| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1092566.1863 | 906775.8774 | 185790.3089 | 45090010.0328 | 54684062.2753 | -9594052.2425 |
| Total P&L (%) | 1092.5662 | 906.7759 | 185.7903 | 45090.01 | 54684.0623 | -9594.0522 |
| Avg Daily Profit (%) | 0.437 | 0.3627 | 0.0743 | 0.2448 | 0.2526 | 0 |
| Buy And Hold Return (%) | 732.8138 | 732.8138 | 732.8138 | 732.8138 | 732.8138 | 732.8138 |
| Max Trade Drawdown | -110502 | -75290 | -70008 | -29489301 | -16648400 | -24413756 |
| Profit Factor | 2.801 | 3.6694 | 1.696 | 1.5249 | 2.2391 | 0.7703 |
| Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Profitability (%) | 48.8189 | 49.2063 | 48.4375 | 48.8189 | 49.2063 | 48.4375 |
| Ratio Avg Win / Avg Loss | 2.9365 | 3.7877 | 1.8054 | 1.5987 | 2.3113 | 0.82 |
| Largest Winning Trade | 252226 | 252226 | 62228 | 36738559 | 36738559 | 7473464 |
| Largest Losing Trade | -37645 | -37645 | -25640 | -12649814 | -8833965 | -12649814 |
| Avg Bars in Trades | 76 | 80 | 73 | 76 | 80 | 73 |
| Avg Bars in Winners | 101 | 108 | 93 | 101 | 108 | 93 |
| Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
| Bars Traded | 9743 | 5050 | 4693 | 9743 | 5050 | 4693 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 80629 | -222664 | -396070 | 391238 | -134240 | -720565 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542326400000,
"first_datapoint_time": 1545868800000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758341766565,
"expiration_time": 1764806400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "dema",
"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": [
[
1092566.186331451,
906775.8773832619,
185790.3089481891,
45090010.03278895,
54684062.27531247,
-9594052.242523512
],
[
1092.566186,
906.775877,
185.790309,
45090.010033,
54684.062275,
-9594.052243
],
[
0.437026,
0.36271,
0.074316,
0.244838,
0.252558,
0
],
[
732.813805,
732.813805,
732.813805,
732.813805,
732.813805,
732.813805
],
[
-110502,
-75290,
-70008,
-29489301,
-16648400,
-24413756
],
[
2.800996,
3.669368,
1.695977,
1.524897,
2.239071,
0.770309
],
[
127,
63,
64,
127,
63,
64
],
[
62,
31,
31,
62,
31,
31
],
[
65,
32,
33,
65,
32,
33
],
[
48.818898,
49.206349,
48.4375,
48.818898,
49.206349,
48.4375
],
[
2.936528,
3.787735,
1.805395,
1.598682,
2.311299,
0.820007
],
[
252226,
252226,
62228,
36738559,
36738559,
7473464
],
[
-37645,
-37645,
-25640,
-12649814,
-8833965,
-12649814
],
[
76,
80,
73,
76,
80,
73
],
[
101,
108,
93,
101,
108,
93
],
[
53,
52,
54,
53,
52,
54
],
[
9743,
5050,
4693,
9743,
5050,
4693
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
80629,
-222664,
-396070,
391238,
-134240,
-720565
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542326400000,
"first_datapoint_time": 1545868800000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758341766565,
"expiration_time": 1764806400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "dema",
"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) |
|---|