 | 734.1528 |
| Max Trade Drawdown | -125361 | -86371 | -96461 | -20923647 | -3292686 | -19424957 |
| Profit Factor | 2.2494 | 3.1474 | 1.3778 | 1.2154 | 2.7829 | 0.5005 |
| Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Profitability (%) | 52.5714 | 52.8736 | 52.2727 | 52.5714 | 52.8736 | 52.2727 |
| Ratio Avg Win / Avg Loss | 2.0293 | 2.8053 | 1.258 | 1.0965 | 2.4804 | 0.457 |
| Largest Winning Trade | 176341 | 176341 | 62207 | 16299448 | 16299448 | 1359160 |
| Largest Losing Trade | -60423 | -42665 | -60423 | -15433723 | -2306208 | -15433723 |
| Avg Bars in Trades | 26 | 30 | 21 | 26 | 30 | 21 |
| Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
| Avg Bars in Losers | 15 | 22 | 8 | 15 | 22 | 8 |
| Bars Traded | 4577 | 2664 | 1913 | 4577 | 2664 | 1913 |
| Profit Streak | 60.0312 | 78.0312 | 60.0312 | 60.0312 | 78.0312 | 60.0312 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -108397 | -150418 | -289140 | 357316 | 507525 | -579964 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541332800000,
"first_datapoint_time": 1546084800000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757335498895,
"expiration_time": 1763814096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 53,
"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": [
[
831900.2517364589,
704243.0442261688,
127657.2075102894,
8547098.632215999,
22159995.390861865,
-13612896.75864587
],
[
831.900252,
704.243044,
127.657208,
8547.098632,
22159.995391,
-13612.896759
],
[
0.332694,
0.281641,
0.051053,
0.178516,
0.216406,
0
],
[
734.152783,
734.152783,
734.152783,
734.152783,
734.152783,
734.152783
],
[
-125361,
-86371,
-96461,
-20923647,
-3292686,
-19424957
],
[
2.249359,
3.147417,
1.377781,
1.215393,
2.782928,
0.500489
],
[
175,
87,
88,
175,
87,
88
],
[
92,
46,
46,
92,
46,
46
],
[
83,
41,
42,
83,
41,
42
],
[
52.571429,
52.873563,
52.272727,
52.571429,
52.873563,
52.272727
],
[
2.029313,
2.805307,
1.257974,
1.096496,
2.480436,
0.456968
],
[
176341,
176341,
62207,
16299448,
16299448,
1359160
],
[
-60423,
-42665,
-60423,
-15433723,
-2306208,
-15433723
],
[
26,
30,
21,
26,
30,
21
],
[
35,
37,
33,
35,
37,
33
],
[
15,
22,
8,
15,
22,
8
],
[
4577,
2664,
1913,
4577,
2664,
1913
],
[
60.031237,
78.031237,
60.031237,
60.031237,
78.031237,
60.031237
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108397,
-150418,
-289140,
357316,
507525,
-579964
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541332800000,
"first_datapoint_time": 1546084800000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757335498895,
"expiration_time": 1763814096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 53,
"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) |
|---|