| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 631674.5649 | 540335.2286 | 91339.3363 | 931210.3979 | 6086056.6827 | -5154846.2848 |
| Total P&L (%) | 631.6746 | 540.3352 | 91.3393 | 931.2104 | 6086.0567 | -5154.8463 |
| Avg Daily Profit (%) | 0.2526 | 0.2161 | 0.0365 | 0.0934 | 0.1651 | 0 |
| Buy And Hold Return (%) | 697.3727 | 697.3727 | 697.3727 | 697.3727 | 697.3727 | 697.3727 |
| Max Trade Drawdown | -94862 | -59770 | -94862 | -6861103 | -725470 | -6861103 |
| Profit Factor | 2.6985 | 4.4677 | 1.4227 | 1.1009 | 5.1974 | 0.3371 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 60.8247 | 60.4167 | 61.2245 | 60.8247 | 60.4167 | 61.2245 |
| Ratio Avg Win / Avg Loss | 1.738 | 2.9271 | 0.9011 | 0.7091 | 3.4052 | 0.2135 |
| Largest Winning Trade | 126790 | 126790 | 30821 | 3956550 | 3956550 | 291608 |
| Largest Losing Trade | -94862 | -42405 | -94862 | -6861103 | -501820 | -6861103 |
| Avg Bars in Trades | 74 | 75 | 73 | 74 | 75 | 73 |
| Avg Bars in Winners | 76 | 73 | 79 | 76 | 73 | 79 |
| Avg Bars in Losers | 71 | 79 | 64 | 71 | 79 | 64 |
| Bars Traded | 7243 | 3647 | 3596 | 7243 | 3647 | 3596 |
| Profit Streak | 190.934 | 604.934 | 190.934 | 190.934 | 604.934 | 190.934 |
| Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149042 | -147326 | -307798 | -237437 | 667816 | -577867 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541260800000,
"first_datapoint_time": 1547020800000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757283895115,
"expiration_time": 1763741664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 44,
"offset": 133
}
}
}
{
"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": [
[
631674.5649100402,
540335.2286320148,
91339.3362780256,
931210.3979233284,
6086056.682685631,
-5154846.284762304
],
[
631.674565,
540.335229,
91.339336,
931.210398,
6086.056683,
-5154.846285
],
[
0.252636,
0.216106,
0.036531,
0.093364,
0.16511,
0
],
[
697.372733,
697.372733,
697.372733,
697.372733,
697.372733,
697.372733
],
[
-94862,
-59770,
-94862,
-6861103,
-725470,
-6861103
],
[
2.698527,
4.467724,
1.422716,
1.100927,
5.197377,
0.337138
],
[
97,
48,
49,
97,
48,
49
],
[
59,
29,
30,
59,
29,
30
],
[
38,
19,
19,
38,
19,
19
],
[
60.824742,
60.416667,
61.22449,
60.824742,
60.416667,
61.22449
],
[
1.738034,
2.927129,
0.901054,
0.709071,
3.405178,
0.213521
],
[
126790,
126790,
30821,
3956550,
3956550,
291608
],
[
-94862,
-42405,
-94862,
-6861103,
-501820,
-6861103
],
[
74,
75,
73,
74,
75,
73
],
[
76,
73,
79,
76,
73,
79
],
[
71,
79,
64,
71,
79,
64
],
[
7243,
3647,
3596,
7243,
3647,
3596
],
[
190.933971,
604.933971,
190.933971,
190.933971,
604.933971,
190.933971
],
[
6,
9,
3,
6,
9,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149042,
-147326,
-307798,
-237437,
667816,
-577867
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541260800000,
"first_datapoint_time": 1547020800000,
"last_datapoint_time": 1757260800000,
"evaluation_time": 1757283895115,
"expiration_time": 1763741664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 44,
"offset": 133
}
}
}
| # | 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) |
|---|