| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 848374.8637 | 673465.1172 | 174909.7465 | -6583630.6276 | 54462705.9453 | -61046336.5729 |
| Total P&L (%) | 848.3749 | 673.4651 | 174.9097 | -6583.6306 | 54462.7059 | -61046.3366 |
| Avg Daily Profit (%) | 0.3393 | 0.2693 | 0.07 | 0 | 0.2523 | 0 |
| Buy And Hold Return (%) | 856.7219 | 856.7219 | 856.7219 | 856.7219 | 856.7219 | 856.7219 |
| Max Trade Drawdown | -104865 | -53873 | -104865 | -77895046 | -2681789 | -75711640 |
| Profit Factor | 4.1097 | 7.3371 | 2.0502 | 0.928 | 6.9284 | 0.2577 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 47 | 23 | 24 | 43 | 21 | 22 |
| Losing Trades | 20 | 10 | 10 | 24 | 12 | 12 |
| Profitability (%) | 70.1493 | 69.697 | 70.5882 | 64.1791 | 63.6364 | 64.7059 |
| Ratio Avg Win / Avg Loss | 1.7488 | 3.19 | 0.8543 | 0.5179 | 3.9591 | 0.1406 |
| Largest Winning Trade | 133315 | 133315 | 40635 | 37625772 | 37625772 | 5564237 |
| Largest Losing Trade | -104865 | -49304 | -104865 | -74885955 | -1986976 | -74885955 |
| Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
| Avg Bars in Winners | 66 | 61 | 70 | 63 | 57 | 69 |
| Avg Bars in Losers | 86 | 102 | 70 | 87 | 102 | 72 |
| Bars Traded | 4827 | 2428 | 2399 | 4827 | 2428 | 2399 |
| Profit Streak | 201.3632 | 336.8632 | 201.3632 | 0 | 0 | 0 |
| Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -266408 | -144746 | -260569 | -699939 | 675226 | -578888 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541764800000,
"first_datapoint_time": 1547208000000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757796177054,
"expiration_time": 1764246096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 49,
"offset": 0,
"a": 0.69805
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 51,
"offset": 76
}
}
}
{
"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": [
[
848374.8636995119,
673465.1171683148,
174909.7465311972,
-6583630.627592272,
54462705.94532453,
-61046336.572916806
],
[
848.374864,
673.465117,
174.909747,
-6583.630628,
54462.705945,
-61046.336573
],
[
0.339282,
0.269332,
0.06995,
0,
0.252345,
0
],
[
856.721915,
856.721915,
856.721915,
856.721915,
856.721915,
856.721915
],
[
-104865,
-53873,
-104865,
-77895046,
-2681789,
-75711640
],
[
4.109692,
7.337086,
2.050239,
0.927991,
6.928439,
0.257713
],
[
67,
33,
34,
67,
33,
34
],
[
47,
23,
24,
43,
21,
22
],
[
20,
10,
10,
24,
12,
12
],
[
70.149254,
69.69697,
70.588235,
64.179104,
63.636364,
64.705882
],
[
1.748805,
3.190037,
0.854266,
0.517948,
3.959108,
0.140571
],
[
133315,
133315,
40635,
37625772,
37625772,
5564237
],
[
-104865,
-49304,
-104865,
-74885955,
-1986976,
-74885955
],
[
72,
73,
70,
72,
73,
70
],
[
66,
61,
70,
63,
57,
69
],
[
86,
102,
70,
87,
102,
72
],
[
4827,
2428,
2399,
4827,
2428,
2399
],
[
201.36316,
336.86316,
201.36316,
0,
0,
0
],
[
4,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-266408,
-144746,
-260569,
-699939,
675226,
-578888
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541764800000,
"first_datapoint_time": 1547208000000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757796177054,
"expiration_time": 1764246096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 49,
"offset": 0,
"a": 0.69805
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 51,
"offset": 76
}
}
}
| # | 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) |
|---|