| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 822794.1997 | 727211.3795 | 95582.8202 | 5500792.5087 | 6012459.696 | -511667.1873 |
| Total P&L (%) | 822.7942 | 727.2114 | 95.5828 | 5500.7925 | 6012.4597 | -511.6672 |
| Avg Daily Profit (%) | 0.3292 | 0.291 | 0.0382 | 0.1612 | 0.1647 | 0 |
| Buy And Hold Return (%) | 741.796 | 741.796 | 741.796 | 741.796 | 741.796 | 741.796 |
| Max Trade Drawdown | -51215 | -50907 | -29736 | -2392912 | -2093154 | -1427438 |
| Profit Factor | 2.9056 | 3.4264 | 1.7237 | 1.7356 | 2.1441 | 0.7698 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
| Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
| Profitability (%) | 48.9051 | 44.1176 | 53.6232 | 48.9051 | 44.1176 | 53.6232 |
| Ratio Avg Win / Avg Loss | 3.0357 | 4.3401 | 1.4908 | 1.8133 | 2.7158 | 0.6658 |
| Largest Winning Trade | 417926 | 417926 | 31319 | 6144876 | 6144876 | 236369 |
| Largest Losing Trade | -27098 | -27098 | -22638 | -2093154 | -2093154 | -944117 |
| Avg Bars in Trades | 107 | 194 | 22 | 107 | 194 | 22 |
| Avg Bars in Winners | 126 | 250 | 26 | 126 | 250 | 26 |
| Avg Bars in Losers | 89 | 150 | 17 | 89 | 150 | 17 |
| Bars Traded | 14776 | 13221 | 1555 | 14776 | 13221 | 1555 |
| Profit Streak | 15.9855 | 0 | 37.1522 | 15.9855 | 0 | 37.1522 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -116601 | -262155 | -405821 | 414400 | -99931 | -681166 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1543766400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757821147213,
"expiration_time": 1764285840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 88,
"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": [
[
822794.1997476048,
727211.379514084,
95582.8202335206,
5500792.5087176785,
6012459.695978466,
-511667.1872607878
],
[
822.7942,
727.21138,
95.58282,
5500.792509,
6012.459696,
-511.667187
],
[
0.329227,
0.290981,
0.038246,
0.161203,
0.164707,
0
],
[
741.795976,
741.795976,
741.795976,
741.795976,
741.795976,
741.795976
],
[
-51215,
-50907,
-29736,
-2392912,
-2093154,
-1427438
],
[
2.90559,
3.426359,
1.723749,
1.735551,
2.144072,
0.769846
],
[
137,
68,
69,
137,
68,
69
],
[
67,
30,
37,
67,
30,
37
],
[
70,
38,
32,
70,
38,
32
],
[
48.905109,
44.117647,
53.623188,
48.905109,
44.117647,
53.623188
],
[
3.035691,
4.340055,
1.49081,
1.813262,
2.715825,
0.665813
],
[
417926,
417926,
31319,
6144876,
6144876,
236369
],
[
-27098,
-27098,
-22638,
-2093154,
-2093154,
-944117
],
[
107,
194,
22,
107,
194,
22
],
[
126,
250,
26,
126,
250,
26
],
[
89,
150,
17,
89,
150,
17
],
[
14776,
13221,
1555,
14776,
13221,
1555
],
[
15.9855,
0,
37.152167,
15.9855,
0,
37.152167
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-116601,
-262155,
-405821,
414400,
-99931,
-681166
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1543766400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757821147213,
"expiration_time": 1764285840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 88,
"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) |
|---|