| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 941590.503 | 814120.7954 | 127469.7077 | 13002316.4687 | 14883486.8068 | -1881170.3381 |
| Total P&L (%) | 941.5905 | 814.1208 | 127.4697 | 13002.3165 | 14883.4868 | -1881.1703 |
| Avg Daily Profit (%) | 0.3768 | 0.3258 | 0.051 | 0.1953 | 0.2006 | 0 |
| Buy And Hold Return (%) | 894.6625 | 894.6625 | 894.6625 | 894.6625 | 894.6625 | 894.6625 |
| Max Trade Drawdown | -96536 | -54235 | -78706 | -5030572 | -2939208 | -5961625 |
| Profit Factor | 2.1469 | 2.9553 | 1.315 | 1.4433 | 2.0925 | 0.8802 |
| Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
| Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
| Losing Trades | 157 | 84 | 73 | 157 | 84 | 73 |
| Profitability (%) | 49.3548 | 45.8065 | 52.9032 | 49.3548 | 45.8065 | 52.9032 |
| Ratio Avg Win / Avg Loss | 2.203 | 3.4965 | 1.1707 | 1.481 | 2.4756 | 0.7836 |
| Largest Winning Trade | 330631 | 330631 | 44495 | 8892256 | 8892256 | 1373360 |
| Largest Losing Trade | -32843 | -23587 | -32843 | -3674758 | -1189877 | -3674758 |
| Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
| Avg Bars in Winners | 63 | 64 | 63 | 63 | 64 | 63 |
| Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
| Bars Traded | 14733 | 7066 | 7666 | 14733 | 7066 | 7666 |
| Profit Streak | 27.899 | 0 | 31.7324 | 27.899 | 0 | 31.7324 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -133915 | -152395 | -288770 | 391242 | 383322 | -579146 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1544328000000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757597675111,
"expiration_time": 1764069840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
941590.5030408672,
814120.7953591171,
127469.7076817499,
13002316.468655257,
14883486.80677883,
-1881170.3381235742
],
[
941.590503,
814.120795,
127.469708,
13002.316469,
14883.486807,
-1881.170338
],
[
0.376761,
0.325756,
0.051005,
0.19527,
0.200649,
0
],
[
894.662512,
894.662512,
894.662512,
894.662512,
894.662512,
894.662512
],
[
-96536,
-54235,
-78706,
-5030572,
-2939208,
-5961625
],
[
2.146871,
2.955344,
1.315011,
1.443315,
2.092508,
0.88023
],
[
310,
155,
155,
310,
155,
155
],
[
153,
71,
82,
153,
71,
82
],
[
157,
84,
73,
157,
84,
73
],
[
49.354839,
45.806452,
52.903226,
49.354839,
45.806452,
52.903226
],
[
2.202998,
3.496463,
1.170681,
1.481049,
2.475643,
0.783619
],
[
330631,
330631,
44495,
8892256,
8892256,
1373360
],
[
-32843,
-23587,
-32843,
-3674758,
-1189877,
-3674758
],
[
47,
45,
49,
47,
45,
49
],
[
63,
64,
63,
63,
64,
63
],
[
31,
29,
33,
31,
29,
33
],
[
14733,
7066,
7666,
14733,
7066,
7666
],
[
27.899017,
0,
31.732351,
27.899017,
0,
31.732351
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133915,
-152395,
-288770,
391242,
383322,
-579146
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1544328000000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757597675111,
"expiration_time": 1764069840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|