| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 767473.3087 | 661241.6757 | 106231.633 | 5258620.1441 | 8945832.8463 | -3687212.7022 |
| Total P&L (%) | 767.4733 | 661.2417 | 106.2316 | 5258.6201 | 8945.8328 | -3687.2127 |
| Avg Daily Profit (%) | 0.3069 | 0.2645 | 0.0425 | 0.1594 | 0.1803 | 0 |
| Buy And Hold Return (%) | 730.2435 | 730.2435 | 730.2435 | 730.2435 | 730.2435 | 730.2435 |
| Max Trade Drawdown | -97888 | -88029 | -71485 | -6078451 | -762529 | -6078451 |
| Profit Factor | 2.6173 | 4.0573 | 1.4114 | 1.533 | 4.8482 | 0.5111 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Profitability (%) | 59.5506 | 63.6364 | 55.5556 | 59.5506 | 63.6364 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.7778 | 2.3185 | 1.1291 | 1.0413 | 2.7704 | 0.4089 |
| Largest Winning Trade | 166520 | 166520 | 53780 | 5312678 | 5312678 | 854695 |
| Largest Losing Trade | -71485 | -49309 | -71485 | -6078451 | -641931 | -6078451 |
| Avg Bars in Trades | 78 | 92 | 65 | 78 | 92 | 65 |
| Avg Bars in Winners | 94 | 90 | 99 | 94 | 90 | 99 |
| Avg Bars in Losers | 54 | 94 | 23 | 54 | 94 | 23 |
| Bars Traded | 6986 | 4050 | 2936 | 6986 | 4050 | 2936 |
| Profit Streak | 56.6005 | 131.6005 | 56.6005 | 56.6005 | 131.6005 | 56.6005 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -133516 | -147299 | -299822 | 419565 | 660204 | -579430 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541548800000,
"first_datapoint_time": 1546416000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757571887299,
"expiration_time": 1764029664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 170,
"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": [
[
767473.3086951539,
661241.675699709,
106231.6329954447,
5258620.14408339,
8945832.846270693,
-3687212.7021873062
],
[
767.473309,
661.241676,
106.231633,
5258.620144,
8945.832846,
-3687.212702
],
[
0.306949,
0.264462,
0.042487,
0.159357,
0.180334,
0
],
[
730.243498,
730.243498,
730.243498,
730.243498,
730.243498,
730.243498
],
[
-97888,
-88029,
-71485,
-6078451,
-762529,
-6078451
],
[
2.617335,
4.057291,
1.411358,
1.533004,
4.848159,
0.511064
],
[
89,
44,
45,
89,
44,
45
],
[
53,
28,
25,
53,
28,
25
],
[
36,
16,
20,
36,
16,
20
],
[
59.550562,
63.636364,
55.555556,
59.550562,
63.636364,
55.555556
],
[
1.777812,
2.318452,
1.129086,
1.041286,
2.770376,
0.408851
],
[
166520,
166520,
53780,
5312678,
5312678,
854695
],
[
-71485,
-49309,
-71485,
-6078451,
-641931,
-6078451
],
[
78,
92,
65,
78,
92,
65
],
[
94,
90,
99,
94,
90,
99
],
[
54,
94,
23,
54,
94,
23
],
[
6986,
4050,
2936,
6986,
4050,
2936
],
[
56.600547,
131.600547,
56.600547,
56.600547,
131.600547,
56.600547
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133516,
-147299,
-299822,
419565,
660204,
-579430
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541548800000,
"first_datapoint_time": 1546416000000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757571887299,
"expiration_time": 1764029664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 170,
"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) |
|---|