| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 643643.2162 | 592615.2438 | 51027.9724 | 597249.3095 | 3707002.8091 | -3109753.4996 |
| Total P&L (%) | 643.6432 | 592.6152 | 51.028 | 597.2493 | 3707.0028 | -3109.7535 |
| Avg Daily Profit (%) | 0.2574 | 0.237 | 0.0204 | 0.0777 | 0.1457 | 0 |
| Buy And Hold Return (%) | 848.3738 | 848.3738 | 848.3738 | 848.3738 | 848.3738 | 848.3738 |
| Max Trade Drawdown | -94184 | -74781 | -112720 | -3296171 | -616317 | -3555462 |
| Profit Factor | 2.3095 | 4.9113 | 1.1501 | 1.0989 | 4.3155 | 0.3684 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 59.4937 | 61.5385 | 57.5 | 59.4937 | 61.5385 | 57.5 |
| Ratio Avg Win / Avg Loss | 1.5724 | 3.0696 | 0.8501 | 0.7482 | 2.6972 | 0.2723 |
| Largest Winning Trade | 164082 | 164082 | 53426 | 2294056 | 2294056 | 323616 |
| Largest Losing Trade | -88658 | -52282 | -88658 | -3273426 | -283030 | -3273426 |
| Avg Bars in Trades | 88 | 100 | 77 | 88 | 100 | 77 |
| Avg Bars in Winners | 90 | 73 | 108 | 90 | 73 | 108 |
| Avg Bars in Losers | 86 | 143 | 35 | 86 | 143 | 35 |
| Bars Traded | 7026 | 3913 | 3113 | 7026 | 3913 | 3113 |
| Profit Streak | 60.762 | 125.0953 | 60.762 | 60.762 | 125.0953 | 60.762 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -181644 | -147218 | -386914 | -396808 | 349325 | -579217 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1548374400000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757989037806,
"expiration_time": 1764461664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 223,
"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": [
[
643643.2161932127,
592615.2437721275,
51027.9724210851,
597249.3095052261,
3707002.8090988714,
-3109753.4995936453
],
[
643.643216,
592.615244,
51.027972,
597.24931,
3707.002809,
-3109.7535
],
[
0.257423,
0.237015,
0.020408,
0.077699,
0.145664,
0
],
[
848.37379,
848.37379,
848.37379,
848.37379,
848.37379,
848.37379
],
[
-94184,
-74781,
-112720,
-3296171,
-616317,
-3555462
],
[
2.309525,
4.911299,
1.150084,
1.098861,
4.315541,
0.36835
],
[
79,
39,
40,
79,
39,
40
],
[
47,
24,
23,
47,
24,
23
],
[
32,
15,
17,
32,
15,
17
],
[
59.493671,
61.538462,
57.5,
59.493671,
61.538462,
57.5
],
[
1.572442,
3.069562,
0.850062,
0.748161,
2.697213,
0.272259
],
[
164082,
164082,
53426,
2294056,
2294056,
323616
],
[
-88658,
-52282,
-88658,
-3273426,
-283030,
-3273426
],
[
88,
100,
77,
88,
100,
77
],
[
90,
73,
108,
90,
73,
108
],
[
86,
143,
35,
86,
143,
35
],
[
7026,
3913,
3113,
7026,
3913,
3113
],
[
60.762012,
125.095345,
60.762012,
60.762012,
125.095345,
60.762012
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-181644,
-147218,
-386914,
-396808,
349325,
-579217
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1548374400000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757989037806,
"expiration_time": 1764461664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 223,
"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) |
|---|