| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 891752.0994 | 801626.4519 | 90125.6475 | 8884605.624 | 13196357.2841 | -4311751.6601 |
| Total P&L (%) | 891.7521 | 801.6265 | 90.1256 | 8884.6056 | 13196.3573 | -4311.7517 |
| Avg Daily Profit (%) | 0.4281 | 0.3848 | 0.0433 | 0.2162 | 0.235 | 0 |
| Buy And Hold Return (%) | 1214.3135 | 1214.3135 | 1214.3135 | 1214.3135 | 1214.3135 | 1214.3135 |
| Max Trade Drawdown | -87158 | -45207 | -82223 | -5039307 | -2712862 | -7186583 |
| Profit Factor | 3.0042 | 5.153 | 1.3578 | 1.3736 | 2.4347 | 0.7043 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 49.5413 | 42.5926 | 56.3636 | 49.5413 | 42.5926 | 56.3636 |
| Ratio Avg Win / Avg Loss | 3.0598 | 6.9454 | 1.0512 | 1.3991 | 3.2816 | 0.5453 |
| Largest Winning Trade | 357956 | 357956 | 45713 | 10754105 | 10754105 | 1656214 |
| Largest Losing Trade | -32167 | -27325 | -32167 | -3639851 | -1608950 | -3639851 |
| Avg Bars in Trades | 222 | 233 | 212 | 222 | 233 | 212 |
| Avg Bars in Winners | 291 | 356 | 242 | 291 | 356 | 242 |
| Avg Bars in Losers | 156 | 142 | 174 | 156 | 142 | 174 |
| Bars Traded | 24301 | 12594 | 11707 | 24301 | 12594 | 11707 |
| Profit Streak | 0 | 168.2149 | 0 | 0 | 168.2149 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149940 | -330221 | -479688 | 317564 | -168992 | -760008 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1578355200000,
"first_datapoint_time": 1580061600000,
"last_datapoint_time": 1758391200000,
"evaluation_time": 1758395366657,
"expiration_time": 1764870163200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 238,
"offset": 0,
"a": 0.74788
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 200,
"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": [
[
891752.0994042535,
801626.4518607648,
90125.6475434885,
8884605.62397146,
13196357.28410084,
-4311751.6601293795
],
[
891.752099,
801.626452,
90.125648,
8884.605624,
13196.357284,
-4311.75166
],
[
0.42811,
0.384842,
0.043267,
0.216177,
0.235037,
0
],
[
1214.313474,
1214.313474,
1214.313474,
1214.313474,
1214.313474,
1214.313474
],
[
-87158,
-45207,
-82223,
-5039307,
-2712862,
-7186583
],
[
3.004201,
5.153024,
1.357756,
1.373636,
2.434741,
0.704291
],
[
109,
54,
55,
109,
54,
55
],
[
54,
23,
31,
54,
23,
31
],
[
55,
31,
24,
55,
31,
24
],
[
49.541284,
42.592593,
56.363636,
49.541284,
42.592593,
56.363636
],
[
3.059835,
6.94538,
1.051166,
1.399073,
3.281608,
0.545258
],
[
357956,
357956,
45713,
10754105,
10754105,
1656214
],
[
-32167,
-27325,
-32167,
-3639851,
-1608950,
-3639851
],
[
222,
233,
212,
222,
233,
212
],
[
291,
356,
242,
291,
356,
242
],
[
156,
142,
174,
156,
142,
174
],
[
24301,
12594,
11707,
24301,
12594,
11707
],
[
0,
168.214892,
0,
0,
168.214892,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149940,
-330221,
-479688,
317564,
-168992,
-760008
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1578355200000,
"first_datapoint_time": 1580061600000,
"last_datapoint_time": 1758391200000,
"evaluation_time": 1758395366657,
"expiration_time": 1764870163200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 238,
"offset": 0,
"a": 0.74788
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 200,
"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) |
|---|