| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 829976.4221 | 714515.1985 | 115461.2236 | 9660463.1256 | 16594730.1399 | -6934267.0143 |
| Total P&L (%) | 829.9764 | 714.5152 | 115.4612 | 9660.4631 | 16594.7301 | -6934.267 |
| Avg Daily Profit (%) | 0.3317 | 0.2856 | 0.0461 | 0.1833 | 0.2048 | 0 |
| Buy And Hold Return (%) | 741.0114 | 741.0114 | 741.0114 | 741.0114 | 741.0114 | 741.0114 |
| Max Trade Drawdown | -110479 | -59904 | -122505 | -13338119 | -5956362 | -16148778 |
| Profit Factor | 2.8248 | 3.73 | 1.5979 | 1.274 | 1.9694 | 0.6177 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
| Profitability (%) | 48.5149 | 42 | 54.902 | 48.5149 | 42 | 54.902 |
| Ratio Avg Win / Avg Loss | 2.9977 | 5.1509 | 1.3126 | 1.352 | 2.7196 | 0.5074 |
| Largest Winning Trade | 269366 | 269366 | 46503 | 14563265 | 14563265 | 2571897 |
| Largest Losing Trade | -37580 | -26501 | -37580 | -7504720 | -2732529 | -7504720 |
| Avg Bars in Trades | 46 | 60 | 33 | 46 | 60 | 33 |
| Avg Bars in Winners | 65 | 91 | 46 | 65 | 91 | 46 |
| Avg Bars in Losers | 29 | 37 | 18 | 29 | 37 | 18 |
| Bars Traded | 4724 | 3005 | 1718 | 4724 | 3005 | 1718 |
| Profit Streak | 129.434 | 129.434 | 134.934 | 129.434 | 129.434 | 134.934 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -112828 | -332743 | -473608 | 319038 | -170779 | -759237 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547078400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758709499806,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 106,
"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": [
[
829976.4221133201,
714515.1984910582,
115461.2236222619,
9660463.125572069,
16594730.139892777,
-6934267.014320709
],
[
829.976422,
714.515198,
115.461224,
9660.463126,
16594.73014,
-6934.267014
],
[
0.331725,
0.285578,
0.046148,
0.183258,
0.204753,
0
],
[
741.0114,
741.0114,
741.0114,
741.0114,
741.0114,
741.0114
],
[
-110479,
-59904,
-122505,
-13338119,
-5956362,
-16148778
],
[
2.824764,
3.729966,
1.597904,
1.274014,
1.969383,
0.617663
],
[
101,
50,
51,
101,
50,
51
],
[
49,
21,
28,
49,
21,
28
],
[
52,
29,
23,
52,
29,
23
],
[
48.514851,
42,
54.901961,
48.514851,
42,
54.901961
],
[
2.997709,
5.150906,
1.312564,
1.352015,
2.719625,
0.507366
],
[
269366,
269366,
46503,
14563265,
14563265,
2571897
],
[
-37580,
-26501,
-37580,
-7504720,
-2732529,
-7504720
],
[
46,
60,
33,
46,
60,
33
],
[
65,
91,
46,
65,
91,
46
],
[
29,
37,
18,
29,
37,
18
],
[
4724,
3005,
1718,
4724,
3005,
1718
],
[
129.434025,
129.434025,
134.934025,
129.434025,
129.434026,
134.934026
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112828,
-332743,
-473608,
319038,
-170779,
-759237
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547078400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758709499806,
"expiration_time": 1765157184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 106,
"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) |
|---|