| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 928222.3553 | 735929.8776 | 192292.4778 | 39548037.1347 | 40500053.2327 | -952016.098 |
| Total P&L (%) | 928.2224 | 735.9299 | 192.2925 | 39548.0371 | 40500.0532 | -952.0161 |
| Avg Daily Profit (%) | 0.3712 | 0.2943 | 0.0769 | 0.2395 | 0.2405 | 0 |
| Buy And Hold Return (%) | 811.0982 | 811.0982 | 811.0982 | 811.0982 | 811.0982 | 811.0982 |
| Max Trade Drawdown | -111036 | -90717 | -44853 | -10975707 | -3485827 | -13173613 |
| Profit Factor | 3.6442 | 4.8331 | 2.209 | 2.4759 | 5.784 | 0.9481 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Profitability (%) | 57.6471 | 61.9048 | 53.4884 | 57.6471 | 61.9048 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.6774 | 2.9742 | 1.9209 | 1.8191 | 3.5594 | 0.8244 |
| Largest Winning Trade | 174221 | 174221 | 60505 | 20264796 | 20264796 | 6681487 |
| Largest Losing Trade | -51119 | -51119 | -26764 | -6383868 | -1651773 | -6383868 |
| Avg Bars in Trades | 80 | 93 | 68 | 80 | 93 | 68 |
| Avg Bars in Winners | 94 | 95 | 93 | 94 | 95 | 93 |
| Avg Bars in Losers | 61 | 90 | 39 | 61 | 90 | 39 |
| Bars Traded | 6860 | 3932 | 2927 | 6860 | 3932 | 2927 |
| Profit Streak | 135.0833 | 135.0833 | 201.4167 | 135.0833 | 135.0833 | 201.4167 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -101981 | -147105 | -250372 | 563896 | 680735 | -579298 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542384000000,
"first_datapoint_time": 1547884800000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758419998541,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 152,
"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": [
[
928222.3553335024,
735929.8775671377,
192292.4777663646,
39548037.13468455,
40500053.232726485,
-952016.0980419274
],
[
928.222355,
735.929878,
192.292478,
39548.037135,
40500.053233,
-952.016098
],
[
0.371189,
0.294293,
0.076896,
0.239527,
0.240478,
0
],
[
811.098199,
811.098199,
811.098199,
811.098199,
811.098199,
811.098199
],
[
-111036,
-90717,
-44853,
-10975707,
-3485827,
-13173613
],
[
3.644209,
4.833091,
2.209038,
2.475941,
5.784001,
0.948061
],
[
85,
42,
43,
85,
42,
43
],
[
49,
26,
23,
49,
26,
23
],
[
36,
16,
20,
36,
16,
20
],
[
57.647059,
61.904762,
53.488372,
57.647059,
61.904762,
53.488372
],
[
2.677378,
2.97421,
1.920902,
1.819058,
3.559385,
0.824401
],
[
174221,
174221,
60505,
20264796,
20264796,
6681487
],
[
-51119,
-51119,
-26764,
-6383868,
-1651773,
-6383868
],
[
80,
93,
68,
80,
93,
68
],
[
94,
95,
93,
94,
95,
93
],
[
61,
90,
39,
61,
90,
39
],
[
6860,
3932,
2927,
6860,
3932,
2927
],
[
135.083316,
135.083316,
201.41665,
135.083316,
135.083316,
201.41665
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101981,
-147105,
-250372,
563896,
680735,
-579298
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542384000000,
"first_datapoint_time": 1547884800000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758419998541,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 152,
"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) |
|---|