| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1007306.9562 | 827321.396 | 179985.5602 | 30347688.1783 | 33825392.3696 | -3477704.1914 |
| Total P&L (%) | 1007.307 | 827.3214 | 179.9856 | 30347.6882 | 33825.3924 | -3477.7042 |
| Avg Daily Profit (%) | 0.4026 | 0.3307 | 0.0719 | 0.2288 | 0.2332 | 0 |
| Buy And Hold Return (%) | 812.2008 | 812.2008 | 812.2008 | 812.2008 | 812.2008 | 812.2008 |
| Max Trade Drawdown | -78445 | -55783 | -66544 | -12709310 | -8898581 | -9290858 |
| Profit Factor | 3.6131 | 6.0343 | 1.8139 | 1.8715 | 3.0088 | 0.8066 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 57.7778 | 60 | 55.5556 | 57.7778 | 60 | 55.5556 |
| Ratio Avg Win / Avg Loss | 2.6404 | 4.0229 | 1.4511 | 1.3676 | 2.0059 | 0.6453 |
| Largest Winning Trade | 352380 | 352380 | 49070 | 26391956 | 26391956 | 1829287 |
| Largest Losing Trade | -66544 | -27046 | -66544 | -7649976 | -6447322 | -7649976 |
| Avg Bars in Trades | 53 | 57 | 48 | 53 | 57 | 48 |
| Avg Bars in Winners | 65 | 64 | 65 | 65 | 64 | 65 |
| Avg Bars in Losers | 37 | 47 | 27 | 37 | 47 | 27 |
| Bars Traded | 4788 | 2600 | 2188 | 4788 | 2600 | 2188 |
| Profit Streak | 0 | 0 | 90.7755 | 0 | 0 | 90.7755 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -73247 | -140940 | -258993 | 431047 | 555495 | -579433 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1551873600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759171002584,
"expiration_time": 1765632384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 206,
"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": [
[
1007306.9562408081,
827321.3960118665,
179985.5602289413,
30347688.178262476,
33825392.36963792,
-3477704.191375439
],
[
1007.306956,
827.321396,
179.98556,
30347.688178,
33825.39237,
-3477.704191
],
[
0.402601,
0.330664,
0.071937,
0.228822,
0.233155,
0
],
[
812.200828,
812.200828,
812.200828,
812.200828,
812.200828,
812.200828
],
[
-78445,
-55783,
-66544,
-12709310,
-8898581,
-9290858
],
[
3.613145,
6.03433,
1.813895,
1.871451,
3.00879,
0.80664
],
[
90,
45,
45,
90,
45,
45
],
[
52,
27,
25,
52,
27,
25
],
[
38,
18,
20,
38,
18,
20
],
[
57.777778,
60,
55.555556,
57.777778,
60,
55.555556
],
[
2.640375,
4.022886,
1.451116,
1.367599,
2.00586,
0.645312
],
[
352380,
352380,
49070,
26391956,
26391956,
1829287
],
[
-66544,
-27046,
-66544,
-7649976,
-6447322,
-7649976
],
[
53,
57,
48,
53,
57,
48
],
[
65,
64,
65,
65,
64,
65
],
[
37,
47,
27,
37,
47,
27
],
[
4788,
2600,
2188,
4788,
2600,
2188
],
[
0,
0,
90.775493,
0,
0,
90.775493
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-73247,
-140940,
-258993,
431047,
555495,
-579433
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1551873600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759171002584,
"expiration_time": 1765632384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 206,
"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) |
|---|