| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1003541.4829 | 871726.6857 | 131814.7971 | 3988064.9048 | 5142243.4261 | -1154178.5213 |
| Total P&L (%) | 1003.5415 | 871.7267 | 131.8148 | 3988.0649 | 5142.2434 | -1154.1785 |
| Avg Daily Profit (%) | 0.4011 | 0.3485 | 0.0527 | 0.1484 | 0.1584 | 0 |
| Buy And Hold Return (%) | 814.102 | 814.102 | 814.102 | 814.102 | 814.102 | 814.102 |
| Max Trade Drawdown | -93568 | -60129 | -99331 | -2563631 | -1044975 | -1632481 |
| Profit Factor | 3.0739 | 5.3478 | 1.4651 | 1.9543 | 4.1911 | 0.5505 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 62.037 | 57.4074 | 66.6667 | 62.037 | 57.4074 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.8811 | 3.9677 | 0.7326 | 1.1959 | 3.1095 | 0.2752 |
| Largest Winning Trade | 360487 | 360487 | 53077 | 4046815 | 4046815 | 178550 |
| Largest Losing Trade | -93568 | -34666 | -93568 | -1632481 | -846631 | -1632481 |
| Avg Bars in Trades | 66 | 76 | 57 | 66 | 76 | 57 |
| Avg Bars in Winners | 72 | 84 | 62 | 72 | 84 | 62 |
| Avg Bars in Losers | 57 | 64 | 47 | 57 | 64 | 47 |
| Bars Traded | 7230 | 4106 | 3124 | 7230 | 4106 | 3124 |
| Profit Streak | 0 | 163.6417 | 0 | 0 | 163.6417 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75905 | -304141 | -466797 | 307851 | -163313 | -758672 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548518400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758698638900,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 208,
"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": [
[
1003541.4828832662,
871726.685741596,
131814.7971416708,
3988064.9048263086,
5142243.426093507,
-1154178.521267197
],
[
1003.541483,
871.726686,
131.814797,
3988.064905,
5142.243426,
-1154.178521
],
[
0.401149,
0.348458,
0.052691,
0.148437,
0.158393,
0
],
[
814.10199,
814.10199,
814.10199,
814.10199,
814.10199,
814.10199
],
[
-93568,
-60129,
-99331,
-2563631,
-1044975,
-1632481
],
[
3.073942,
5.347797,
1.465148,
1.954283,
4.191082,
0.550497
],
[
108,
54,
54,
108,
54,
54
],
[
67,
31,
36,
67,
31,
36
],
[
41,
23,
18,
41,
23,
18
],
[
62.037037,
57.407407,
66.666667,
62.037037,
57.407407,
66.666667
],
[
1.881069,
3.96772,
0.732574,
1.195905,
3.109512,
0.275249
],
[
360487,
360487,
53077,
4046815,
4046815,
178550
],
[
-93568,
-34666,
-93568,
-1632481,
-846631,
-1632481
],
[
66,
76,
57,
66,
76,
57
],
[
72,
84,
62,
72,
84,
62
],
[
57,
64,
47,
57,
64,
47
],
[
7230,
4106,
3124,
7230,
4106,
3124
],
[
0,
163.641654,
0,
0,
163.641654,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75905,
-304141,
-466797,
307851,
-163313,
-758672
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548518400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758698638900,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 208,
"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) |
|---|