| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 862152.922 | 788440.9093 | 73712.0127 | 3867089.3883 | 7091758.4598 | -3224669.0714 |
| Total P&L (%) | 862.1529 | 788.4409 | 73.712 | 3867.0894 | 7091.7585 | -3224.6691 |
| Avg Daily Profit (%) | 0.345 | 0.3155 | 0.0295 | 0.1474 | 0.1712 | 0 |
| Buy And Hold Return (%) | 928.7518 | 928.7518 | 928.7518 | 928.7518 | 928.7518 | 928.7518 |
| Max Trade Drawdown | -122313 | -61357 | -161233 | -9503982 | -5232507 | -10474526 |
| Profit Factor | 1.6143 | 2.0908 | 1.1083 | 1.0651 | 1.2238 | 0.8837 |
| Total Trades | 618 | 309 | 309 | 618 | 309 | 309 |
| Winning Trades | 323 | 160 | 163 | 323 | 160 | 163 |
| Losing Trades | 295 | 149 | 146 | 295 | 149 | 146 |
| Profitability (%) | 52.2654 | 51.7799 | 52.7508 | 52.2654 | 51.7799 | 52.7508 |
| Ratio Avg Win / Avg Loss | 1.4743 | 1.947 | 0.9927 | 0.9728 | 1.1396 | 0.7915 |
| Largest Winning Trade | 372850 | 372850 | 43037 | 7824474 | 7824474 | 2524520 |
| Largest Losing Trade | -30572 | -25301 | -30572 | -2718106 | -2718106 | -2297574 |
| Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
| Avg Bars in Winners | 27 | 29 | 25 | 27 | 29 | 25 |
| Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
| Bars Traded | 14731 | 7752 | 6979 | 14731 | 7752 | 6979 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150756 | -151208 | -420649 | -144763 | 323229 | -579083 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1544284800000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757789625047,
"expiration_time": 1764257040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
862152.9219827561,
788440.9093259167,
73712.0126568397,
3867089.3883190583,
7091758.4597541625,
-3224669.071435103
],
[
862.152922,
788.440909,
73.712013,
3867.089388,
7091.75846,
-3224.669071
],
[
0.344976,
0.315481,
0.029495,
0.147382,
0.171224,
0
],
[
928.751776,
928.751776,
928.751776,
928.751776,
928.751776,
928.751776
],
[
-122313,
-61357,
-161233,
-9503982,
-5232507,
-10474526
],
[
1.614253,
2.090784,
1.108279,
1.065079,
1.223753,
0.883697
],
[
618,
309,
309,
618,
309,
309
],
[
323,
160,
163,
323,
160,
163
],
[
295,
149,
146,
295,
149,
146
],
[
52.265372,
51.779935,
52.750809,
52.265372,
51.779935,
52.750809
],
[
1.474318,
1.947043,
0.992692,
0.972751,
1.13962,
0.791532
],
[
372850,
372850,
43037,
7824474,
7824474,
2524520
],
[
-30572,
-25301,
-30572,
-2718106,
-2718106,
-2297574
],
[
23,
25,
22,
23,
25,
22
],
[
27,
29,
25,
27,
29,
25
],
[
20,
20,
19,
20,
20,
19
],
[
14731,
7752,
6979,
14731,
7752,
6979
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150756,
-151208,
-420649,
-144763,
323229,
-579083
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1544284800000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757789625047,
"expiration_time": 1764257040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|