| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 827986.8557 | 712597.0292 | 115389.8264 | 5858271.2977 | 8837972.244 | -2979700.9463 |
| Total P&L (%) | 827.9869 | 712.597 | 115.3898 | 5858.2713 | 8837.9722 | -2979.7009 |
| Avg Daily Profit (%) | 0.3312 | 0.285 | 0.0462 | 0.1636 | 0.1799 | 0 |
| Buy And Hold Return (%) | 858.9646 | 858.9646 | 858.9646 | 858.9646 | 858.9646 | 858.9646 |
| Max Trade Drawdown | -84816 | -78553 | -92657 | -5618951 | -880011 | -5482600 |
| Profit Factor | 2.7669 | 4.2427 | 1.4637 | 1.6419 | 4.966 | 0.568 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 61.6162 | 61.2245 | 62 | 61.6162 | 61.2245 | 62 |
| Ratio Avg Win / Avg Loss | 1.7237 | 2.6871 | 0.8971 | 1.0228 | 3.1451 | 0.3482 |
| Largest Winning Trade | 178047 | 178047 | 63291 | 5142585 | 5142585 | 877587 |
| Largest Losing Trade | -74212 | -51081 | -74212 | -5366026 | -538687 | -5366026 |
| Avg Bars in Trades | 71 | 82 | 60 | 71 | 82 | 60 |
| Avg Bars in Winners | 74 | 77 | 70 | 74 | 77 | 70 |
| Avg Bars in Losers | 67 | 90 | 44 | 67 | 90 | 44 |
| Bars Traded | 7091 | 4052 | 3038 | 7091 | 4052 | 3038 |
| Profit Streak | 220.9695 | 287.3029 | 220.9695 | 220.9695 | 287.3029 | 220.9695 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148138 | -146874 | -474775 | 460975 | 667272 | -757920 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1548000000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758266168370,
"expiration_time": 1764720864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 201,
"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": [
[
827986.8556508407,
712597.0292349425,
115389.8264158982,
5858271.2977295825,
8837972.244031845,
-2979700.946302262
],
[
827.986856,
712.597029,
115.389826,
5858.271298,
8837.972244,
-2979.700946
],
[
0.331151,
0.285001,
0.04615,
0.163607,
0.179854,
0
],
[
858.964646,
858.964646,
858.964646,
858.964646,
858.964646,
858.964646
],
[
-84816,
-78553,
-92657,
-5618951,
-880011,
-5482600
],
[
2.766932,
4.242722,
1.463695,
1.641888,
4.966024,
0.568047
],
[
99,
49,
50,
99,
49,
50
],
[
61,
30,
31,
61,
30,
31
],
[
38,
19,
19,
38,
19,
19
],
[
61.616162,
61.22449,
62,
61.616162,
61.22449,
62
],
[
1.723662,
2.687057,
0.897103,
1.022815,
3.145149,
0.348158
],
[
178047,
178047,
63291,
5142585,
5142585,
877587
],
[
-74212,
-51081,
-74212,
-5366026,
-538687,
-5366026
],
[
71,
82,
60,
71,
82,
60
],
[
74,
77,
70,
74,
77,
70
],
[
67,
90,
44,
67,
90,
44
],
[
7091,
4052,
3038,
7091,
4052,
3038
],
[
220.969541,
287.302875,
220.969541,
220.969541,
287.302875,
220.969541
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148138,
-146874,
-474775,
460975,
667272,
-757920
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1548000000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758266168370,
"expiration_time": 1764720864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 201,
"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) |
|---|