| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 951719.2146 | 835129.6631 | 116589.5515 | 8353236.7137 | 8841005.7494 | -487769.0358 |
| Total P&L (%) | 951.7192 | 835.1297 | 116.5896 | 8353.2367 | 8841.0057 | -487.769 |
| Avg Daily Profit (%) | 0.3808 | 0.3341 | 0.0466 | 0.1777 | 0.1799 | 0 |
| Buy And Hold Return (%) | 668.6839 | 668.6839 | 668.6839 | 668.6839 | 668.6839 | 668.6839 |
| Max Trade Drawdown | -142608 | -99869 | -103002 | -2766579 | -1629887 | -2308940 |
| Profit Factor | 2.5861 | 4.186 | 1.345 | 1.9243 | 3.2295 | 0.9038 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
| Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
| Profitability (%) | 56 | 51.6129 | 60.3175 | 56 | 51.6129 | 60.3175 |
| Ratio Avg Win / Avg Loss | 2.0319 | 3.9244 | 0.8849 | 1.512 | 3.0276 | 0.5946 |
| Largest Winning Trade | 369594 | 369594 | 59661 | 4456773 | 4456773 | 544129 |
| Largest Losing Trade | -52836 | -42890 | -52836 | -1655885 | -1629887 | -1655885 |
| Avg Bars in Trades | 116 | 125 | 107 | 116 | 125 | 107 |
| Avg Bars in Winners | 135 | 132 | 138 | 135 | 132 | 138 |
| Avg Bars in Losers | 92 | 118 | 60 | 92 | 118 | 60 |
| Bars Traded | 14570 | 7790 | 6780 | 14570 | 7790 | 6780 |
| Profit Streak | 160.5939 | 166.5939 | 160.5939 | 160.5939 | 166.5939 | 160.5939 |
| Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16912 | -224515 | -441625 | 510048 | -138520 | -724709 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1546027200000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758680117012,
"expiration_time": 1765035072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 241,
"offset": 0,
"a": 0.67922
}
}
}
{
"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": [
[
951719.2145825985,
835129.6630537743,
116589.551528824,
8353236.713654738,
8841005.749404784,
-487769.0357500471
],
[
951.719215,
835.129663,
116.589552,
8353.236714,
8841.005749,
-487.769036
],
[
0.38079,
0.334141,
0.046648,
0.177691,
0.179939,
0
],
[
668.683947,
668.683947,
668.683947,
668.683947,
668.683947,
668.683947
],
[
-142608,
-99869,
-103002,
-2766579,
-1629887,
-2308940
],
[
2.586056,
4.186012,
1.345011,
1.92431,
3.229486,
0.903827
],
[
125,
62,
63,
125,
62,
63
],
[
70,
32,
38,
70,
32,
38
],
[
55,
30,
25,
55,
30,
25
],
[
56,
51.612903,
60.31746,
56,
51.612903,
60.31746
],
[
2.031901,
3.924386,
0.884876,
1.511958,
3.027643,
0.594623
],
[
369594,
369594,
59661,
4456773,
4456773,
544129
],
[
-52836,
-42890,
-52836,
-1655885,
-1629887,
-1655885
],
[
116,
125,
107,
116,
125,
107
],
[
135,
132,
138,
135,
132,
138
],
[
92,
118,
60,
92,
118,
60
],
[
14570,
7790,
6780,
14570,
7790,
6780
],
[
160.593947,
166.593947,
160.593947,
160.593947,
166.593947,
160.593947
],
[
10,
5,
5,
10,
5,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16912,
-224515,
-441625,
510048,
-138520,
-724709
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1546027200000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758680117012,
"expiration_time": 1765035072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 241,
"offset": 0,
"a": 0.67922
}
}
}
| # | 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) |
|---|