| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 865040.5457 | 678874.0359 | 186166.5097 | 27838224.8046 | 22686458.5879 | 5151766.2167 |
| Total P&L (%) | 865.0405 | 678.874 | 186.1665 | 27838.2248 | 22686.4586 | 5151.7662 |
| Avg Daily Profit (%) | 0.3459 | 0.2714 | 0.0744 | 0.2255 | 0.2173 | 0.1585 |
| Buy And Hold Return (%) | 867.5422 | 867.5422 | 867.5422 | 867.5422 | 867.5422 | 867.5422 |
| Max Trade Drawdown | -56300 | -53804 | -56300 | -2765418 | -694981 | -2786106 |
| Profit Factor | 4.737 | 6.1531 | 2.8666 | 6.6812 | 14.9437 | 2.574 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
| Profitability (%) | 73.6111 | 66.6667 | 80.5556 | 73.6111 | 66.6667 | 80.5556 |
| Ratio Avg Win / Avg Loss | 1.6982 | 3.0765 | 0.6919 | 2.3952 | 7.4719 | 0.6213 |
| Largest Winning Trade | 254519 | 254519 | 22471 | 9842804 | 9842804 | 3734902 |
| Largest Losing Trade | -56300 | -29414 | -56300 | -2765418 | -485829 | -2765418 |
| Avg Bars in Trades | 63 | 107 | 20 | 63 | 107 | 20 |
| Avg Bars in Winners | 41 | 68 | 20 | 41 | 68 | 20 |
| Avg Bars in Losers | 124 | 184 | 20 | 124 | 184 | 20 |
| Bars Traded | 4587 | 3858 | 729 | 4587 | 3858 | 729 |
| Profit Streak | 0 | 0 | 225.5134 | 0 | 0 | 225.5134 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -229330 | -146442 | -251065 | -63655 | 679401 | 528496 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758025155976,
"expiration_time": 1764506592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 179,
"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": [
[
865040.5456788419,
678874.0359471501,
186166.5097316918,
27838224.80460701,
22686458.58794258,
5151766.216664425
],
[
865.040546,
678.874036,
186.16651,
27838.224805,
22686.458588,
5151.766217
],
[
0.345878,
0.271441,
0.074437,
0.225467,
0.217299,
0.158508
],
[
867.542208,
867.542208,
867.542208,
867.542208,
867.542208,
867.542208
],
[
-56300,
-53804,
-56300,
-2765418,
-694981,
-2786106
],
[
4.737021,
6.153067,
2.866576,
6.681227,
14.9437,
2.574004
],
[
72,
36,
36,
72,
36,
36
],
[
53,
24,
29,
53,
24,
29
],
[
19,
12,
7,
19,
12,
7
],
[
73.611111,
66.666667,
80.555556,
73.611111,
66.666667,
80.555556
],
[
1.698177,
3.076533,
0.691932,
2.395157,
7.47185,
0.621311
],
[
254519,
254519,
22471,
9842804,
9842804,
3734902
],
[
-56300,
-29414,
-56300,
-2765418,
-485829,
-2765418
],
[
63,
107,
20,
63,
107,
20
],
[
41,
68,
20,
41,
68,
20
],
[
124,
184,
20,
124,
184,
20
],
[
4587,
3858,
729,
4587,
3858,
729
],
[
0,
0,
225.513379,
0,
0,
225.513379
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-229330,
-146442,
-251065,
-63655,
679401,
528496
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758025155976,
"expiration_time": 1764506592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 179,
"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) |
|---|