| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 655562.8702 | 577306.8827 | 78255.9875 | 3051163.7304 | 5241390.1868 | -2190226.4563 |
| Total P&L (%) | 655.5629 | 577.3069 | 78.256 | 3051.1637 | 5241.3902 | -2190.2265 |
| Avg Daily Profit (%) | 0.2622 | 0.2309 | 0.0313 | 0.1381 | 0.1592 | 0 |
| Buy And Hold Return (%) | 743.2469 | 743.2469 | 743.2469 | 743.2469 | 743.2469 | 743.2469 |
| Max Trade Drawdown | -158011 | -76494 | -92155 | -2591552 | -519165 | -3479136 |
| Profit Factor | 2.7528 | 5.0432 | 1.3384 | 1.5513 | 5.6654 | 0.5035 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
| Profitability (%) | 65.6716 | 69.697 | 61.7647 | 65.6716 | 69.697 | 61.7647 |
| Ratio Avg Win / Avg Loss | 1.439 | 2.1927 | 0.8286 | 0.8109 | 2.4632 | 0.3117 |
| Largest Winning Trade | 166439 | 166439 | 49219 | 2642275 | 2642275 | 363139 |
| Largest Losing Trade | -61268 | -51563 | -61268 | -2591552 | -332903 | -2591552 |
| Avg Bars in Trades | 145 | 147 | 142 | 145 | 147 | 142 |
| Avg Bars in Winners | 128 | 110 | 148 | 128 | 110 | 148 |
| Avg Bars in Losers | 176 | 233 | 132 | 176 | 233 | 132 |
| Bars Traded | 9717 | 4864 | 4853 | 9717 | 4864 | 4853 |
| Profit Streak | 84.0389 | 134.2889 | 84.0389 | 84.0389 | 134.2889 | 84.0389 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -271073 | -146160 | -316134 | -128444 | 700587 | -578712 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542304800000,
"first_datapoint_time": 1546214400000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758329756711,
"expiration_time": 1764807048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 182,
"offset": 0,
"a": 0.69109
}
}
} {
"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": [
[
655562.87016899,
577306.8826923571,
78255.9874766327,
3051163.730420111,
5241390.186759197,
-2190226.4563390864
],
[
655.56287,
577.306883,
78.255987,
3051.16373,
5241.390187,
-2190.226456
],
[
0.262199,
0.2309,
0.031299,
0.138096,
0.159234,
0
],
[
743.246888,
743.246888,
743.246888,
743.246888,
743.246888,
743.246888
],
[
-158011,
-76494,
-92155,
-2591552,
-519165,
-3479136
],
[
2.752774,
5.043227,
1.338432,
1.551304,
5.665411,
0.503461
],
[
67,
33,
34,
67,
33,
34
],
[
44,
23,
21,
44,
23,
21
],
[
23,
10,
13,
23,
10,
13
],
[
65.671642,
69.69697,
61.764706,
65.671642,
69.69697,
61.764706
],
[
1.43895,
2.192707,
0.828553,
0.810909,
2.463222,
0.311667
],
[
166439,
166439,
49219,
2642275,
2642275,
363139
],
[
-61268,
-51563,
-61268,
-2591552,
-332903,
-2591552
],
[
145,
147,
142,
145,
147,
142
],
[
128,
110,
148,
128,
110,
148
],
[
176,
233,
132,
176,
233,
132
],
[
9717,
4864,
4853,
9717,
4864,
4853
],
[
84.038851,
134.288851,
84.038851,
84.038851,
134.288851,
84.038851
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-271073,
-146160,
-316134,
-128444,
700587,
-578712
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542304800000,
"first_datapoint_time": 1546214400000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758329756711,
"expiration_time": 1764807048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 182,
"offset": 0,
"a": 0.69109
}
}
}
| # | 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) |
|---|