| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 718346.548 | 617759.4747 | 100587.0733 | -9664743.5788 | 16110022.4892 | -25774766.068 |
| Total P&L (%) | 718.3465 | 617.7595 | 100.5871 | -9664.7436 | 16110.0225 | -25774.7661 |
| Avg Daily Profit (%) | 0.2873 | 0.2471 | 0.0402 | 0 | 0.2037 | 0 |
| Buy And Hold Return (%) | 832.3796 | 832.3796 | 832.3796 | 832.3796 | 832.3796 | 832.3796 |
| Max Trade Drawdown | -138340 | -67757 | -138069 | -29108918 | -1068267 | -28239231 |
| Profit Factor | 2.9143 | 6.9433 | 1.3707 | 0.7248 | 7.3964 | 0.2092 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 50 | 23 | 27 | 47 | 22 | 25 |
| Losing Trades | 24 | 14 | 10 | 27 | 15 | 12 |
| Profitability (%) | 67.5676 | 62.1622 | 72.973 | 63.5135 | 59.4595 | 67.5676 |
| Ratio Avg Win / Avg Loss | 1.3989 | 4.2264 | 0.5077 | 0.4164 | 5.043 | 0.1004 |
| Largest Winning Trade | 175115 | 175115 | 55281 | 9483404 | 9483404 | 1308536 |
| Largest Losing Trade | -138069 | -42385 | -138069 | -26984496 | -688254 | -26984496 |
| Avg Bars in Trades | 122 | 136 | 109 | 122 | 136 | 109 |
| Avg Bars in Winners | 122 | 137 | 109 | 132 | 155 | 112 |
| Avg Bars in Losers | 124 | 135 | 108 | 106 | 109 | 102 |
| Bars Traded | 9098 | 5056 | 4042 | 9098 | 5056 | 4042 |
| Profit Streak | 129.6222 | 129.6222 | 202.6222 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -217378 | -146267 | -302127 | -647526 | 641867 | -578495 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542520800000,
"first_datapoint_time": 1551052800000,
"last_datapoint_time": 1758520800000,
"evaluation_time": 1758531355840,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 250,
"offset": 146
}
}
}
{
"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": [
[
718346.5479874886,
617759.4746731888,
100587.0733142995,
-9664743.578810373,
16110022.489221325,
-25774766.0680317
],
[
718.346548,
617.759475,
100.587073,
-9664.743579,
16110.022489,
-25774.766068
],
[
0.287339,
0.247104,
0.040235,
0,
0.203736,
0
],
[
832.379628,
832.379628,
832.379628,
832.379628,
832.379628,
832.379628
],
[
-138340,
-67757,
-138069,
-29108918,
-1068267,
-28239231
],
[
2.914306,
6.943307,
1.370746,
0.724758,
7.39643,
0.209243
],
[
74,
37,
37,
74,
37,
37
],
[
50,
23,
27,
47,
22,
25
],
[
24,
14,
10,
27,
15,
12
],
[
67.567568,
62.162162,
72.972973,
63.513514,
59.459459,
67.567568
],
[
1.398867,
4.226361,
0.507684,
0.41635,
5.043021,
0.100437
],
[
175115,
175115,
55281,
9483404,
9483404,
1308536
],
[
-138069,
-42385,
-138069,
-26984496,
-688254,
-26984496
],
[
122,
136,
109,
122,
136,
109
],
[
122,
137,
109,
132,
155,
112
],
[
124,
135,
108,
106,
109,
102
],
[
9098,
5056,
4042,
9098,
5056,
4042
],
[
129.622174,
129.622174,
202.622174,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-217378,
-146267,
-302127,
-647526,
641867,
-578495
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542520800000,
"first_datapoint_time": 1551052800000,
"last_datapoint_time": 1758520800000,
"evaluation_time": 1758531355840,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 250,
"offset": 146
}
}
}
| # | 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) |
|---|