| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 689499.7969 | 651675.9557 | 37823.8411 | 888162.5862 | 7376822.73 | -6488660.1438 |
| Total P&L (%) | 689.4998 | 651.676 | 37.8238 | 888.1626 | 7376.8227 | -6488.6601 |
| Avg Daily Profit (%) | 0.2757 | 0.2606 | 0.0151 | 0.0917 | 0.1727 | 0 |
| Buy And Hold Return (%) | 822.0059 | 822.0059 | 822.0059 | 822.0059 | 822.0059 | 822.0059 |
| Max Trade Drawdown | -178637 | -67659 | -152258 | -4421880 | -452402 | -7353778 |
| Profit Factor | 2.4085 | 6.1815 | 1.104 | 1.0926 | 10.0247 | 0.2609 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Profitability (%) | 60.9375 | 65.625 | 56.25 | 60.9375 | 65.625 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.5439 | 3.2379 | 0.8587 | 0.7004 | 5.2511 | 0.2029 |
| Largest Winning Trade | 177898 | 177898 | 65668 | 3384592 | 3384592 | 699131 |
| Largest Losing Trade | -77510 | -40272 | -77510 | -3578424 | -296768 | -3578424 |
| Avg Bars in Trades | 70 | 80 | 59 | 70 | 80 | 59 |
| Avg Bars in Winners | 90 | 87 | 93 | 90 | 87 | 93 |
| Avg Bars in Losers | 38 | 67 | 16 | 38 | 67 | 16 |
| Bars Traded | 4486 | 2569 | 1917 | 4486 | 2569 | 1917 |
| 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 | -294585 | -146700 | -445447 | -473393 | 659726 | -580000 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541419200000,
"first_datapoint_time": 1550836800000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757452527797,
"expiration_time": 1763900496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 219,
"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": [
[
689499.7968667627,
651675.9557462116,
37823.8411205511,
888162.5862225316,
7376822.730032148,
-6488660.143809615
],
[
689.499797,
651.675956,
37.823841,
888.162586,
7376.82273,
-6488.660144
],
[
0.275745,
0.260618,
0.015127,
0.091651,
0.17269,
0
],
[
822.005918,
822.005918,
822.005918,
822.005918,
822.005918,
822.005918
],
[
-178637,
-67659,
-152258,
-4421880,
-452402,
-7353778
],
[
2.408546,
6.181512,
1.103985,
1.092554,
10.024746,
0.260871
],
[
64,
32,
32,
64,
32,
32
],
[
39,
21,
18,
39,
21,
18
],
[
25,
11,
14,
25,
11,
14
],
[
60.9375,
65.625,
56.25,
60.9375,
65.625,
56.25
],
[
1.54394,
3.237935,
0.858655,
0.700355,
5.251057,
0.2029
],
[
177898,
177898,
65668,
3384592,
3384592,
699131
],
[
-77510,
-40272,
-77510,
-3578424,
-296768,
-3578424
],
[
70,
80,
59,
70,
80,
59
],
[
90,
87,
93,
90,
87,
93
],
[
38,
67,
16,
38,
67,
16
],
[
4486,
2569,
1917,
4486,
2569,
1917
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-294585,
-146700,
-445447,
-473393,
659726,
-580000
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541419200000,
"first_datapoint_time": 1550836800000,
"last_datapoint_time": 1757419200000,
"evaluation_time": 1757452527797,
"expiration_time": 1763900496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 219,
"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) |
|---|