| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 858378.3139 | 710507.7651 | 147870.5488 | 19107747.6556 | 21003113.3747 | -1895365.7191 |
| Total P&L (%) | 858.3783 | 710.5078 | 147.8705 | 19107.7477 | 21003.1134 | -1895.3657 |
| Avg Daily Profit (%) | 0.3434 | 0.2842 | 0.0591 | 0.2105 | 0.2143 | 0 |
| Buy And Hold Return (%) | 760.6875 | 760.6875 | 760.6875 | 760.6875 | 760.6875 | 760.6875 |
| Max Trade Drawdown | -123398 | -94612 | -56209 | -7826798 | -3309977 | -8759894 |
| Profit Factor | 2.8706 | 3.8568 | 1.7036 | 1.8273 | 2.939 | 0.8455 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Profitability (%) | 59.7701 | 65.1163 | 54.5455 | 59.7701 | 65.1163 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.9321 | 2.0662 | 1.4196 | 1.2299 | 1.5745 | 0.7046 |
| Largest Winning Trade | 189706 | 189706 | 49234 | 11792556 | 11792556 | 3296384 |
| Largest Losing Trade | -50841 | -50841 | -33472 | -3483977 | -2707402 | -3483977 |
| Avg Bars in Trades | 107 | 131 | 83 | 107 | 131 | 83 |
| Avg Bars in Winners | 104 | 111 | 97 | 104 | 111 | 97 |
| Avg Bars in Losers | 110 | 168 | 67 | 110 | 168 | 67 |
| Bars Traded | 9321 | 5638 | 3683 | 9321 | 5638 | 3683 |
| Profit Streak | 103.5654 | 140.8154 | 103.5654 | 103.5654 | 140.8154 | 103.5654 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -108623 | -147482 | -276394 | 465859 | 588736 | -579569 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542520800000,
"first_datapoint_time": 1547877600000,
"last_datapoint_time": 1758520800000,
"evaluation_time": 1758526447748,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 81,
"offset": 0,
"std": 4.78971
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 249,
"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": [
[
858378.31389476,
710507.7651241167,
147870.5487706434,
19107747.65559568,
21003113.374719985,
-1895365.7191243088
],
[
858.378314,
710.507765,
147.870549,
19107.747656,
21003.113375,
-1895.365719
],
[
0.343351,
0.284203,
0.059148,
0.210537,
0.21431,
0
],
[
760.687548,
760.687548,
760.687548,
760.687548,
760.687548,
760.687548
],
[
-123398,
-94612,
-56209,
-7826798,
-3309977,
-8759894
],
[
2.870598,
3.856829,
1.703562,
1.827283,
2.938975,
0.845465
],
[
87,
43,
44,
87,
43,
44
],
[
52,
28,
24,
52,
28,
24
],
[
35,
15,
20,
35,
15,
20
],
[
59.770115,
65.116279,
54.545455,
59.770115,
65.116279,
54.545455
],
[
1.932133,
2.066158,
1.419635,
1.229902,
1.574451,
0.704554
],
[
189706,
189706,
49234,
11792556,
11792556,
3296384
],
[
-50841,
-50841,
-33472,
-3483977,
-2707402,
-3483977
],
[
107,
131,
83,
107,
131,
83
],
[
104,
111,
97,
104,
111,
97
],
[
110,
168,
67,
110,
168,
67
],
[
9321,
5638,
3683,
9321,
5638,
3683
],
[
103.565367,
140.815367,
103.565367,
103.565367,
140.815367,
103.565367
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108623,
-147482,
-276394,
465859,
588736,
-579569
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542520800000,
"first_datapoint_time": 1547877600000,
"last_datapoint_time": 1758520800000,
"evaluation_time": 1758526447748,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 81,
"offset": 0,
"std": 4.78971
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 249,
"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) |
|---|