| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1091557.4066 | 913289.6857 | 178267.7209 | 19813139.9985 | 19007979.0456 | 805160.9529 |
| Total P&L (%) | 1091.5574 | 913.2897 | 178.2677 | 19813.14 | 19007.979 | 805.161 |
| Avg Daily Profit (%) | 0.4365 | 0.3652 | 0.0713 | 0.2119 | 0.2103 | 0.0881 |
| Buy And Hold Return (%) | 910.1881 | 910.1881 | 910.1881 | 910.1881 | 910.1881 | 910.1881 |
| Max Trade Drawdown | -107431 | -84077 | -84304 | -4764522 | -3653796 | -3422308 |
| Profit Factor | 4.2139 | 7.1945 | 1.9275 | 2.7752 | 5.2557 | 1.1203 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
| Profitability (%) | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 |
| Ratio Avg Win / Avg Loss | 1.8963 | 3.2375 | 0.8674 | 1.2488 | 2.3651 | 0.5041 |
| Largest Winning Trade | 387989 | 387989 | 62249 | 8079501 | 8079501 | 1561812 |
| Largest Losing Trade | -70543 | -51143 | -70543 | -2894212 | -1958846 | -2894212 |
| Avg Bars in Trades | 77 | 89 | 64 | 77 | 89 | 64 |
| Avg Bars in Winners | 86 | 94 | 79 | 86 | 94 | 79 |
| Avg Bars in Losers | 56 | 80 | 32 | 56 | 80 | 32 |
| Bars Traded | 4488 | 2604 | 1884 | 4488 | 2604 | 1884 |
| Profit Streak | 672.6209 | 672.6209 | 682.6209 | 672.6209 | 672.6209 | 682.6209 |
| Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -262103 | -142971 | -258877 | -163272 | 715516 | -326777 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1549022400000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758164045449,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 160,
"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": [
[
1091557.406591193,
913289.6857080788,
178267.7208831143,
19813139.99852919,
19007979.045637418,
805160.9528917712
],
[
1091.557407,
913.289686,
178.267721,
19813.139999,
19007.979046,
805.160953
],
[
0.436536,
0.365243,
0.071293,
0.211941,
0.210286,
0.088139
],
[
910.188088,
910.188088,
910.188088,
910.188088,
910.188088,
910.188088
],
[
-107431,
-84077,
-84304,
-4764522,
-3653796,
-3422308
],
[
4.21394,
7.194468,
1.927532,
2.77521,
5.255735,
1.120271
],
[
58,
29,
29,
58,
29,
29
],
[
40,
20,
20,
40,
20,
20
],
[
18,
9,
9,
18,
9,
9
],
[
68.965517,
68.965517,
68.965517,
68.965517,
68.965517,
68.965517
],
[
1.896273,
3.237511,
0.867389,
1.248844,
2.365081,
0.504122
],
[
387989,
387989,
62249,
8079501,
8079501,
1561812
],
[
-70543,
-51143,
-70543,
-2894212,
-1958846,
-2894212
],
[
77,
89,
64,
77,
89,
64
],
[
86,
94,
79,
86,
94,
79
],
[
56,
80,
32,
56,
80,
32
],
[
4488,
2604,
1884,
4488,
2604,
1884
],
[
672.620896,
672.620896,
682.620896,
672.620896,
672.620896,
682.620896
],
[
10,
5,
5,
10,
5,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-262103,
-142971,
-258877,
-163272,
715516,
-326777
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1549022400000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758164045449,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 160,
"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) |
|---|