| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 907866.8117 | 740950.7609 | 166916.0508 | 21160003.0789 | 31044676.6745 | -9884673.5956 |
| Total P&L (%) | 907.8668 | 740.9508 | 166.9161 | 21160.0031 | 31044.6767 | -9884.6736 |
| Avg Daily Profit (%) | 0.363 | 0.2963 | 0.0667 | 0.2145 | 0.2299 | 0 |
| Buy And Hold Return (%) | 837.3213 | 837.3213 | 837.3213 | 837.3213 | 837.3213 | 837.3213 |
| Max Trade Drawdown | -91095 | -84894 | -94281 | -15910203 | -5835011 | -19965740 |
| Profit Factor | 2.8625 | 4.0571 | 1.6811 | 1.5277 | 3.436 | 0.6387 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Profitability (%) | 57.1429 | 51.9231 | 62.2642 | 57.1429 | 51.9231 | 62.2642 |
| Ratio Avg Win / Avg Loss | 2.1469 | 3.7566 | 1.0188 | 1.1457 | 3.1815 | 0.3871 |
| Largest Winning Trade | 180006 | 180006 | 60950 | 17130356 | 17130356 | 4216502 |
| Largest Losing Trade | -47771 | -47771 | -42836 | -8073907 | -2238740 | -8073907 |
| Avg Bars in Trades | 65 | 81 | 50 | 65 | 81 | 50 |
| Avg Bars in Winners | 82 | 105 | 64 | 82 | 105 | 64 |
| Avg Bars in Losers | 42 | 54 | 26 | 42 | 54 | 26 |
| Bars Traded | 6870 | 4219 | 2651 | 6870 | 4219 | 2651 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -123464 | -329619 | -445977 | 390327 | -164941 | -759243 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758044843146,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 128,
"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": [
[
907866.8117476121,
740950.7609447691,
166916.0508028434,
21160003.07890203,
31044676.67451654,
-9884673.595614517
],
[
907.866812,
740.950761,
166.916051,
21160.003079,
31044.676675,
-9884.673596
],
[
0.363049,
0.296301,
0.066749,
0.214549,
0.229851,
0
],
[
837.321324,
837.321324,
837.321324,
837.321324,
837.321324,
837.321324
],
[
-91095,
-84894,
-94281,
-15910203,
-5835011,
-19965740
],
[
2.862499,
4.057082,
1.681085,
1.527661,
3.435973,
0.638682
],
[
105,
52,
53,
105,
52,
53
],
[
60,
27,
33,
60,
27,
33
],
[
45,
25,
20,
45,
25,
20
],
[
57.142857,
51.923077,
62.264151,
57.142857,
51.923077,
62.264151
],
[
2.146874,
3.756558,
1.018839,
1.145746,
3.181456,
0.38708
],
[
180006,
180006,
60950,
17130356,
17130356,
4216502
],
[
-47771,
-47771,
-42836,
-8073907,
-2238740,
-8073907
],
[
65,
81,
50,
65,
81,
50
],
[
82,
105,
64,
82,
105,
64
],
[
42,
54,
26,
42,
54,
26
],
[
6870,
4219,
2651,
6870,
4219,
2651
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-123464,
-329619,
-445977,
390327,
-164941,
-759243
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758044843146,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 128,
"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) |
|---|