| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1126700.4392 | 922769.1309 | 203931.3083 | 69472535.3781 | 71069855.7437 | -1597320.3656 |
| Total P&L (%) | 1126.7004 | 922.7691 | 203.9313 | 69472.5354 | 71069.8557 | -1597.3204 |
| Avg Daily Profit (%) | 0.4508 | 0.3692 | 0.0816 | 0.2622 | 0.2631 | 0 |
| Buy And Hold Return (%) | 938.2561 | 938.2561 | 938.2561 | 938.2561 | 938.2561 | 938.2561 |
| Max Trade Drawdown | -55422 | -75801 | -53375 | -41443468 | -29070836 | -16789581 |
| Profit Factor | 2.6999 | 3.6152 | 1.6579 | 1.7332 | 2.3263 | 0.9612 |
| Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
| Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
| Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
| Profitability (%) | 50.8108 | 46.7391 | 54.8387 | 50.8108 | 46.7391 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.6137 | 4.1197 | 1.3653 | 1.6779 | 2.6509 | 0.7916 |
| Largest Winning Trade | 328127 | 328127 | 45702 | 54684281 | 54684281 | 13007150 |
| Largest Losing Trade | -41983 | -23282 | -41983 | -15282952 | -15282952 | -8001839 |
| Avg Bars in Trades | 79 | 86 | 73 | 79 | 86 | 73 |
| Avg Bars in Winners | 101 | 111 | 92 | 101 | 111 | 92 |
| Avg Bars in Losers | 58 | 64 | 50 | 58 | 64 | 50 |
| Bars Traded | 14789 | 7963 | 6825 | 14789 | 7963 | 6825 |
| 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 | -86886 | -151090 | -247433 | 465438 | 411504 | -580456 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1544472000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757814475900,
"expiration_time": 1764285840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 124,
"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": [
[
1126700.4391607877,
922769.130902807,
203931.3082579815,
69472535.37814699,
71069855.74370654,
-1597320.3655595342
],
[
1126.700439,
922.769131,
203.931308,
69472.535378,
71069.855744,
-1597.320366
],
[
0.45083,
0.36923,
0.0816,
0.262228,
0.263139,
0
],
[
938.256109,
938.256109,
938.256109,
938.256109,
938.256109,
938.256109
],
[
-55422,
-75801,
-53375,
-41443468,
-29070836,
-16789581
],
[
2.699891,
3.615223,
1.657923,
1.733201,
2.32626,
0.961198
],
[
185,
92,
93,
185,
92,
93
],
[
94,
43,
51,
94,
43,
51
],
[
91,
49,
42,
91,
49,
42
],
[
50.810811,
46.73913,
54.83871,
50.810811,
46.73913,
54.83871
],
[
2.613724,
4.119673,
1.365349,
1.677886,
2.650854,
0.791575
],
[
328127,
328127,
45702,
54684281,
54684281,
13007150
],
[
-41983,
-23282,
-41983,
-15282952,
-15282952,
-8001839
],
[
79,
86,
73,
79,
86,
73
],
[
101,
111,
92,
101,
111,
92
],
[
58,
64,
50,
58,
64,
50
],
[
14789,
7963,
6825,
14789,
7963,
6825
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-86886,
-151090,
-247433,
465438,
411504,
-580456
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1544472000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757814475900,
"expiration_time": 1764285840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 124,
"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) |
|---|