| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 731343.9745 | 641343.38 | 90000.5945 | 2408558.43 | 4811991.167 | -2403432.7369 |
| Total P&L (%) | 731.344 | 641.3434 | 90.0006 | 2408.5584 | 4811.9912 | -2403.4327 |
| Avg Daily Profit (%) | 0.2925 | 0.2565 | 0.036 | 0.1289 | 0.1559 | 0 |
| Buy And Hold Return (%) | 798.2319 | 798.2319 | 798.2319 | 798.2319 | 798.2319 | 798.2319 |
| Max Trade Drawdown | -83832 | -75937 | -79736 | -2911029 | -393034 | -3240083 |
| Profit Factor | 2.5405 | 4.3346 | 1.3187 | 1.4272 | 6.2477 | 0.4909 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 62.766 | 63.8298 | 61.7021 | 62.766 | 63.8298 | 61.7021 |
| Ratio Avg Win / Avg Loss | 1.5071 | 2.4563 | 0.8185 | 0.8466 | 3.5404 | 0.3047 |
| Largest Winning Trade | 165745 | 165745 | 60269 | 2907169 | 2907169 | 318199 |
| Largest Losing Trade | -79736 | -46915 | -79736 | -2911029 | -305646 | -2911029 |
| Avg Bars in Trades | 73 | 91 | 55 | 73 | 91 | 55 |
| Avg Bars in Winners | 87 | 95 | 80 | 87 | 95 | 80 |
| Avg Bars in Losers | 49 | 84 | 16 | 49 | 84 | 16 |
| Bars Traded | 6914 | 4286 | 2628 | 6914 | 4286 | 2628 |
| Profit Streak | 68.3383 | 78.6716 | 68.3383 | 68.3383 | 78.6716 | 68.3383 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148820 | -146707 | -309908 | -21084 | 676222 | -578621 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548144000000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758614830511,
"expiration_time": 1765067328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 133,
"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": [
[
731343.9744757167,
641343.3799722799,
90000.5945034373,
2408558.4300388834,
4811991.1669733515,
-2403432.736934467
],
[
731.343974,
641.34338,
90.000595,
2408.55843,
4811.991167,
-2403.432737
],
[
0.292459,
0.256469,
0.035991,
0.12894,
0.15585,
0
],
[
798.231889,
798.231889,
798.231889,
798.231889,
798.231889,
798.231889
],
[
-83832,
-75937,
-79736,
-2911029,
-393034,
-3240083
],
[
2.54054,
4.334563,
1.318699,
1.427199,
6.247692,
0.490912
],
[
94,
47,
47,
94,
47,
47
],
[
59,
30,
29,
59,
30,
29
],
[
35,
17,
18,
35,
17,
18
],
[
62.765957,
63.829787,
61.702128,
62.765957,
63.829787,
61.702128
],
[
1.5071,
2.456253,
0.818503,
0.846643,
3.540359,
0.304704
],
[
165745,
165745,
60269,
2907169,
2907169,
318199
],
[
-79736,
-46915,
-79736,
-2911029,
-305646,
-2911029
],
[
73,
91,
55,
73,
91,
55
],
[
87,
95,
80,
87,
95,
80
],
[
49,
84,
16,
49,
84,
16
],
[
6914,
4286,
2628,
6914,
4286,
2628
],
[
68.338316,
78.671649,
68.338316,
68.338316,
78.671649,
68.338316
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148820,
-146707,
-309908,
-21084,
676222,
-578621
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548144000000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758614830511,
"expiration_time": 1765067328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 133,
"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) |
|---|