| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 753810.324 | 617570.1184 | 136240.2057 | 10029260.5369 | 10909495.3656 | -880234.8287 |
| Total P&L (%) | 753.8103 | 617.5701 | 136.2402 | 10029.2605 | 10909.4954 | -880.2348 |
| Avg Daily Profit (%) | 0.3015 | 0.247 | 0.0545 | 0.1849 | 0.1882 | 0 |
| Buy And Hold Return (%) | 811.8376 | 811.8376 | 811.8376 | 811.8376 | 811.8376 | 811.8376 |
| Max Trade Drawdown | -68010 | -57088 | -68010 | -1844621 | -758363 | -2546416 |
| Profit Factor | 3.1147 | 5.2633 | 1.6439 | 2.7897 | 7.8045 | 0.78 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 66.6667 | 69.4444 | 63.8889 | 66.6667 | 69.4444 | 63.8889 |
| Ratio Avg Win / Avg Loss | 1.5574 | 2.3158 | 0.9291 | 1.3948 | 3.434 | 0.4409 |
| Largest Winning Trade | 164248 | 164248 | 52770 | 3922033 | 3922033 | 740565 |
| Largest Losing Trade | -68010 | -41395 | -68010 | -1225835 | -538338 | -1225835 |
| Avg Bars in Trades | 93 | 115 | 71 | 93 | 115 | 71 |
| Avg Bars in Winners | 101 | 96 | 106 | 101 | 96 | 106 |
| Avg Bars in Losers | 78 | 156 | 11 | 78 | 156 | 11 |
| Bars Traded | 6734 | 4143 | 2591 | 6734 | 4143 | 2591 |
| Profit Streak | 284.2511 | 516.2511 | 284.2511 | 284.2511 | 516.2511 | 284.2511 |
| Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -230868 | -145444 | -282829 | -67825 | 733361 | -578011 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541606400000,
"first_datapoint_time": 1547452800000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757628098790,
"expiration_time": 1764087264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 204,
"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": [
[
753810.3240446332,
617570.118365376,
136240.2056792571,
10029260.53694803,
10909495.365637733,
-880234.8286897028
],
[
753.810324,
617.570118,
136.240206,
10029.260537,
10909.495366,
-880.234829
],
[
0.301484,
0.246995,
0.054489,
0.184867,
0.188206,
0
],
[
811.837648,
811.837648,
811.837648,
811.837648,
811.837648,
811.837648
],
[
-68010,
-57088,
-68010,
-1844621,
-758363,
-2546416
],
[
3.114732,
5.26326,
1.643864,
2.789655,
7.804537,
0.779983
],
[
72,
36,
36,
72,
36,
36
],
[
48,
25,
23,
48,
25,
23
],
[
24,
11,
13,
24,
11,
13
],
[
66.666667,
69.444444,
63.888889,
66.666667,
69.444444,
63.888889
],
[
1.557366,
2.315834,
0.92914,
1.394827,
3.433996,
0.44086
],
[
164248,
164248,
52770,
3922033,
3922033,
740565
],
[
-68010,
-41395,
-68010,
-1225835,
-538338,
-1225835
],
[
93,
115,
71,
93,
115,
71
],
[
101,
96,
106,
101,
96,
106
],
[
78,
156,
11,
78,
156,
11
],
[
6734,
4143,
2591,
6734,
4143,
2591
],
[
284.251143,
516.251143,
284.251143,
284.251143,
516.251143,
284.251143
],
[
5,
6,
2,
5,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-230868,
-145444,
-282829,
-67825,
733361,
-578011
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541606400000,
"first_datapoint_time": 1547452800000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757628098790,
"expiration_time": 1764087264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 204,
"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) |
|---|