| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 879416.2403 | 772764.1178 | 106652.1225 | 7413670.0594 | 17152897.7055 | -9739227.6462 |
| Total P&L (%) | 879.4162 | 772.7641 | 106.6521 | 7413.6701 | 17152.8977 | -9739.2276 |
| Avg Daily Profit (%) | 0.3518 | 0.3091 | 0.0427 | 0.1729 | 0.2062 | 0 |
| Buy And Hold Return (%) | 714.3 | 714.3 | 714.3 | 714.3 | 714.3 | 714.3 |
| Max Trade Drawdown | -133406 | -105225 | -120728 | -13988080 | -3984173 | -15496426 |
| Profit Factor | 2.3172 | 3.3872 | 1.3101 | 1.2057 | 2.3687 | 0.5856 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Profitability (%) | 52.2293 | 52.5641 | 51.8987 | 52.2293 | 52.5641 | 51.8987 |
| Ratio Avg Win / Avg Loss | 2.1194 | 3.0567 | 1.2142 | 1.1028 | 2.1376 | 0.5427 |
| Largest Winning Trade | 161487 | 161487 | 64072 | 10424456 | 10424456 | 1728012 |
| Largest Losing Trade | -72407 | -40617 | -72407 | -12439242 | -1910730 | -12439242 |
| Avg Bars in Trades | 61 | 69 | 52 | 61 | 69 | 52 |
| Avg Bars in Winners | 80 | 81 | 79 | 80 | 81 | 79 |
| Avg Bars in Losers | 40 | 57 | 24 | 40 | 57 | 24 |
| Bars Traded | 9622 | 5446 | 4176 | 9622 | 5446 | 4176 |
| Profit Streak | 62.3814 | 80.8814 | 62.3814 | 62.3814 | 80.8814 | 62.3814 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -78028 | -158029 | -327709 | 338406 | -20560 | -606930 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541505600000,
"first_datapoint_time": 1545998400000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757516949082,
"expiration_time": 1763985600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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": [
[
879416.2402742828,
772764.1177698089,
106652.1225044739,
7413670.0593739115,
17152897.705536377,
-9739227.646162467
],
[
879.41624,
772.764118,
106.652123,
7413.670059,
17152.897706,
-9739.227646
],
[
0.351766,
0.309106,
0.042661,
0.172922,
0.206235,
0
],
[
714.300035,
714.300035,
714.300035,
714.300035,
714.300035,
714.300035
],
[
-133406,
-105225,
-120728,
-13988080,
-3984173,
-15496426
],
[
2.31718,
3.387206,
1.310089,
1.205739,
2.368676,
0.585597
],
[
157,
78,
79,
157,
78,
79
],
[
82,
41,
41,
82,
41,
41
],
[
75,
37,
38,
75,
37,
38
],
[
52.229299,
52.564103,
51.898734,
52.229299,
52.564103,
51.898734
],
[
2.119372,
3.056747,
1.214229,
1.10281,
2.137586,
0.542748
],
[
161487,
161487,
64072,
10424456,
10424456,
1728012
],
[
-72407,
-40617,
-72407,
-12439242,
-1910730,
-12439242
],
[
61,
69,
52,
61,
69,
52
],
[
80,
81,
79,
80,
81,
79
],
[
40,
57,
24,
40,
57,
24
],
[
9622,
5446,
4176,
9622,
5446,
4176
],
[
62.381355,
80.881355,
62.381355,
62.381355,
80.881355,
62.381355
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-78028,
-158029,
-327709,
338406,
-20560,
-606930
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541505600000,
"first_datapoint_time": 1545998400000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757516949082,
"expiration_time": 1763985600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 96,
"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) |
|---|