| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 927576.029 | 691450.1188 | 236125.9102 | 69768393.2344 | 50434669.7499 | 19333723.4846 |
| Total P&L (%) | 927.576 | 691.4501 | 236.1259 | 69768.3932 | 50434.6698 | 19333.7235 |
| Avg Daily Profit (%) | 0.371 | 0.2765 | 0.0944 | 0.2623 | 0.2493 | 0.211 |
| Buy And Hold Return (%) | 884.5816 | 884.5816 | 884.5816 | 884.5816 | 884.5816 | 884.5816 |
| Max Trade Drawdown | -62372 | -64278 | -62372 | -3480981 | -1631981 | -5343229 |
| Profit Factor | 6.0056 | 8.3697 | 3.5811 | 10.0161 | 29.5382 | 4.238 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 10 | 5 | 5 | 10 | 5 | 5 |
| Profitability (%) | 84.6154 | 84.375 | 84.8485 | 84.6154 | 84.375 | 84.8485 |
| Ratio Avg Win / Avg Loss | 1.0919 | 1.5499 | 0.6395 | 1.8211 | 5.47 | 0.7568 |
| Largest Winning Trade | 165509 | 165509 | 36161 | 16214352 | 16214352 | 9268457 |
| Largest Losing Trade | -62372 | -43553 | -62372 | -3480981 | -1040128 | -3480981 |
| Avg Bars in Trades | 70 | 119 | 22 | 70 | 119 | 22 |
| Avg Bars in Winners | 63 | 107 | 20 | 63 | 107 | 20 |
| Avg Bars in Losers | 107 | 185 | 29 | 107 | 185 | 29 |
| Bars Traded | 4554 | 3824 | 730 | 4554 | 3824 | 730 |
| Profit Streak | 218.8802 | 806.3802 | 218.8802 | 218.8802 | 806.3802 | 218.8802 |
| Trades During Streak | 6 | 13 | 3 | 6 | 13 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -263971 | -142808 | -222728 | -113132 | 818496 | 668180 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541419200000,
"first_datapoint_time": 1551052800000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757452052489,
"expiration_time": 1763900496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 224,
"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": [
[
927576.029033493,
691450.1188311724,
236125.9102023204,
69768393.23443994,
50434669.74986965,
19333723.484570287
],
[
927.576029,
691.450119,
236.12591,
69768.393234,
50434.66975,
19333.723485
],
[
0.370956,
0.276525,
0.094431,
0.262259,
0.24927,
0.210964
],
[
884.581571,
884.581571,
884.581571,
884.581571,
884.581571,
884.581571
],
[
-62372,
-64278,
-62372,
-3480981,
-1631981,
-5343229
],
[
6.005631,
8.369677,
3.581095,
10.016094,
29.538206,
4.237971
],
[
65,
32,
33,
65,
32,
33
],
[
55,
27,
28,
55,
27,
28
],
[
10,
5,
5,
10,
5,
5
],
[
84.615385,
84.375,
84.848485,
84.615385,
84.375,
84.848485
],
[
1.091933,
1.54994,
0.639481,
1.821108,
5.470038,
0.756781
],
[
165509,
165509,
36161,
16214352,
16214352,
9268457
],
[
-62372,
-43553,
-62372,
-3480981,
-1040128,
-3480981
],
[
70,
119,
22,
70,
119,
22
],
[
63,
107,
20,
63,
107,
20
],
[
107,
185,
29,
107,
185,
29
],
[
4554,
3824,
730,
4554,
3824,
730
],
[
218.880237,
806.380237,
218.880237,
218.880237,
806.380237,
218.880237
],
[
6,
13,
3,
6,
13,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-263971,
-142808,
-222728,
-113132,
818496,
668180
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541419200000,
"first_datapoint_time": 1551052800000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757452052489,
"expiration_time": 1763900496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 224,
"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) |
|---|