| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 821679.9252 | 724849.965 | 96829.9601 | 6529313.0126 | 5786416.9222 | 742896.0904 |
| Total P&L (%) | 821.6799 | 724.85 | 96.83 | 6529.313 | 5786.4169 | 742.8961 |
| Avg Daily Profit (%) | 0.3288 | 0.29 | 0.0387 | 0.1679 | 0.1632 | 0.0853 |
| Buy And Hold Return (%) | 706.394 | 706.394 | 706.394 | 706.394 | 706.394 | 706.394 |
| Max Trade Drawdown | -60790 | -68061 | -23452 | -4008514 | -2553607 | -1454907 |
| Profit Factor | 3.5491 | 3.8336 | 2.4551 | 2.1512 | 2.4668 | 1.4302 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
| Profitability (%) | 64.6154 | 59.375 | 69.697 | 64.6154 | 59.375 | 69.697 |
| Ratio Avg Win / Avg Loss | 1.9435 | 2.623 | 1.0675 | 1.178 | 1.6878 | 0.6218 |
| Largest Winning Trade | 264501 | 264501 | 15118 | 3934072 | 3934072 | 780297 |
| Largest Losing Trade | -55190 | -55190 | -18372 | -1873269 | -1873269 | -1215199 |
| Avg Bars in Trades | 194 | 358 | 35 | 194 | 358 | 35 |
| Avg Bars in Winners | 143 | 267 | 41 | 143 | 267 | 41 |
| Avg Bars in Losers | 288 | 493 | 23 | 288 | 493 | 23 |
| Bars Traded | 12668 | 11487 | 1181 | 12668 | 11487 | 1181 |
| Profit Streak | 68.8396 | 70.3396 | 68.8396 | 68.8396 | 70.3396 | 68.8396 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -232270 | -140161 | -300273 | -122391 | 509948 | -226023 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1545321600000,
"last_datapoint_time": 1757995200000,
"evaluation_time": 1757995741620,
"expiration_time": 1764473472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 232,
"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": [
[
821679.9251502283,
724849.9650017594,
96829.9601484688,
6529313.012571785,
5786416.922186622,
742896.0903851605
],
[
821.679925,
724.849965,
96.82996,
6529.313013,
5786.416922,
742.89609
],
[
0.32876,
0.290018,
0.038742,
0.167949,
0.163186,
0.085326
],
[
706.39398,
706.39398,
706.39398,
706.39398,
706.39398,
706.39398
],
[
-60790,
-68061,
-23452,
-4008514,
-2553607,
-1454907
],
[
3.549051,
3.833612,
2.455145,
2.151168,
2.466798,
1.430173
],
[
65,
32,
33,
65,
32,
33
],
[
42,
19,
23,
42,
19,
23
],
[
23,
13,
10,
23,
13,
10
],
[
64.615385,
59.375,
69.69697,
64.615385,
59.375,
69.69697
],
[
1.943528,
2.622998,
1.067455,
1.178021,
1.687809,
0.621814
],
[
264501,
264501,
15118,
3934072,
3934072,
780297
],
[
-55190,
-55190,
-18372,
-1873269,
-1873269,
-1215199
],
[
194,
358,
35,
194,
358,
35
],
[
143,
267,
41,
143,
267,
41
],
[
288,
493,
23,
288,
493,
23
],
[
12668,
11487,
1181,
12668,
11487,
1181
],
[
68.839602,
70.339602,
68.839602,
68.839602,
70.339602,
68.839602
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-232270,
-140161,
-300273,
-122391,
509948,
-226023
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1545321600000,
"last_datapoint_time": 1757995200000,
"evaluation_time": 1757995741620,
"expiration_time": 1764473472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 232,
"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) |
|---|