| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 912562.7179 | 809046.5447 | 103516.1732 | 8373940.0704 | 12320687.8799 | -3946747.8095 |
| Total P&L (%) | 912.5627 | 809.0465 | 103.5162 | 8373.9401 | 12320.6879 | -3946.7478 |
| Avg Daily Profit (%) | 0.4382 | 0.3885 | 0.0497 | 0.2134 | 0.2318 | 0 |
| Buy And Hold Return (%) | 1173.8446 | 1173.8446 | 1173.8446 | 1173.8446 | 1173.8446 | 1173.8446 |
| Max Trade Drawdown | -84677 | -41874 | -92150 | -6643841 | -2850482 | -8720680 |
| Profit Factor | 2.6508 | 4.1615 | 1.3487 | 1.3303 | 2.2306 | 0.7427 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
| Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Profitability (%) | 52.4823 | 51.4286 | 53.5211 | 52.4823 | 51.4286 | 53.5211 |
| Ratio Avg Win / Avg Loss | 2.4 | 3.9303 | 1.1712 | 1.2044 | 2.1067 | 0.645 |
| Largest Winning Trade | 345491 | 345491 | 45566 | 7832660 | 7832660 | 1704425 |
| Largest Losing Trade | -63928 | -30244 | -63928 | -5696655 | -1468200 | -5696655 |
| Avg Bars in Trades | 172 | 175 | 169 | 172 | 175 | 169 |
| Avg Bars in Winners | 224 | 222 | 227 | 224 | 222 | 227 |
| Avg Bars in Losers | 114 | 125 | 103 | 114 | 125 | 103 |
| Bars Traded | 24313 | 12262 | 12051 | 24313 | 12262 | 12051 |
| Profit Streak | 26.767 | 0 | 74.767 | 26.767 | 0 | 74.767 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149411 | -242944 | -377189 | 347670 | -81440 | -666036 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1577779200000,
"first_datapoint_time": 1579370400000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757787865475,
"expiration_time": 1764264326400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 217,
"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": [
[
912562.7179187498,
809046.5447392679,
103516.1731794822,
8373940.070447277,
12320687.879919477,
-3946747.809472198
],
[
912.562718,
809.046545,
103.516173,
8373.94007,
12320.68788,
-3946.747809
],
[
0.43817,
0.388466,
0.049704,
0.213395,
0.231795,
0
],
[
1173.844641,
1173.844641,
1173.844641,
1173.844641,
1173.844641,
1173.844641
],
[
-84677,
-41874,
-92150,
-6643841,
-2850482,
-8720680
],
[
2.650771,
4.16149,
1.348653,
1.330284,
2.230604,
0.742747
],
[
141,
70,
71,
141,
70,
71
],
[
74,
36,
38,
74,
36,
38
],
[
67,
34,
33,
67,
34,
33
],
[
52.48227,
51.428571,
53.521127,
52.48227,
51.428571,
53.521127
],
[
2.400022,
3.930296,
1.171198,
1.204446,
2.106682,
0.645017
],
[
345491,
345491,
45566,
7832660,
7832660,
1704425
],
[
-63928,
-30244,
-63928,
-5696655,
-1468200,
-5696655
],
[
172,
175,
169,
172,
175,
169
],
[
224,
222,
227,
224,
222,
227
],
[
114,
125,
103,
114,
125,
103
],
[
24313,
12262,
12051,
24313,
12262,
12051
],
[
26.766961,
0,
74.766961,
26.766961,
0,
74.766961
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149411,
-242944,
-377189,
347670,
-81440,
-666036
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1577779200000,
"first_datapoint_time": 1579370400000,
"last_datapoint_time": 1757786400000,
"evaluation_time": 1757787865475,
"expiration_time": 1764264326400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 217,
"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) |
|---|