| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1003932.2236 | 861054.1174 | 142878.1062 | 16493437.964 | 18833843.5847 | -2340405.6207 |
| Total P&L (%) | 1003.9322 | 861.0541 | 142.8781 | 16493.438 | 18833.8436 | -2340.4056 |
| Avg Daily Profit (%) | 0.4014 | 0.3443 | 0.0571 | 0.2046 | 0.2099 | 0 |
| Buy And Hold Return (%) | 816.5145 | 816.5145 | 816.5145 | 816.5145 | 816.5145 | 816.5145 |
| Max Trade Drawdown | -74843 | -68100 | -86969 | -2899998 | -2004175 | -3273906 |
| Profit Factor | 3.5739 | 6.8021 | 1.5913 | 2.2425 | 4.8794 | 0.722 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
| Profitability (%) | 54.1667 | 47.9167 | 60.4167 | 54.1667 | 47.9167 | 60.4167 |
| Ratio Avg Win / Avg Loss | 3.024 | 7.3936 | 1.0426 | 1.8975 | 5.3037 | 0.4731 |
| Largest Winning Trade | 375829 | 375829 | 60781 | 12985736 | 12985736 | 779085 |
| Largest Losing Trade | -74788 | -25673 | -74788 | -2323238 | -1064563 | -2323238 |
| Avg Bars in Trades | 71 | 80 | 63 | 71 | 80 | 63 |
| Avg Bars in Winners | 94 | 112 | 80 | 94 | 112 | 80 |
| Avg Bars in Losers | 44 | 50 | 35 | 44 | 50 | 35 |
| Bars Traded | 6866 | 3840 | 3026 | 6866 | 3840 | 3026 |
| Profit Streak | 50.3609 | 154.3609 | 0 | 50.3609 | 154.3609 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -76498 | -130377 | -279110 | 493405 | 592541 | -579338 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549728000000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758645581224,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 78,
"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": [
[
1003932.2235517022,
861054.1173681021,
142878.1061835998,
16493437.963956933,
18833843.58466142,
-2340405.620704485
],
[
1003.932224,
861.054117,
142.878106,
16493.437964,
18833.843585,
-2340.405621
],
[
0.401412,
0.344284,
0.057128,
0.204591,
0.209878,
0
],
[
816.514496,
816.514496,
816.514496,
816.514496,
816.514496,
816.514496
],
[
-74843,
-68100,
-86969,
-2899998,
-2004175,
-3273906
],
[
3.573855,
6.802096,
1.59127,
2.242482,
4.879387,
0.722033
],
[
96,
48,
48,
96,
48,
48
],
[
52,
23,
29,
52,
23,
29
],
[
44,
25,
19,
44,
25,
19
],
[
54.166667,
47.916667,
60.416667,
54.166667,
47.916667,
60.416667
],
[
3.024031,
7.393583,
1.042556,
1.897485,
5.303682,
0.473056
],
[
375829,
375829,
60781,
12985736,
12985736,
779085
],
[
-74788,
-25673,
-74788,
-2323238,
-1064563,
-2323238
],
[
71,
80,
63,
71,
80,
63
],
[
94,
112,
80,
94,
112,
80
],
[
44,
50,
35,
44,
50,
35
],
[
6866,
3840,
3026,
6866,
3840,
3026
],
[
50.360894,
154.360894,
0,
50.360894,
154.360894,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-76498,
-130377,
-279110,
493405,
592541,
-579338
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549728000000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758645581224,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 78,
"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) |
|---|