| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 879854.3521 | 794744.8011 | 85109.551 | 6709427.3288 | 5922446.9026 | 786980.4262 |
| Total P&L (%) | 879.8544 | 794.7448 | 85.1096 | 6709.4273 | 5922.4469 | 786.9804 |
| Avg Daily Profit (%) | 0.4224 | 0.3816 | 0.0409 | 0.2029 | 0.197 | 0.1049 |
| Buy And Hold Return (%) | 1300.1036 | 1300.1036 | 1300.1036 | 1300.1036 | 1300.1036 | 1300.1036 |
| Max Trade Drawdown | -88957 | -43580 | -111843 | -1278557 | -1278557 | -606788 |
| Profit Factor | 2.3159 | 3.2042 | 1.2763 | 1.8827 | 2.2262 | 1.284 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
| Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
| Profitability (%) | 46.9027 | 44.2478 | 49.5575 | 46.9027 | 44.2478 | 49.5575 |
| Ratio Avg Win / Avg Loss | 2.6218 | 4.0374 | 1.299 | 2.1314 | 2.805 | 1.3069 |
| Largest Winning Trade | 333470 | 333470 | 38844 | 3284414 | 3284414 | 612612 |
| Largest Losing Trade | -50216 | -21148 | -50216 | -1278557 | -1278557 | -606788 |
| Avg Bars in Trades | 107 | 103 | 111 | 107 | 103 | 111 |
| Avg Bars in Winners | 144 | 157 | 133 | 144 | 157 | 133 |
| Avg Bars in Losers | 75 | 61 | 90 | 75 | 61 | 90 |
| Bars Traded | 24370 | 11730 | 12640 | 24370 | 11730 | 12640 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151450 | -152554 | -304585 | 373973 | 289055 | -218804 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1577476800000,
"first_datapoint_time": 1578729600000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757493224295,
"expiration_time": 1763969385600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 12,
"offset": 163
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 3.61293
}
}
}
{
"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": [
[
879854.3521024537,
794744.8010939723,
85109.551008482,
6709427.328814661,
5922446.902566187,
786980.4262484747
],
[
879.854352,
794.744801,
85.109551,
6709.427329,
5922.446903,
786.980426
],
[
0.422448,
0.381584,
0.040864,
0.202865,
0.196957,
0.104852
],
[
1300.103568,
1300.103568,
1300.103568,
1300.103568,
1300.103568,
1300.103568
],
[
-88957,
-43580,
-111843,
-1278557,
-1278557,
-606788
],
[
2.315886,
3.204248,
1.27625,
1.882719,
2.226213,
1.284006
],
[
226,
113,
113,
226,
113,
113
],
[
106,
50,
56,
106,
50,
56
],
[
120,
63,
57,
120,
63,
57
],
[
46.902655,
44.247788,
49.557522,
46.902655,
44.247788,
49.557522
],
[
2.621758,
4.037353,
1.29904,
2.131379,
2.805029,
1.306934
],
[
333470,
333470,
38844,
3284414,
3284414,
612612
],
[
-50216,
-21148,
-50216,
-1278557,
-1278557,
-606788
],
[
107,
103,
111,
107,
103,
111
],
[
144,
157,
133,
144,
157,
133
],
[
75,
61,
90,
75,
61,
90
],
[
24370,
11730,
12640,
24370,
11730,
12640
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151450,
-152554,
-304585,
373973,
289055,
-218804
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1577476800000,
"first_datapoint_time": 1578729600000,
"last_datapoint_time": 1757491200000,
"evaluation_time": 1757493224295,
"expiration_time": 1763969385600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 12,
"offset": 163
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 3.61293
}
}
}
| # | 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) |
|---|