| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 741752.1578 | 623907.1628 | 117844.995 | 7076949.23 | 9290419.9009 | -2213470.6709 |
| Total P&L (%) | 741.7522 | 623.9072 | 117.845 | 7076.9492 | 9290.4199 | -2213.4707 |
| Avg Daily Profit (%) | 0.2967 | 0.2496 | 0.0471 | 0.1711 | 0.1819 | 0 |
| Buy And Hold Return (%) | 713.8382 | 713.8382 | 713.8382 | 713.8382 | 713.8382 | 713.8382 |
| Max Trade Drawdown | -139360 | -94095 | -77890 | -5341396 | -1019314 | -5303352 |
| Profit Factor | 2.7194 | 3.6566 | 1.5996 | 1.8502 | 4.9593 | 0.6297 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 67.0588 | 64.2857 | 69.7674 | 67.0588 | 64.2857 | 69.7674 |
| Ratio Avg Win / Avg Loss | 1.3358 | 2.0314 | 0.6931 | 0.9088 | 2.7552 | 0.2729 |
| Largest Winning Trade | 182670 | 182670 | 25889 | 5577039 | 5577039 | 913671 |
| Largest Losing Trade | -51195 | -51195 | -29685 | -2561877 | -670195 | -2561877 |
| Avg Bars in Trades | 53 | 83 | 24 | 53 | 83 | 24 |
| Avg Bars in Winners | 45 | 62 | 29 | 45 | 62 | 29 |
| Avg Bars in Losers | 70 | 120 | 13 | 70 | 120 | 13 |
| Bars Traded | 4549 | 3505 | 1044 | 4549 | 3505 | 1044 |
| Profit Streak | 122.438 | 126.438 | 122.438 | 122.438 | 126.438 | 122.438 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -136567 | -147260 | -291635 | 454547 | 680192 | -576928 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541289600000,
"first_datapoint_time": 1546603200000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757284245905,
"expiration_time": 1763726400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 19,
"offset": 24,
"std": 1.69437
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 124,
"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": [
[
741752.1577987948,
623907.1627897721,
117844.9950090226,
7076949.230035035,
9290419.900891399,
-2213470.670856363
],
[
741.752158,
623.907163,
117.844995,
7076.94923,
9290.419901,
-2213.470671
],
[
0.296701,
0.249563,
0.047138,
0.171085,
0.181856,
0
],
[
713.838224,
713.838224,
713.838224,
713.838224,
713.838224,
713.838224
],
[
-139360,
-94095,
-77890,
-5341396,
-1019314,
-5303352
],
[
2.719396,
3.656583,
1.599569,
1.850158,
4.95927,
0.629717
],
[
85,
42,
43,
85,
42,
43
],
[
57,
27,
30,
57,
27,
30
],
[
28,
15,
13,
28,
15,
13
],
[
67.058824,
64.285714,
69.767442,
67.058824,
64.285714,
69.767442
],
[
1.335844,
2.031435,
0.693147,
0.908849,
2.75515,
0.272877
],
[
182670,
182670,
25889,
5577039,
5577039,
913671
],
[
-51195,
-51195,
-29685,
-2561877,
-670195,
-2561877
],
[
53,
83,
24,
53,
83,
24
],
[
45,
62,
29,
45,
62,
29
],
[
70,
120,
13,
70,
120,
13
],
[
4549,
3505,
1044,
4549,
3505,
1044
],
[
122.438031,
126.438031,
122.438031,
122.438031,
126.438031,
122.438031
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-136567,
-147260,
-291635,
454547,
680192,
-576928
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541289600000,
"first_datapoint_time": 1546603200000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757284245905,
"expiration_time": 1763726400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 19,
"offset": 24,
"std": 1.69437
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 124,
"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) |
|---|