| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1057949.7388 | 913655.1949 | 144294.544 | 18458015.2252 | 15573955.7027 | 2884059.5225 |
| Total P&L (%) | 1057.9497 | 913.6552 | 144.2945 | 18458.0152 | 15573.9557 | 2884.0595 |
| Avg Daily Profit (%) | 0.4233 | 0.3656 | 0.0577 | 0.2092 | 0.2025 | 0.136 |
| Buy And Hold Return (%) | 758.7298 | 758.7298 | 758.7298 | 758.7298 | 758.7298 | 758.7298 |
| Max Trade Drawdown | -98121 | -88918 | -51799 | -4180307 | -2649878 | -2718118 |
| Profit Factor | 2.7114 | 3.5937 | 1.5426 | 1.9897 | 2.4872 | 1.3527 |
| Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
| Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
| Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
| Profitability (%) | 52.5926 | 47.7612 | 57.3529 | 52.5926 | 47.7612 | 57.3529 |
| Ratio Avg Win / Avg Loss | 2.4441 | 3.9306 | 1.1471 | 1.7935 | 2.7203 | 1.0058 |
| Largest Winning Trade | 386675 | 386675 | 61978 | 9177797 | 9177797 | 3433604 |
| Largest Losing Trade | -46874 | -43297 | -46874 | -1725133 | -1725133 | -1271863 |
| Avg Bars in Trades | 103 | 124 | 83 | 103 | 124 | 83 |
| Avg Bars in Winners | 126 | 150 | 107 | 126 | 150 | 107 |
| Avg Bars in Losers | 77 | 100 | 50 | 77 | 100 | 50 |
| Bars Traded | 13981 | 8318 | 5663 | 13981 | 8318 | 5663 |
| Profit Streak | 17.9884 | 0 | 69.3217 | 17.9884 | 0 | 69.3217 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26706 | -203863 | -387293 | 473597 | -105029 | -120345 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542038400000,
"first_datapoint_time": 1545278400000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758051793960,
"expiration_time": 1764516240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 103,
"offset": 0,
"a": 0.76128
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 225,
"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": [
[
1057949.7388175346,
913655.1948560216,
144294.5439615138,
18458015.225162126,
15573955.702673597,
2884059.5224885354
],
[
1057.949739,
913.655195,
144.294544,
18458.015225,
15573.955703,
2884.059522
],
[
0.42332,
0.365583,
0.057737,
0.209227,
0.202455,
0.135972
],
[
758.729755,
758.729755,
758.729755,
758.729755,
758.729755,
758.729755
],
[
-98121,
-88918,
-51799,
-4180307,
-2649878,
-2718118
],
[
2.711379,
3.593694,
1.542613,
1.989687,
2.487166,
1.352656
],
[
135,
67,
68,
135,
67,
68
],
[
71,
32,
39,
71,
32,
39
],
[
64,
35,
29,
64,
35,
29
],
[
52.592593,
47.761194,
57.352941,
52.592593,
47.761194,
57.352941
],
[
2.44406,
3.930603,
1.147071,
1.793521,
2.720338,
1.005821
],
[
386675,
386675,
61978,
9177797,
9177797,
3433604
],
[
-46874,
-43297,
-46874,
-1725133,
-1725133,
-1271863
],
[
103,
124,
83,
103,
124,
83
],
[
126,
150,
107,
126,
150,
107
],
[
77,
100,
50,
77,
100,
50
],
[
13981,
8318,
5663,
13981,
8318,
5663
],
[
17.988356,
0,
69.321689,
17.988356,
0,
69.321689
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26706,
-203863,
-387293,
473597,
-105029,
-120345
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542038400000,
"first_datapoint_time": 1545278400000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758051793960,
"expiration_time": 1764516240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 103,
"offset": 0,
"a": 0.76128
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 225,
"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) |
|---|