| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 863191.9547 | 768167.603 | 95024.3517 | 5824285.2596 | 7165801.2068 | -1341515.9473 |
| Total P&L (%) | 863.192 | 768.1676 | 95.0244 | 5824.2853 | 7165.8012 | -1341.5159 |
| Avg Daily Profit (%) | 0.3452 | 0.3072 | 0.038 | 0.1634 | 0.1716 | 0 |
| Buy And Hold Return (%) | 825.8414 | 825.8414 | 825.8414 | 825.8414 | 825.8414 | 825.8414 |
| Max Trade Drawdown | -98135 | -69745 | -67746 | -4088800 | -2645928 | -3603466 |
| Profit Factor | 3.7018 | 5.3375 | 1.6674 | 1.5917 | 2.3704 | 0.7092 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Profitability (%) | 57.6271 | 62.069 | 53.3333 | 57.6271 | 62.069 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.7219 | 3.2618 | 1.459 | 1.1704 | 1.4486 | 0.6206 |
| Largest Winning Trade | 353001 | 353001 | 52532 | 5916961 | 5916961 | 792884 |
| Largest Losing Trade | -65495 | -50892 | -65495 | -2221957 | -2221957 | -1974752 |
| Avg Bars in Trades | 157 | 253 | 64 | 157 | 253 | 64 |
| Avg Bars in Winners | 161 | 231 | 81 | 161 | 231 | 81 |
| Avg Bars in Losers | 151 | 288 | 44 | 151 | 288 | 44 |
| Bars Traded | 9271 | 7338 | 1933 | 9271 | 7338 | 1933 |
| Profit Streak | 97.2068 | 97.2068 | 100.4568 | 97.2068 | 97.2068 | 100.4568 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -312657 | -146313 | -304121 | -167481 | 491996 | -579037 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1547899200000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757674664206,
"expiration_time": 1764137448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 71
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 110,
"offset": 181
}
}
}
{
"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": [
[
863191.9547252071,
768167.6029777717,
95024.3517474353,
5824285.259560179,
7165801.206841395,
-1341515.9472812165
],
[
863.191955,
768.167603,
95.024352,
5824.28526,
7165.801207,
-1341.515947
],
[
0.345242,
0.307236,
0.038006,
0.163383,
0.17156,
0
],
[
825.841397,
825.841397,
825.841397,
825.841397,
825.841397,
825.841397
],
[
-98135,
-69745,
-67746,
-4088800,
-2645928,
-3603466
],
[
3.701814,
5.337466,
1.667373,
1.591743,
2.370363,
0.709217
],
[
59,
29,
30,
59,
29,
30
],
[
34,
18,
16,
34,
18,
16
],
[
25,
11,
14,
25,
11,
14
],
[
57.627119,
62.068966,
53.333333,
57.627119,
62.068966,
53.333333
],
[
2.721922,
3.261785,
1.458952,
1.170399,
1.448555,
0.620565
],
[
353001,
353001,
52532,
5916961,
5916961,
792884
],
[
-65495,
-50892,
-65495,
-2221957,
-2221957,
-1974752
],
[
157,
253,
64,
157,
253,
64
],
[
161,
231,
81,
161,
231,
81
],
[
151,
288,
44,
151,
288,
44
],
[
9271,
7338,
1933,
9271,
7338,
1933
],
[
97.206762,
97.206762,
100.456762,
97.206762,
97.206762,
100.456762
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-312657,
-146313,
-304121,
-167481,
491996,
-579037
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1547899200000,
"last_datapoint_time": 1757656800000,
"evaluation_time": 1757674664206,
"expiration_time": 1764137448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 71
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 110,
"offset": 181
}
}
}
| # | 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) |
|---|