| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1072967.8499 | 887812.9555 | 185154.8944 | 41245378.2136 | 36291236.1522 | 4954142.0614 |
| Total P&L (%) | 1072.9679 | 887.813 | 185.1549 | 41245.3782 | 36291.2362 | 4954.1421 |
| Avg Daily Profit (%) | 0.4291 | 0.3551 | 0.0741 | 0.2412 | 0.2361 | 0.157 |
| Buy And Hold Return (%) | 864.3222 | 864.3222 | 864.3222 | 864.3222 | 864.3222 | 864.3222 |
| Max Trade Drawdown | -102664 | -86084 | -58456 | -7256357 | -4428170 | -2828187 |
| Profit Factor | 3.7014 | 5.1874 | 1.9999 | 3.8498 | 5.2003 | 1.8493 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 58.4416 | 57.8947 | 58.9744 | 58.4416 | 57.8947 | 58.9744 |
| Ratio Avg Win / Avg Loss | 2.6321 | 3.7727 | 1.3912 | 2.7376 | 3.782 | 1.2865 |
| Largest Winning Trade | 323914 | 323914 | 61795 | 18577351 | 18577351 | 2184865 |
| Largest Losing Trade | -58456 | -40348 | -58456 | -1750382 | -1608645 | -1750382 |
| Avg Bars in Trades | 92 | 116 | 68 | 92 | 116 | 68 |
| Avg Bars in Winners | 116 | 130 | 103 | 116 | 130 | 103 |
| Avg Bars in Losers | 58 | 97 | 18 | 58 | 97 | 18 |
| Bars Traded | 7104 | 4426 | 2679 | 7104 | 4426 | 2679 |
| Profit Streak | 433.2059 | 435.8725 | 433.2059 | 433.2059 | 435.8725 | 433.2059 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -117312 | -137633 | -254618 | -28133 | 672537 | 423511 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1547539200000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757796987441,
"expiration_time": 1764260064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 201,
"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": [
[
1072967.8498736059,
887812.955517389,
185154.8943562165,
41245378.213607304,
36291236.15219991,
4954142.061407396
],
[
1072.96785,
887.812956,
185.154894,
41245.378214,
36291.236152,
4954.142061
],
[
0.42913,
0.355078,
0.074052,
0.241241,
0.236124,
0.157014
],
[
864.322152,
864.322152,
864.322152,
864.322152,
864.322152,
864.322152
],
[
-102664,
-86084,
-58456,
-7256357,
-4428170,
-2828187
],
[
3.701358,
5.187398,
1.999888,
3.849789,
5.200263,
1.849344
],
[
77,
38,
39,
77,
38,
39
],
[
45,
22,
23,
45,
22,
23
],
[
32,
16,
16,
32,
16,
16
],
[
58.441558,
57.894737,
58.974359,
58.441558,
57.894737,
58.974359
],
[
2.632077,
3.772653,
1.391227,
2.737628,
3.782009,
1.2865
],
[
323914,
323914,
61795,
18577351,
18577351,
2184865
],
[
-58456,
-40348,
-58456,
-1750382,
-1608645,
-1750382
],
[
92,
116,
68,
92,
116,
68
],
[
116,
130,
103,
116,
130,
103
],
[
58,
97,
18,
58,
97,
18
],
[
7104,
4426,
2679,
7104,
4426,
2679
],
[
433.205873,
435.87254,
433.205873,
433.205873,
435.87254,
433.205873
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117312,
-137633,
-254618,
-28133,
672537,
423511
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1547539200000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757796987441,
"expiration_time": 1764260064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 201,
"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) |
|---|