| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1070207.6316 | 873787.5562 | 196420.0754 | 59460815.7339 | 54552669.3936 | 4908146.3403 |
| Total P&L (%) | 1070.2076 | 873.7876 | 196.4201 | 59460.8157 | 54552.6694 | 4908.1463 |
| Avg Daily Profit (%) | 0.428 | 0.3494 | 0.0785 | 0.2558 | 0.2524 | 0.1566 |
| Buy And Hold Return (%) | 833.721 | 833.721 | 833.721 | 833.721 | 833.721 | 833.721 |
| Max Trade Drawdown | -93133 | -88421 | -34886 | -10096749 | -5600029 | -4496720 |
| Profit Factor | 4.0599 | 5.4025 | 2.2984 | 3.5434 | 4.8786 | 1.527 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 58.8235 | 59.5238 | 58.1395 | 58.8235 | 59.5238 | 58.1395 |
| Ratio Avg Win / Avg Loss | 2.8419 | 3.6737 | 1.6549 | 2.4804 | 3.3175 | 1.0994 |
| Largest Winning Trade | 343997 | 343997 | 58603 | 38689379 | 38689379 | 4650836 |
| Largest Losing Trade | -31870 | -31870 | -20894 | -5600029 | -5600029 | -3127581 |
| Avg Bars in Trades | 83 | 101 | 66 | 83 | 101 | 66 |
| Avg Bars in Winners | 95 | 106 | 84 | 95 | 106 | 84 |
| Avg Bars in Losers | 67 | 93 | 42 | 67 | 93 | 42 |
| Bars Traded | 7116 | 4249 | 2867 | 7116 | 4249 | 2867 |
| Profit Streak | 98.0141 | 133.0141 | 98.0141 | 98.0141 | 133.0141 | 98.0141 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58109 | -131575 | -247812 | 632567 | 649366 | 362231 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758039620758,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 88,
"offset": 0,
"std": 1.89915
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 183,
"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": [
[
1070207.6316089276,
873787.5562190155,
196420.0753899123,
59460815.73388864,
54552669.39359483,
4908146.340293805
],
[
1070.207632,
873.787556,
196.420075,
59460.815734,
54552.669394,
4908.14634
],
[
0.427968,
0.349421,
0.078547,
0.255842,
0.252394,
0.156627
],
[
833.721038,
833.721038,
833.721038,
833.721038,
833.721038,
833.721038
],
[
-93133,
-88421,
-34886,
-10096749,
-5600029,
-4496720
],
[
4.059907,
5.40247,
2.298431,
3.543438,
4.878638,
1.527008
],
[
85,
42,
43,
85,
42,
43
],
[
50,
25,
25,
50,
25,
25
],
[
35,
17,
18,
35,
17,
18
],
[
58.823529,
59.52381,
58.139535,
58.823529,
59.52381,
58.139535
],
[
2.841935,
3.673679,
1.65487,
2.480407,
3.317474,
1.099446
],
[
343997,
343997,
58603,
38689379,
38689379,
4650836
],
[
-31870,
-31870,
-20894,
-5600029,
-5600029,
-3127581
],
[
83,
101,
66,
83,
101,
66
],
[
95,
106,
84,
95,
106,
84
],
[
67,
93,
42,
67,
93,
42
],
[
7116,
4249,
2867,
7116,
4249,
2867
],
[
98.014129,
133.014129,
98.014129,
98.014129,
133.014129,
98.014129
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58109,
-131575,
-247812,
632567,
649366,
362231
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758039620758,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 88,
"offset": 0,
"std": 1.89915
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 183,
"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) |
|---|