| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 880179.5849 | 737257.3779 | 142922.2071 | 11470158.0108 | 23723301.7304 | -12253143.7196 |
| Total P&L (%) | 880.1796 | 737.2574 | 142.9222 | 11470.158 | 23723.3017 | -12253.1437 |
| Avg Daily Profit (%) | 0.352 | 0.2949 | 0.0572 | 0.1902 | 0.2191 | 0 |
| Buy And Hold Return (%) | 802.8686 | 802.8686 | 802.8686 | 802.8686 | 802.8686 | 802.8686 |
| Max Trade Drawdown | -84431 | -77921 | -73122 | -18853107 | -2236613 | -18054390 |
| Profit Factor | 3.1288 | 4.9602 | 1.6288 | 1.4214 | 4.9614 | 0.4228 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
| Losing Trades | 28 | 11 | 17 | 28 | 11 | 17 |
| Profitability (%) | 63.6364 | 71.0526 | 56.4103 | 63.6364 | 71.0526 | 56.4103 |
| Ratio Avg Win / Avg Loss | 1.7879 | 2.0208 | 1.2586 | 0.8122 | 2.0213 | 0.3267 |
| Largest Winning Trade | 163561 | 163561 | 59237 | 15391531 | 15391531 | 1923175 |
| Largest Losing Trade | -72794 | -50491 | -72794 | -18054204 | -1625694 | -18054204 |
| Avg Bars in Trades | 92 | 106 | 78 | 92 | 106 | 78 |
| Avg Bars in Winners | 100 | 94 | 108 | 100 | 94 | 108 |
| Avg Bars in Losers | 76 | 136 | 38 | 76 | 136 | 38 |
| Bars Traded | 7090 | 4048 | 3042 | 7090 | 4048 | 3042 |
| Profit Streak | 100.9569 | 138.2902 | 100.9569 | 100.9569 | 138.2902 | 100.9569 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -163778 | -145851 | -278984 | -36160 | 694090 | -579366 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548230400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758581873991,
"expiration_time": 1765037664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 197,
"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": [
[
880179.5849394797,
737257.3778740175,
142922.2070654624,
11470158.010809813,
23723301.730436206,
-12253143.719626397
],
[
880.179585,
737.257378,
142.922207,
11470.158011,
23723.30173,
-12253.14372
],
[
0.352025,
0.294864,
0.057161,
0.190196,
0.219141,
0
],
[
802.868566,
802.868566,
802.868566,
802.868566,
802.868566,
802.868566
],
[
-84431,
-77921,
-73122,
-18853107,
-2236613,
-18054390
],
[
3.128754,
4.960237,
1.628763,
1.421414,
4.96141,
0.422828
],
[
77,
38,
39,
77,
38,
39
],
[
49,
27,
22,
49,
27,
22
],
[
28,
11,
17,
28,
11,
17
],
[
63.636364,
71.052632,
56.410256,
63.636364,
71.052632,
56.410256
],
[
1.787859,
2.020837,
1.25859,
0.812237,
2.021315,
0.326731
],
[
163561,
163561,
59237,
15391531,
15391531,
1923175
],
[
-72794,
-50491,
-72794,
-18054204,
-1625694,
-18054204
],
[
92,
106,
78,
92,
106,
78
],
[
100,
94,
108,
100,
94,
108
],
[
76,
136,
38,
76,
136,
38
],
[
7090,
4048,
3042,
7090,
4048,
3042
],
[
100.956875,
138.290208,
100.956875,
100.956875,
138.290208,
100.956875
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163778,
-145851,
-278984,
-36160,
694090,
-579366
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548230400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758581873991,
"expiration_time": 1765037664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 197,
"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) |
|---|