| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 903869.3505 | 779474.1523 | 124395.1982 | 10153526.2959 | 14355045.4829 | -4201519.187 |
| Total P&L (%) | 903.8694 | 779.4742 | 124.3952 | 10153.5263 | 14355.0455 | -4201.5192 |
| Avg Daily Profit (%) | 0.3615 | 0.3117 | 0.0498 | 0.1854 | 0.1991 | 0 |
| Buy And Hold Return (%) | 905.7166 | 905.7166 | 905.7166 | 905.7166 | 905.7166 | 905.7166 |
| Max Trade Drawdown | -74110 | -64225 | -67047 | -10531809 | -5376135 | -6832990 |
| Profit Factor | 2.2417 | 3.0315 | 1.3614 | 1.3765 | 2.0302 | 0.6777 |
| Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Winning Trades | 109 | 56 | 53 | 109 | 56 | 53 |
| Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
| Profitability (%) | 46.7811 | 47.8632 | 45.6897 | 46.7811 | 47.8632 | 45.6897 |
| Ratio Avg Win / Avg Loss | 2.5502 | 3.3022 | 1.6182 | 1.5659 | 2.2114 | 0.8055 |
| Largest Winning Trade | 372762 | 372762 | 46487 | 14425366 | 14425366 | 1170452 |
| Largest Losing Trade | -25181 | -25181 | -23213 | -3744318 | -3397120 | -3744318 |
| Avg Bars in Trades | 31 | 34 | 27 | 31 | 34 | 27 |
| Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
| Avg Bars in Losers | 20 | 26 | 15 | 20 | 26 | 15 |
| Bars Traded | 7236 | 4069 | 3166 | 7236 | 4069 | 3166 |
| Profit Streak | 71.7862 | 82.1195 | 0 | 71.7862 | 82.1195 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151567 | -151510 | -292322 | 363617 | 409404 | -582422 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541664000000,
"first_datapoint_time": 1544572800000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757674324851,
"expiration_time": 1764144864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 28,
"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": [
[
903869.3504794152,
779474.1523257145,
124395.1981537013,
10153526.295876803,
14355045.482881833,
-4201519.18700503
],
[
903.86935,
779.474152,
124.395198,
10153.526296,
14355.045483,
-4201.519187
],
[
0.3615,
0.311749,
0.049752,
0.185355,
0.199117,
0
],
[
905.716552,
905.716552,
905.716552,
905.716552,
905.716552,
905.716552
],
[
-74110,
-64225,
-67047,
-10531809,
-5376135,
-6832990
],
[
2.241714,
3.031531,
1.361369,
1.376487,
2.03015,
0.677654
],
[
233,
117,
116,
233,
117,
116
],
[
109,
56,
53,
109,
56,
53
],
[
124,
61,
63,
124,
61,
63
],
[
46.781116,
47.863248,
45.689655,
46.781116,
47.863248,
45.689655
],
[
2.550207,
3.302204,
1.618232,
1.565912,
2.211414,
0.805513
],
[
372762,
372762,
46487,
14425366,
14425366,
1170452
],
[
-25181,
-25181,
-23213,
-3744318,
-3397120,
-3744318
],
[
31,
34,
27,
31,
34,
27
],
[
42,
44,
41,
42,
44,
41
],
[
20,
26,
15,
20,
26,
15
],
[
7236,
4069,
3166,
7236,
4069,
3166
],
[
71.786167,
82.1195,
0,
71.786167,
82.119501,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151567,
-151510,
-292322,
363617,
409404,
-582422
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541664000000,
"first_datapoint_time": 1544572800000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757674324851,
"expiration_time": 1764144864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 28,
"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) |
|---|