| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 109995.0854 | 77720.0283 | 32275.0571 | 136868.2018 | 88223.8861 | 48644.3157 |
| Total P&L (%) | 109.9951 | 77.72 | 32.2751 | 136.8682 | 88.2239 | 48.6443 |
| Avg Daily Profit (%) | 0.4224 | 0.2984 | 0.1239 | 0.3317 | 0.2432 | 0.1523 |
| Buy And Hold Return (%) | 31.7893 | 31.7893 | 31.7893 | 31.7893 | 31.7893 | 31.7893 |
| Max Trade Drawdown | -29641 | -31856 | -4795 | -51980 | -55140 | -10146 |
| Profit Factor | 1.637 | 1.529 | 2.2523 | 1.4627 | 1.3476 | 2.1588 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 60.1504 | 54.5455 | 65.6716 | 60.1504 | 54.5455 | 65.6716 |
| Ratio Avg Win / Avg Loss | 1.0845 | 1.2742 | 1.1773 | 0.9691 | 1.123 | 1.1285 |
| Largest Winning Trade | 34187 | 34187 | 6227 | 61303 | 61303 | 9094 |
| Largest Losing Trade | -19952 | -19952 | -3244 | -36384 | -36384 | -4929 |
| Avg Bars in Trades | 180 | 350 | 12 | 180 | 350 | 12 |
| Avg Bars in Winners | 120 | 254 | 11 | 120 | 254 | 11 |
| Avg Bars in Losers | 269 | 465 | 14 | 269 | 465 | 14 |
| Bars Traded | 23972 | 23139 | 833 | 23972 | 23139 | 833 |
| Profit Streak | 8.5703 | 8.5703 | 38.0703 | 8.5703 | 8.5703 | 38.0703 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382807 | -118293 | -299329 | 289183 | -119262 | -113733 |
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735051500000,
"first_datapoint_time": 1735144200000,
"last_datapoint_time": 1757550600000,
"evaluation_time": 1757551277403,
"expiration_time": 1764030600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 34,
"offset": 0,
"std": 4.96099
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 104,
"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": [
[
109995.0854451064,
77720.0283348679,
32275.0571102386,
136868.2017890645,
88223.8861351294,
48644.3156539351
],
[
109.995085,
77.720028,
32.275057,
136.868202,
88.223886,
48.644316
],
[
0.422376,
0.298441,
0.123935,
0.331681,
0.243157,
0.152326
],
[
31.789278,
31.789278,
31.789278,
31.789278,
31.789278,
31.789278
],
[
-29641,
-31856,
-4795,
-51980,
-55140,
-10146
],
[
1.636989,
1.529045,
2.252257,
1.462734,
1.347607,
2.158802
],
[
133,
66,
67,
133,
66,
67
],
[
80,
36,
44,
80,
36,
44
],
[
53,
30,
23,
53,
30,
23
],
[
60.150376,
54.545455,
65.671642,
60.150376,
54.545455,
65.671642
],
[
1.084505,
1.274204,
1.177316,
0.969061,
1.123006,
1.128464
],
[
34187,
34187,
6227,
61303,
61303,
9094
],
[
-19952,
-19952,
-3244,
-36384,
-36384,
-4929
],
[
180,
350,
12,
180,
350,
12
],
[
120,
254,
11,
120,
254,
11
],
[
269,
465,
14,
269,
465,
14
],
[
23972,
23139,
833,
23972,
23139,
833
],
[
8.57034,
8.57034,
38.07034,
8.57034,
8.57034,
38.07034
],
[
3,
1,
6,
3,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382807,
-118293,
-299329,
289183,
-119262,
-113733
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735051500000,
"first_datapoint_time": 1735144200000,
"last_datapoint_time": 1757550600000,
"evaluation_time": 1757551277403,
"expiration_time": 1764030600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 34,
"offset": 0,
"std": 4.96099
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 104,
"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) |
|---|