| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1293928.5086 | 993474.4617 | 300454.047 | 289142082.8866 | 217127089.9468 | 72014992.9398 |
| Total P&L (%) | 1293.9285 | 993.4745 | 300.454 | 289142.0829 | 217127.0899 | 72014.9929 |
| Avg Daily Profit (%) | 0.5173 | 0.3972 | 0.1201 | 0.3191 | 0.3076 | 0.2634 |
| Buy And Hold Return (%) | 898.0483 | 898.0483 | 898.0483 | 898.0483 | 898.0483 | 898.0483 |
| Max Trade Drawdown | -81271 | -80110 | -67049 | -6531373 | -2789403 | -3741970 |
| Profit Factor | 6.5668 | 8.8573 | 3.8346 | 24.0862 | 40.3721 | 11.2736 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
| Profitability (%) | 77.9661 | 75.8621 | 80 | 77.9661 | 75.8621 | 80 |
| Ratio Avg Win / Avg Loss | 1.8558 | 2.8182 | 0.9586 | 6.807 | 12.8457 | 2.8184 |
| Largest Winning Trade | 371436 | 371436 | 62090 | 98203876 | 98203876 | 33630155 |
| Largest Losing Trade | -67049 | -43515 | -67049 | -3741970 | -2789403 | -3741970 |
| Avg Bars in Trades | 78 | 89 | 67 | 78 | 89 | 67 |
| Avg Bars in Winners | 83 | 89 | 79 | 83 | 89 | 79 |
| Avg Bars in Losers | 57 | 90 | 19 | 57 | 90 | 19 |
| Bars Traded | 4605 | 2590 | 2015 | 4605 | 2590 | 2015 |
| Profit Streak | 555.174 | 555.174 | 561.174 | 555.174 | 555.174 | 561.174 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -183793 | -109819 | -189065 | -156854 | 796849 | 803429 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1548763200000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758643829285,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 145,
"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": [
[
1293928.5086475157,
993474.4616629365,
300454.0469845795,
289142082.8865856,
217127089.9468123,
72014992.93977326
],
[
1293.928509,
993.474462,
300.454047,
289142.082887,
217127.089947,
72014.99294
],
[
0.517261,
0.397151,
0.12011,
0.319111,
0.307629,
0.263422
],
[
898.048304,
898.048304,
898.048304,
898.048304,
898.048304,
898.048304
],
[
-81271,
-80110,
-67049,
-6531373,
-2789403,
-3741970
],
[
6.566815,
8.857262,
3.834586,
24.086239,
40.372068,
11.273642
],
[
59,
29,
30,
59,
29,
30
],
[
46,
22,
24,
46,
22,
24
],
[
13,
7,
6,
13,
7,
6
],
[
77.966102,
75.862069,
80,
77.966102,
75.862069,
80
],
[
1.855839,
2.81822,
0.958646,
6.806981,
12.845658,
2.81841
],
[
371436,
371436,
62090,
98203876,
98203876,
33630155
],
[
-67049,
-43515,
-67049,
-3741970,
-2789403,
-3741970
],
[
78,
89,
67,
78,
89,
67
],
[
83,
89,
79,
83,
89,
79
],
[
57,
90,
19,
57,
90,
19
],
[
4605,
2590,
2015,
4605,
2590,
2015
],
[
555.17395,
555.17395,
561.17395,
555.17395,
555.17395,
561.17395
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-183793,
-109819,
-189065,
-156854,
796849,
803429
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1548763200000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758643829285,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 145,
"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) |
|---|