| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 490560.7831 | 479606.8938 | 10953.8893 | -33279355.1924 | 11021995.6748 | -44301350.8673 |
| Total P&L (%) | 490.5608 | 479.6069 | 10.9539 | -33279.3552 | 11021.9957 | -44301.3509 |
| Avg Daily Profit (%) | 0.1962 | 0.1918 | 0.0044 | 0 | 0.1886 | 0 |
| Buy And Hold Return (%) | 844.7005 | 844.7005 | 844.7005 | 844.7005 | 844.7005 | 844.7005 |
| Max Trade Drawdown | -224367 | -32496 | -223289 | -56801167 | -4508054 | -53362453 |
| Profit Factor | 2.5169 | 8.4087 | 1.0424 | 0.4669 | 2.3731 | 0.1856 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 42 | 22 | 20 | 43 | 23 | 20 |
| Losing Trades | 18 | 8 | 10 | 17 | 7 | 10 |
| Profitability (%) | 70 | 73.3333 | 66.6667 | 71.6667 | 76.6667 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.0787 | 3.0577 | 0.5212 | 0.1846 | 0.7222 | 0.0928 |
| Largest Winning Trade | 140399 | 140399 | 40998 | 4889867 | 4889867 | 1794194 |
| Largest Losing Trade | -221836 | -21319 | -221836 | -52401859 | -4508054 | -52401859 |
| Avg Bars in Trades | 76 | 66 | 86 | 76 | 66 | 86 |
| Avg Bars in Winners | 67 | 57 | 77 | 64 | 53 | 77 |
| Avg Bars in Losers | 99 | 91 | 105 | 107 | 109 | 106 |
| Bars Traded | 4607 | 2003 | 2604 | 4607 | 2003 | 2604 |
| Profit Streak | 97.7197 | 97.7197 | 102.7197 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -324451 | -146161 | -525677 | -751469 | 471311 | -578665 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1551657600000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758561380777,
"expiration_time": 1765023696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 190
}
}
}
{
"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": [
[
490560.7831363986,
479606.8938134857,
10953.8893229128,
-33279355.192430656,
11021995.674820175,
-44301350.86725084
],
[
490.560783,
479.606894,
10.953889,
-33279.355192,
11021.995675,
-44301.350867
],
[
0.196185,
0.191804,
0.004381,
0,
0.1886,
0
],
[
844.700461,
844.700461,
844.700461,
844.700461,
844.700461,
844.700461
],
[
-224367,
-32496,
-223289,
-56801167,
-4508054,
-53362453
],
[
2.516942,
8.408729,
1.04235,
0.466878,
2.373066,
0.185581
],
[
60,
30,
30,
60,
30,
30
],
[
42,
22,
20,
43,
23,
20
],
[
18,
8,
10,
17,
7,
10
],
[
70,
73.333333,
66.666667,
71.666667,
76.666667,
66.666667
],
[
1.078689,
3.05772,
0.521175,
0.18458,
0.722238,
0.09279
],
[
140399,
140399,
40998,
4889867,
4889867,
1794194
],
[
-221836,
-21319,
-221836,
-52401859,
-4508054,
-52401859
],
[
76,
66,
86,
76,
66,
86
],
[
67,
57,
77,
64,
53,
77
],
[
99,
91,
105,
107,
109,
106
],
[
4607,
2003,
2604,
4607,
2003,
2604
],
[
97.719685,
97.719685,
102.719685,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-324451,
-146161,
-525677,
-751469,
471311,
-578665
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1551657600000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758561380777,
"expiration_time": 1765023696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 190
}
}
}
| # | 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) |
|---|