| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 656054.5144 | 595265.8647 | 60788.6497 | 1635340.9947 | 4387940.4 | -2752599.4053 |
| Total P&L (%) | 656.0545 | 595.2659 | 60.7887 | 1635.341 | 4387.9404 | -2752.5994 |
| Avg Daily Profit (%) | 0.2623 | 0.238 | 0.0243 | 0.1142 | 0.1522 | 0 |
| Buy And Hold Return (%) | 869.0291 | 869.0291 | 869.0291 | 869.0291 | 869.0291 | 869.0291 |
| Max Trade Drawdown | -89603 | -41894 | -104645 | -2053046 | -786985 | -3570993 |
| Profit Factor | 2.502 | 5.0584 | 1.2095 | 1.2203 | 3.85 | 0.5322 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
| Profitability (%) | 65.625 | 65.625 | 65.625 | 65.625 | 65.625 | 65.625 |
| Ratio Avg Win / Avg Loss | 1.3106 | 2.6497 | 0.6336 | 0.6392 | 2.0167 | 0.2788 |
| Largest Winning Trade | 187806 | 187806 | 47744 | 1763833 | 1763833 | 360639 |
| Largest Losing Trade | -74441 | -34898 | -74441 | -1904153 | -537446 | -1904153 |
| Avg Bars in Trades | 70 | 88 | 51 | 70 | 88 | 51 |
| Avg Bars in Winners | 75 | 85 | 65 | 75 | 85 | 65 |
| Avg Bars in Losers | 59 | 94 | 24 | 59 | 94 | 24 |
| Bars Traded | 4483 | 2838 | 1645 | 4483 | 2838 | 1645 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -295023 | -147584 | -326318 | -191382 | 549848 | -578784 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1552003200000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758120116365,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 231,
"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": [
[
656054.5143600312,
595265.8646838287,
60788.6496762032,
1635340.9947114282,
4387940.3999774065,
-2752599.405265978
],
[
656.054514,
595.265865,
60.78865,
1635.340995,
4387.9404,
-2752.599405
],
[
0.262317,
0.238011,
0.024306,
0.114171,
0.152214,
0
],
[
869.029107,
869.029107,
869.029107,
869.029107,
869.029107,
869.029107
],
[
-89603,
-41894,
-104645,
-2053046,
-786985,
-3570993
],
[
2.501986,
5.058426,
1.209531,
1.220279,
3.850023,
0.532215
],
[
64,
32,
32,
64,
32,
32
],
[
42,
21,
21,
42,
21,
21
],
[
22,
11,
11,
22,
11,
11
],
[
65.625,
65.625,
65.625,
65.625,
65.625,
65.625
],
[
1.310564,
2.649652,
0.633564,
0.639194,
2.016679,
0.278779
],
[
187806,
187806,
47744,
1763833,
1763833,
360639
],
[
-74441,
-34898,
-74441,
-1904153,
-537446,
-1904153
],
[
70,
88,
51,
70,
88,
51
],
[
75,
85,
65,
75,
85,
65
],
[
59,
94,
24,
59,
94,
24
],
[
4483,
2838,
1645,
4483,
2838,
1645
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-295023,
-147584,
-326318,
-191382,
549848,
-578784
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1552003200000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758120116365,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 231,
"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) |
|---|