| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 913353.9747 | 784711.5821 | 128642.3926 | 12453220.3154 | 15781084.3769 | -3327864.0615 |
| Total P&L (%) | 913.354 | 784.7116 | 128.6424 | 12453.2203 | 15781.0844 | -3327.8641 |
| Avg Daily Profit (%) | 0.3653 | 0.3139 | 0.0515 | 0.1935 | 0.2029 | 0 |
| Buy And Hold Return (%) | 775.3233 | 775.3233 | 775.3233 | 775.3233 | 775.3233 | 775.3233 |
| Max Trade Drawdown | -84216 | -42319 | -61224 | -6727809 | -3124875 | -7026556 |
| Profit Factor | 3.3087 | 5.9128 | 1.5454 | 1.8311 | 3.8966 | 0.651 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 55.5556 | 55 | 56.0976 | 55.5556 | 55 | 56.0976 |
| Ratio Avg Win / Avg Loss | 2.647 | 4.8378 | 1.2094 | 1.4649 | 3.1882 | 0.5095 |
| Largest Winning Trade | 365496 | 365496 | 48582 | 11369361 | 11369361 | 884581 |
| Largest Losing Trade | -61224 | -19045 | -61224 | -3872843 | -1936976 | -3872843 |
| Avg Bars in Trades | 119 | 122 | 117 | 119 | 122 | 117 |
| Avg Bars in Winners | 143 | 147 | 139 | 143 | 147 | 139 |
| Avg Bars in Losers | 90 | 91 | 90 | 90 | 91 | 90 |
| Bars Traded | 9717 | 4883 | 4834 | 9717 | 4883 | 4834 |
| Profit Streak | 168.0901 | 168.0901 | 241.5901 | 168.0901 | 168.0901 | 241.5901 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -108760 | -142891 | -286187 | -3800 | 600916 | -578574 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541829600000,
"first_datapoint_time": 1546516800000,
"last_datapoint_time": 1757829600000,
"evaluation_time": 1757837381825,
"expiration_time": 1764309600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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": [
[
913353.9747012517,
784711.5821012453,
128642.3926000065,
12453220.315382946,
15781084.376919013,
-3327864.0615360634
],
[
913.353975,
784.711582,
128.642393,
12453.220315,
15781.084377,
-3327.864062
],
[
0.365342,
0.313885,
0.051457,
0.193489,
0.202914,
0
],
[
775.323346,
775.323346,
775.323346,
775.323346,
775.323346,
775.323346
],
[
-84216,
-42319,
-61224,
-6727809,
-3124875,
-7026556
],
[
3.308713,
5.912844,
1.54536,
1.831137,
3.896642,
0.650995
],
[
81,
40,
41,
81,
40,
41
],
[
45,
22,
23,
45,
22,
23
],
[
36,
18,
18,
36,
18,
18
],
[
55.555556,
55,
56.097561,
55.555556,
55,
56.097561
],
[
2.64697,
4.837781,
1.209412,
1.464909,
3.188162,
0.509475
],
[
365496,
365496,
48582,
11369361,
11369361,
884581
],
[
-61224,
-19045,
-61224,
-3872843,
-1936976,
-3872843
],
[
119,
122,
117,
119,
122,
117
],
[
143,
147,
139,
143,
147,
139
],
[
90,
91,
90,
90,
91,
90
],
[
9717,
4883,
4834,
9717,
4883,
4834
],
[
168.090067,
168.090067,
241.590067,
168.090067,
168.090067,
241.590067
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108760,
-142891,
-286187,
-3800,
600916,
-578574
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541829600000,
"first_datapoint_time": 1546516800000,
"last_datapoint_time": 1757829600000,
"evaluation_time": 1757837381825,
"expiration_time": 1764309600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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) |
|---|