| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 780310.9884 | 704367.8429 | 75943.1455 | 3880578.0613 | 13909151.3147 | -10028573.2534 |
| Total P&L (%) | 780.311 | 704.3678 | 75.9431 | 3880.5781 | 13909.1513 | -10028.5733 |
| Avg Daily Profit (%) | 0.3122 | 0.2818 | 0.0304 | 0.1475 | 0.198 | 0 |
| Buy And Hold Return (%) | 727.4752 | 727.4752 | 727.4752 | 727.4752 | 727.4752 | 727.4752 |
| Max Trade Drawdown | -174937 | -126288 | -131379 | -13121820 | -3231592 | -12600717 |
| Profit Factor | 1.7674 | 2.6003 | 1.1317 | 1.1047 | 2.1224 | 0.5935 |
| Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
| Winning Trades | 148 | 78 | 70 | 148 | 78 | 70 |
| Losing Trades | 160 | 76 | 84 | 160 | 76 | 84 |
| Profitability (%) | 48.0519 | 50.6494 | 45.4545 | 48.0519 | 50.6494 | 45.4545 |
| Ratio Avg Win / Avg Loss | 1.9107 | 2.5336 | 1.358 | 1.1943 | 2.068 | 0.7122 |
| Largest Winning Trade | 230791 | 230791 | 53712 | 8336185 | 8336185 | 1155007 |
| Largest Losing Trade | -55750 | -34443 | -55750 | -6043940 | -1453706 | -6043940 |
| Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
| Avg Bars in Winners | 57 | 56 | 59 | 57 | 56 | 59 |
| Avg Bars in Losers | 37 | 46 | 30 | 37 | 46 | 30 |
| Bars Traded | 14634 | 7934 | 6699 | 14634 | 7934 | 6699 |
| Profit Streak | 59.0007 | 83.834 | 59.0007 | 59.0007 | 83.834 | 59.0007 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -129002 | -150336 | -394679 | -100331 | 496889 | -581733 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541822400000,
"first_datapoint_time": 1545177600000,
"last_datapoint_time": 1757822400000,
"evaluation_time": 1757836860054,
"expiration_time": 1764300240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 66,
"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": [
[
780310.9883960026,
704367.8428704018,
75943.1455256008,
3880578.0613234686,
13909151.31471541,
-10028573.25339195
],
[
780.310988,
704.367843,
75.943146,
3880.578061,
13909.151315,
-10028.573253
],
[
0.312228,
0.281841,
0.030387,
0.147518,
0.197953,
0
],
[
727.475181,
727.475181,
727.475181,
727.475181,
727.475181,
727.475181
],
[
-174937,
-126288,
-131379,
-13121820,
-3231592,
-12600717
],
[
1.767424,
2.600255,
1.131701,
1.104704,
2.122437,
0.593501
],
[
308,
154,
154,
308,
154,
154
],
[
148,
78,
70,
148,
78,
70
],
[
160,
76,
84,
160,
76,
84
],
[
48.051948,
50.649351,
45.454545,
48.051948,
50.649351,
45.454545
],
[
1.910728,
2.533582,
1.358041,
1.194274,
2.068015,
0.712201
],
[
230791,
230791,
53712,
8336185,
8336185,
1155007
],
[
-55750,
-34443,
-55750,
-6043940,
-1453706,
-6043940
],
[
47,
51,
43,
47,
51,
43
],
[
57,
56,
59,
57,
56,
59
],
[
37,
46,
30,
37,
46,
30
],
[
14634,
7934,
6699,
14634,
7934,
6699
],
[
59.000695,
83.834028,
59.000695,
59.000695,
83.834028,
59.000695
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-129002,
-150336,
-394679,
-100331,
496889,
-581733
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541822400000,
"first_datapoint_time": 1545177600000,
"last_datapoint_time": 1757822400000,
"evaluation_time": 1757836860054,
"expiration_time": 1764300240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 66,
"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) |
|---|