| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 987574.6183 | 832524.7872 | 155049.8311 | 28345422.1658 | 29846540.3446 | -1501118.1787 |
| Total P&L (%) | 987.5746 | 832.5248 | 155.0498 | 28345.4222 | 29846.5403 | -1501.1182 |
| Avg Daily Profit (%) | 0.3949 | 0.3329 | 0.062 | 0.2262 | 0.2283 | 0 |
| Buy And Hold Return (%) | 830.5023 | 830.5023 | 830.5023 | 830.5023 | 830.5023 | 830.5023 |
| Max Trade Drawdown | -52325 | -34808 | -55398 | -7018229 | -2640524 | -9348908 |
| Profit Factor | 3.0127 | 4.5105 | 1.6116 | 1.7892 | 2.8719 | 0.9248 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Profitability (%) | 40.5405 | 40.5405 | 40.5405 | 40.5405 | 40.5405 | 40.5405 |
| Ratio Avg Win / Avg Loss | 4.4186 | 6.6154 | 2.3636 | 2.6242 | 4.2122 | 1.3564 |
| Largest Winning Trade | 311291 | 311291 | 55333 | 19990748 | 19990748 | 2738851 |
| Largest Losing Trade | -36759 | -24838 | -36759 | -6639195 | -2010335 | -6639195 |
| Avg Bars in Trades | 48 | 47 | 50 | 48 | 47 | 50 |
| Avg Bars in Winners | 84 | 85 | 83 | 84 | 85 | 83 |
| Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
| Bars Traded | 7238 | 3482 | 3756 | 7238 | 3482 | 3756 |
| Profit Streak | 30.7073 | 0 | 36.0407 | 30.7073 | 0 | 36.0407 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -94226 | -216547 | -340456 | 320700 | -54374 | -646704 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1545926400000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725113670,
"expiration_time": 1764203328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 19,
"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": [
[
987574.6182898611,
832524.7871770822,
155049.831112779,
28345422.165822968,
29846540.344566412,
-1501118.1787434432
],
[
987.574618,
832.524787,
155.049831,
28345.422166,
29846.540345,
-1501.118179
],
[
0.394924,
0.332921,
0.062003,
0.226218,
0.228279,
0
],
[
830.502278,
830.502278,
830.502278,
830.502278,
830.502278,
830.502278
],
[
-52325,
-34808,
-55398,
-7018229,
-2640524,
-9348908
],
[
3.012667,
4.510531,
1.611566,
1.789226,
2.871936,
0.924836
],
[
148,
74,
74,
148,
74,
74
],
[
60,
30,
30,
60,
30,
30
],
[
88,
44,
44,
88,
44,
44
],
[
40.540541,
40.540541,
40.540541,
40.540541,
40.540541,
40.540541
],
[
4.418578,
6.615445,
2.363631,
2.624198,
4.212172,
1.356426
],
[
311291,
311291,
55333,
19990748,
19990748,
2738851
],
[
-36759,
-24838,
-36759,
-6639195,
-2010335,
-6639195
],
[
48,
47,
50,
48,
47,
50
],
[
84,
85,
83,
84,
85,
83
],
[
24,
21,
28,
24,
21,
28
],
[
7238,
3482,
3756,
7238,
3482,
3756
],
[
30.707334,
0,
36.040667,
30.707334,
0,
36.040667
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-94226,
-216547,
-340456,
320700,
-54374,
-646704
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1545926400000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725113670,
"expiration_time": 1764203328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 19,
"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) |
|---|