| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 926717.2748 | 757953.9316 | 168763.3432 | 32237574.3551 | 56104228.2782 | -23866653.9231 |
| Total P&L (%) | 926.7173 | 757.9539 | 168.7633 | 32237.5744 | 56104.2283 | -23866.6539 |
| Avg Daily Profit (%) | 0.3706 | 0.3031 | 0.0675 | 0.2314 | 0.2536 | 0 |
| Buy And Hold Return (%) | 738.1441 | 738.1441 | 738.1441 | 738.1441 | 738.1441 | 738.1441 |
| Max Trade Drawdown | -83533 | -59303 | -97286 | -39988497 | -16059019 | -41869698 |
| Profit Factor | 3.0507 | 4.2827 | 1.7636 | 1.2973 | 2.209 | 0.6152 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
| Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Profitability (%) | 48.7603 | 46.6667 | 50.8197 | 48.7603 | 46.6667 | 50.8197 |
| Ratio Avg Win / Avg Loss | 3.2058 | 4.8945 | 1.7067 | 1.3633 | 2.5246 | 0.5954 |
| Largest Winning Trade | 263033 | 263033 | 35427 | 46629324 | 46629324 | 9243294 |
| Largest Losing Trade | -38111 | -17753 | -38111 | -24527670 | -5861516 | -24527670 |
| Avg Bars in Trades | 57 | 69 | 46 | 57 | 69 | 46 |
| Avg Bars in Winners | 84 | 97 | 72 | 84 | 97 | 72 |
| Avg Bars in Losers | 32 | 44 | 19 | 32 | 44 | 19 |
| Bars Traded | 6992 | 4140 | 2852 | 6992 | 4140 | 2852 |
| Profit Streak | 67.0824 | 82.7491 | 67.0824 | 67.0824 | 82.7491 | 67.0824 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70165 | -310754 | -426260 | 330578 | -156815 | -741793 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541865600000,
"first_datapoint_time": 1545350400000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757872722136,
"expiration_time": 1764346464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 75,
"offset": 0,
"a": 0.74191
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 122,
"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": [
[
926717.2747954767,
757953.9315950053,
168763.3432004711,
32237574.35508184,
56104228.27815995,
-23866653.9230781
],
[
926.717275,
757.953932,
168.763343,
32237.574355,
56104.228278,
-23866.653923
],
[
0.370638,
0.303142,
0.067496,
0.231389,
0.253551,
0
],
[
738.144104,
738.144104,
738.144104,
738.144104,
738.144104,
738.144104
],
[
-83533,
-59303,
-97286,
-39988497,
-16059019,
-41869698
],
[
3.050706,
4.282715,
1.763603,
1.297299,
2.209042,
0.615246
],
[
121,
60,
61,
121,
60,
61
],
[
59,
28,
31,
59,
28,
31
],
[
62,
32,
30,
62,
32,
30
],
[
48.760331,
46.666667,
50.819672,
48.760331,
46.666667,
50.819672
],
[
3.205827,
4.894531,
1.706713,
1.363264,
2.52462,
0.595399
],
[
263033,
263033,
35427,
46629324,
46629324,
9243294
],
[
-38111,
-17753,
-38111,
-24527670,
-5861516,
-24527670
],
[
57,
69,
46,
57,
69,
46
],
[
84,
97,
72,
84,
97,
72
],
[
32,
44,
19,
32,
44,
19
],
[
6992,
4140,
2852,
6992,
4140,
2852
],
[
67.082432,
82.749099,
67.082432,
67.082432,
82.749099,
67.082432
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70165,
-310754,
-426260,
330578,
-156815,
-741793
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541865600000,
"first_datapoint_time": 1545350400000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757872722136,
"expiration_time": 1764346464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 75,
"offset": 0,
"a": 0.74191
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 122,
"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) |
|---|