| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 931679.639 | 814862.1031 | 116817.5359 | 11375764.4773 | 14562619.8593 | -3186855.3819 |
| Total P&L (%) | 931.6796 | 814.8621 | 116.8175 | 11375.7645 | 14562.6199 | -3186.8554 |
| Avg Daily Profit (%) | 0.3724 | 0.3257 | 0.0467 | 0.1897 | 0.1996 | 0 |
| Buy And Hold Return (%) | 779.0379 | 779.0379 | 779.0379 | 779.0379 | 779.0379 | 779.0379 |
| Max Trade Drawdown | -92769 | -52535 | -86830 | -14013525 | -8073442 | -7832047 |
| Profit Factor | 2.6473 | 3.8446 | 1.4185 | 1.3488 | 1.8993 | 0.806 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Profitability (%) | 48.5981 | 50.9434 | 46.2963 | 48.5981 | 50.9434 | 46.2963 |
| Ratio Avg Win / Avg Loss | 2.8001 | 3.7022 | 1.6455 | 1.4266 | 1.829 | 0.9349 |
| Largest Winning Trade | 331126 | 331126 | 50500 | 12323556 | 12323556 | 2802446 |
| Largest Losing Trade | -34417 | -34417 | -32709 | -5104625 | -5104625 | -4980715 |
| Avg Bars in Trades | 68 | 69 | 66 | 68 | 69 | 66 |
| Avg Bars in Winners | 96 | 95 | 97 | 96 | 95 | 97 |
| Avg Bars in Losers | 41 | 43 | 40 | 41 | 43 | 40 |
| Bars Traded | 7302 | 3692 | 3610 | 7302 | 3692 | 3610 |
| Profit Streak | 87.0762 | 94.4095 | 87.0762 | 87.0762 | 94.4095 | 87.0762 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -89559 | -314785 | -475348 | 325146 | -167733 | -761715 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1545062400000,
"last_datapoint_time": 1758700800000,
"evaluation_time": 1758707382444,
"expiration_time": 1765185984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 88,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
931679.6389556595,
814862.1030695308,
116817.5358861292,
11375764.47734125,
14562619.859250467,
-3186855.381909215
],
[
931.679639,
814.862103,
116.817536,
11375.764477,
14562.619859,
-3186.855382
],
[
0.372374,
0.325684,
0.04669,
0.189741,
0.199555,
0
],
[
779.037927,
779.037927,
779.037927,
779.037927,
779.037927,
779.037927
],
[
-92769,
-52535,
-86830,
-14013525,
-8073442,
-7832047
],
[
2.647336,
3.844583,
1.418541,
1.348754,
1.899328,
0.805981
],
[
107,
53,
54,
107,
53,
54
],
[
52,
27,
25,
52,
27,
25
],
[
55,
26,
29,
55,
26,
29
],
[
48.598131,
50.943396,
46.296296,
48.598131,
50.943396,
46.296296
],
[
2.800067,
3.702191,
1.645508,
1.426567,
1.828982,
0.934938
],
[
331126,
331126,
50500,
12323556,
12323556,
2802446
],
[
-34417,
-34417,
-32709,
-5104625,
-5104625,
-4980715
],
[
68,
69,
66,
68,
69,
66
],
[
96,
95,
97,
96,
95,
97
],
[
41,
43,
40,
41,
43,
40
],
[
7302,
3692,
3610,
7302,
3692,
3610
],
[
87.076186,
94.409519,
87.076186,
87.076186,
94.409519,
87.076186
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-89559,
-314785,
-475348,
325146,
-167733,
-761715
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1545062400000,
"last_datapoint_time": 1758700800000,
"evaluation_time": 1758707382444,
"expiration_time": 1765185984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 88,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|