| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 747434.5872 | 681906.4955 | 65528.0918 | 617892.8232 | 5420693.2687 | -4802800.4456 |
| Total P&L (%) | 747.4346 | 681.9065 | 65.5281 | 617.8928 | 5420.6933 | -4802.8004 |
| Avg Daily Profit (%) | 0.2989 | 0.2727 | 0.0262 | 0.0789 | 0.1605 | 0 |
| Buy And Hold Return (%) | 903.6889 | 903.6889 | 903.6889 | 903.6889 | 903.6889 | 903.6889 |
| Max Trade Drawdown | -132868 | -57603 | -137206 | -4436383 | -527789 | -5416363 |
| Profit Factor | 2.5795 | 6.2885 | 1.1903 | 1.0746 | 5.9718 | 0.3324 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
| Profitability (%) | 71.6216 | 75.6757 | 67.5676 | 71.6216 | 75.6757 | 67.5676 |
| Ratio Avg Win / Avg Loss | 1.0221 | 2.0213 | 0.5714 | 0.4258 | 1.9195 | 0.1596 |
| Largest Winning Trade | 170477 | 170477 | 58118 | 3069557 | 3069557 | 345689 |
| Largest Losing Trade | -90355 | -46616 | -90355 | -4436383 | -407436 | -4436383 |
| Avg Bars in Trades | 61 | 72 | 51 | 61 | 72 | 51 |
| Avg Bars in Winners | 68 | 66 | 70 | 68 | 66 | 70 |
| Avg Bars in Losers | 46 | 90 | 13 | 46 | 90 | 13 |
| Bars Traded | 4587 | 2671 | 1916 | 4587 | 2671 | 1916 |
| Profit Streak | 56.8835 | 516.3835 | 0 | 56.8835 | 516.3835 | 0 |
| Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -218222 | -143817 | -334177 | -458306 | 731282 | -578495 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1549929600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757625136482,
"expiration_time": 1764073296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 194,
"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": [
[
747434.587245054,
681906.4954566216,
65528.0917884327,
617892.823157463,
5420693.268723354,
-4802800.44556589
],
[
747.434587,
681.906495,
65.528092,
617.892823,
5420.693269,
-4802.800446
],
[
0.298914,
0.272708,
0.026206,
0.078861,
0.16054,
0
],
[
903.688933,
903.688933,
903.688933,
903.688933,
903.688933,
903.688933
],
[
-132868,
-57603,
-137206,
-4436383,
-527789,
-5416363
],
[
2.579507,
6.28848,
1.190342,
1.074584,
5.971755,
0.332413
],
[
74,
37,
37,
74,
37,
37
],
[
53,
28,
25,
53,
28,
25
],
[
21,
9,
12,
21,
9,
12
],
[
71.621622,
75.675676,
67.567568,
71.621622,
75.675676,
67.567568
],
[
1.022069,
2.021297,
0.571364,
0.425778,
1.919493,
0.159558
],
[
170477,
170477,
58118,
3069557,
3069557,
345689
],
[
-90355,
-46616,
-90355,
-4436383,
-407436,
-4436383
],
[
61,
72,
51,
61,
72,
51
],
[
68,
66,
70,
68,
66,
70
],
[
46,
90,
13,
46,
90,
13
],
[
4587,
2671,
1916,
4587,
2671,
1916
],
[
56.883524,
516.383524,
0,
56.883524,
516.383524,
0
],
[
1,
9,
0,
1,
9,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-218222,
-143817,
-334177,
-458306,
731282,
-578495
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1549929600000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757625136482,
"expiration_time": 1764073296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 194,
"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) |
|---|