| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1178463.0043 | 959268.185 | 219194.8193 | 78247166.5865 | 60779833.2122 | 17467333.3743 |
| Total P&L (%) | 1178.463 | 959.2682 | 219.1948 | 78247.1666 | 60779.8332 | 17467.3334 |
| Avg Daily Profit (%) | 0.4715 | 0.3838 | 0.0877 | 0.267 | 0.2569 | 0.207 |
| Buy And Hold Return (%) | 953.3784 | 953.3784 | 953.3784 | 953.3784 | 953.3784 | 953.3784 |
| Max Trade Drawdown | -51306 | -57220 | -66900 | -19644791 | -9971528 | -10664259 |
| Profit Factor | 2.6305 | 3.9386 | 1.5531 | 3.1117 | 4.2494 | 1.9519 |
| Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
| Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
| Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
| Profitability (%) | 54.1463 | 50 | 58.2524 | 54.1463 | 50 | 58.2524 |
| Ratio Avg Win / Avg Loss | 2.2276 | 3.9386 | 1.113 | 2.6351 | 4.2494 | 1.3989 |
| Largest Winning Trade | 340629 | 340629 | 48683 | 29000877 | 29000877 | 8701319 |
| Largest Losing Trade | -47745 | -23325 | -47745 | -9971528 | -9971528 | -4761470 |
| Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
| Avg Bars in Winners | 84 | 90 | 79 | 84 | 90 | 79 |
| Avg Bars in Losers | 56 | 60 | 51 | 56 | 60 | 51 |
| Bars Traded | 14639 | 7696 | 6942 | 14639 | 7696 | 6942 |
| Profit Streak | 21.4448 | 21.4448 | 71.9448 | 21.4448 | 21.4448 | 71.9448 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -73873 | -146961 | -237845 | 634818 | 577317 | 462964 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541851200000,
"first_datapoint_time": 1544860800000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757860828592,
"expiration_time": 1764329040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 209,
"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": [
[
1178463.0042640883,
959268.1850134195,
219194.8192506685,
78247166.58652014,
60779833.212224975,
17467333.374295138
],
[
1178.463004,
959.268185,
219.194819,
78247.166587,
60779.833212,
17467.333374
],
[
0.471542,
0.383835,
0.087707,
0.266994,
0.256874,
0.207028
],
[
953.378425,
953.378425,
953.378425,
953.378425,
953.378425,
953.378425
],
[
-51306,
-57220,
-66900,
-19644791,
-9971528,
-10664259
],
[
2.630479,
3.938603,
1.553056,
3.111651,
4.249353,
1.951911
],
[
205,
102,
103,
205,
102,
103
],
[
111,
51,
60,
111,
51,
60
],
[
94,
51,
43,
94,
51,
43
],
[
54.146341,
50,
58.252427,
54.146341,
50,
58.252427
],
[
2.227613,
3.938603,
1.113023,
2.635092,
4.249353,
1.398869
],
[
340629,
340629,
48683,
29000877,
29000877,
8701319
],
[
-47745,
-23325,
-47745,
-9971528,
-9971528,
-4761470
],
[
71,
75,
67,
71,
75,
67
],
[
84,
90,
79,
84,
90,
79
],
[
56,
60,
51,
56,
60,
51
],
[
14639,
7696,
6942,
14639,
7696,
6942
],
[
21.444775,
21.444775,
71.944775,
21.444775,
21.444775,
71.944775
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-73873,
-146961,
-237845,
634818,
577317,
462964
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541851200000,
"first_datapoint_time": 1544860800000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757860828592,
"expiration_time": 1764329040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 209,
"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) |
|---|