| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 129794.6745 | 339625.6043 | -209830.9298 | 4835773.2383 | 1228232.2679 | 3607540.9704 |
| Total P&L (%) | 129.7947 | 339.6256 | -209.8309 | 4835.7732 | 1228.2323 | 3607.541 |
| Avg Daily Profit (%) | 0.0519 | 0.1358 | -0.0839 | 0.1561 | 0.1035 | 0.1446 |
| Buy And Hold Return (%) | 921.7262 | 921.7262 | 921.7262 | 921.7262 | 921.7262 | 921.7262 |
| Max Trade Drawdown | -300664 | -61527 | -300664 | -1884291 | -771094 | -1768421 |
| Profit Factor | 1.1691 | 3.1323 | 0.6551 | 1.9387 | 1.7392 | 2.0337 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 145 | 73 | 72 | 79 | 39 | 40 |
| Losing Trades | 31 | 15 | 16 | 97 | 49 | 48 |
| Profitability (%) | 82.3864 | 82.9545 | 81.8182 | 44.8864 | 44.3182 | 45.4545 |
| Ratio Avg Win / Avg Loss | 0.2499 | 0.6436 | 0.1456 | 2.3804 | 2.1852 | 2.4404 |
| Largest Winning Trade | 69120 | 69120 | 39492 | 4817375 | 1196987 | 4817375 |
| Largest Losing Trade | -300664 | -47889 | -300664 | -1768421 | -317465 | -1768421 |
| Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
| Avg Bars in Winners | 14 | 15 | 13 | 29 | 33 | 25 |
| Avg Bars in Losers | 83 | 105 | 62 | 24 | 27 | 20 |
| Bars Traded | 4689 | 2688 | 2001 | 4689 | 2688 | 2001 |
| Profit Streak | 13.4562 | 97.4562 | 0 | 13.4562 | 97.4562 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -319386 | -168786 | -576475 | 359599 | -114599 | 5761 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1550232000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757847411976,
"expiration_time": 1764289296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 196,
"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": [
[
129794.6745059975,
339625.6043358031,
-209830.9298298058,
4835773.238308294,
1228232.2678825841,
3607540.97042571
],
[
129.794675,
339.625604,
-209.83093,
4835.773238,
1228.232268,
3607.54097
],
[
0.051907,
0.135823,
-0.083916,
0.156054,
0.10349,
0.144594
],
[
921.726171,
921.726171,
921.726171,
921.726171,
921.726171,
921.726171
],
[
-300664,
-61527,
-300664,
-1884291,
-771094,
-1768421
],
[
1.169074,
3.132288,
0.655111,
1.938702,
1.739237,
2.03366
],
[
176,
88,
88,
176,
88,
88
],
[
145,
73,
72,
79,
39,
40
],
[
31,
15,
16,
97,
49,
48
],
[
82.386364,
82.954545,
81.818182,
44.886364,
44.318182,
45.454545
],
[
0.24994,
0.643621,
0.14558,
2.380432,
2.185195,
2.440392
],
[
69120,
69120,
39492,
4817375,
1196987,
4817375
],
[
-300664,
-47889,
-300664,
-1768421,
-317465,
-1768421
],
[
26,
30,
22,
26,
30,
22
],
[
14,
15,
13,
29,
33,
25
],
[
83,
105,
62,
24,
27,
20
],
[
4689,
2688,
2001,
4689,
2688,
2001
],
[
13.456157,
97.456157,
0,
13.456157,
97.456157,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-319386,
-168786,
-576475,
359599,
-114599,
5761
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1550232000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757847411976,
"expiration_time": 1764289296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 196,
"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) |
|---|