| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 993874.4006 | 842069.273 | 151805.1276 | 17878437.0633 | 22250726.6962 | -4372289.6329 |
| Total P&L (%) | 993.8744 | 842.0693 | 151.8051 | 17878.4371 | 22250.7267 | -4372.2896 |
| Avg Daily Profit (%) | 0.3975 | 0.3368 | 0.0607 | 0.2078 | 0.2166 | 0 |
| Buy And Hold Return (%) | 704.9757 | 704.9757 | 704.9757 | 704.9757 | 704.9757 | 704.9757 |
| Max Trade Drawdown | -86737 | -58125 | -71330 | -11187760 | -4892837 | -10530630 |
| Profit Factor | 3.634 | 5.6115 | 1.7796 | 1.6268 | 2.7811 | 0.7272 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Profitability (%) | 50 | 54.2857 | 45.7143 | 50 | 54.2857 | 45.7143 |
| Ratio Avg Win / Avg Loss | 3.634 | 4.7255 | 2.1133 | 1.6268 | 2.342 | 0.8636 |
| Largest Winning Trade | 342193 | 342193 | 47611 | 10690976 | 10690976 | 2458210 |
| Largest Losing Trade | -71330 | -31912 | -71330 | -10072226 | -2202801 | -10072226 |
| Avg Bars in Trades | 68 | 71 | 65 | 68 | 71 | 65 |
| Avg Bars in Winners | 89 | 88 | 91 | 89 | 88 | 91 |
| Avg Bars in Losers | 46 | 50 | 43 | 46 | 50 | 43 |
| Bars Traded | 4785 | 2503 | 2282 | 4785 | 2503 | 2282 |
| Profit Streak | 166.5155 | 182.0155 | 166.5155 | 166.5155 | 182.0155 | 166.5155 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -119189 | -86310 | -275358 | -86238 | 540147 | -581874 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1546387200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932539871,
"expiration_time": 1765196496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 24,
"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": [
[
993874.4006361363,
842069.2730173885,
151805.1276187482,
17878437.063297227,
22250726.69624076,
-4372289.63294353
],
[
993.874401,
842.069273,
151.805128,
17878.437063,
22250.726696,
-4372.289633
],
[
0.39747,
0.33676,
0.06071,
0.207844,
0.216569,
0
],
[
704.975701,
704.975701,
704.975701,
704.975701,
704.975701,
704.975701
],
[
-86737,
-58125,
-71330,
-11187760,
-4892837,
-10530630
],
[
3.634017,
5.611534,
1.779599,
1.626814,
2.781075,
0.727241
],
[
70,
35,
35,
70,
35,
35
],
[
35,
19,
16,
35,
19,
16
],
[
35,
16,
19,
35,
16,
19
],
[
50,
54.285714,
45.714286,
50,
54.285714,
45.714286
],
[
3.634017,
4.725502,
2.113274,
1.626814,
2.341958,
0.863599
],
[
342193,
342193,
47611,
10690976,
10690976,
2458210
],
[
-71330,
-31912,
-71330,
-10072226,
-2202801,
-10072226
],
[
68,
71,
65,
68,
71,
65
],
[
89,
88,
91,
89,
88,
91
],
[
46,
50,
43,
46,
50,
43
],
[
4785,
2503,
2282,
4785,
2503,
2282
],
[
166.515508,
182.015508,
166.515508,
166.515508,
182.015508,
166.515508
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-119189,
-86310,
-275358,
-86238,
540147,
-581874
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1546387200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932539871,
"expiration_time": 1765196496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 24,
"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) |
|---|