| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 654895.4694 | 547248.8364 | 107646.6329 | 6168170.7022 | 6904971.6806 | -736800.9783 |
| Total P&L (%) | 654.8955 | 547.2488 | 107.6466 | 6168.1707 | 6904.9717 | -736.801 |
| Avg Daily Profit (%) | 0.2619 | 0.2189 | 0.0431 | 0.1656 | 0.1701 | 0 |
| Buy And Hold Return (%) | 939.3127 | 939.3127 | 939.3127 | 939.3127 | 939.3127 | 939.3127 |
| Max Trade Drawdown | -69290 | -61606 | -72379 | -3039804 | -613507 | -3655179 |
| Profit Factor | 2.9302 | 4.0787 | 1.6664 | 2.1167 | 5.8045 | 0.8197 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Profitability (%) | 65.8824 | 66.6667 | 65.1163 | 65.8824 | 66.6667 | 65.1163 |
| Ratio Avg Win / Avg Loss | 1.5175 | 2.0394 | 0.8927 | 1.0961 | 2.9023 | 0.4391 |
| Largest Winning Trade | 149419 | 149419 | 32233 | 3805161 | 3805161 | 616787 |
| Largest Losing Trade | -51098 | -51098 | -23206 | -1474004 | -505576 | -1474004 |
| Avg Bars in Trades | 53 | 90 | 16 | 53 | 90 | 16 |
| Avg Bars in Winners | 42 | 68 | 16 | 42 | 68 | 16 |
| Avg Bars in Losers | 74 | 135 | 17 | 74 | 135 | 17 |
| Bars Traded | 4535 | 3811 | 724 | 4535 | 3811 | 724 |
| Profit Streak | 114.6208 | 114.6208 | 243.1208 | 114.6208 | 114.6208 | 243.1208 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147626 | -147297 | -297140 | 516886 | 695836 | -577112 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1548763200000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757991236568,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 20,
"offset": 248,
"std": 3.05739
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 158,
"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": [
[
654895.4693795323,
547248.8364343571,
107646.632945175,
6168170.702234377,
6904971.68056017,
-736800.9783257943
],
[
654.895469,
547.248836,
107.646633,
6168.170702,
6904.971681,
-736.800978
],
[
0.261906,
0.218856,
0.04305,
0.165627,
0.170079,
0
],
[
939.312724,
939.312724,
939.312724,
939.312724,
939.312724,
939.312724
],
[
-69290,
-61606,
-72379,
-3039804,
-613507,
-3655179
],
[
2.930248,
4.078707,
1.666429,
2.116675,
5.804533,
0.819699
],
[
85,
42,
43,
85,
42,
43
],
[
56,
28,
28,
56,
28,
28
],
[
29,
14,
15,
29,
14,
15
],
[
65.882353,
66.666667,
65.116279,
65.882353,
66.666667,
65.116279
],
[
1.51745,
2.039353,
0.89273,
1.096135,
2.902266,
0.439125
],
[
149419,
149419,
32233,
3805161,
3805161,
616787
],
[
-51098,
-51098,
-23206,
-1474004,
-505576,
-1474004
],
[
53,
90,
16,
53,
90,
16
],
[
42,
68,
16,
42,
68,
16
],
[
74,
135,
17,
74,
135,
17
],
[
4535,
3811,
724,
4535,
3811,
724
],
[
114.620793,
114.620794,
243.120794,
114.620794,
114.620794,
243.120794
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147626,
-147297,
-297140,
516886,
695836,
-577112
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1548763200000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757991236568,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 20,
"offset": 248,
"std": 3.05739
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 158,
"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) |
|---|