| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1094929.4507 | 966103.211 | 128826.2397 | 11099946.2094 | 9143343.7987 | 1956602.4107 |
| Total P&L (%) | 1094.9295 | 966.1032 | 128.8262 | 11099.9462 | 9143.3438 | 1956.6024 |
| Avg Daily Profit (%) | 0.4381 | 0.3865 | 0.0515 | 0.189 | 0.1813 | 0.1211 |
| Buy And Hold Return (%) | 683.8909 | 683.8909 | 683.8909 | 683.8909 | 683.8909 | 683.8909 |
| Max Trade Drawdown | -92203 | -70691 | -46098 | -6146685 | -4152285 | -3191415 |
| Profit Factor | 2.8487 | 3.6565 | 1.5636 | 1.6366 | 1.8212 | 1.3104 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
| Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
| Profitability (%) | 45.3237 | 40.5797 | 50 | 45.3237 | 40.5797 | 50 |
| Ratio Avg Win / Avg Loss | 3.4365 | 5.3541 | 1.5636 | 1.9743 | 2.6667 | 1.3104 |
| Largest Winning Trade | 384953 | 384953 | 46028 | 6500303 | 6500303 | 2829785 |
| Largest Losing Trade | -29690 | -29690 | -23168 | -4152285 | -4152285 | -812413 |
| Avg Bars in Trades | 98 | 122 | 75 | 98 | 122 | 75 |
| Avg Bars in Winners | 128 | 173 | 92 | 128 | 173 | 92 |
| Avg Bars in Losers | 73 | 87 | 57 | 73 | 87 | 57 |
| Bars Traded | 13675 | 8425 | 5250 | 13675 | 8425 | 5250 |
| 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 | 162415 | -126575 | -381511 | 345305 | -94288 | -128533 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1545609600000,
"last_datapoint_time": 1758081600000,
"evaluation_time": 1758092203711,
"expiration_time": 1764559872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 246,
"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": [
[
1094929.450681065,
966103.2109977552,
128826.2396833101,
11099946.20939728,
9143343.798733598,
1956602.4106636844
],
[
1094.929451,
966.103211,
128.82624,
11099.946209,
9143.343799,
1956.602411
],
[
0.438089,
0.386545,
0.051544,
0.188969,
0.181272,
0.121051
],
[
683.890948,
683.890948,
683.890948,
683.890948,
683.890948,
683.890948
],
[
-92203,
-70691,
-46098,
-6146685,
-4152285,
-3191415
],
[
2.848691,
3.656479,
1.563557,
1.636576,
1.82119,
1.31044
],
[
139,
69,
70,
139,
69,
70
],
[
63,
28,
35,
63,
28,
35
],
[
76,
41,
35,
76,
41,
35
],
[
45.323741,
40.57971,
50,
45.323741,
40.57971,
50
],
[
3.436516,
5.35413,
1.563557,
1.974283,
2.666743,
1.31044
],
[
384953,
384953,
46028,
6500303,
6500303,
2829785
],
[
-29690,
-29690,
-23168,
-4152285,
-4152285,
-812413
],
[
98,
122,
75,
98,
122,
75
],
[
128,
173,
92,
128,
173,
92
],
[
73,
87,
57,
73,
87,
57
],
[
13675,
8425,
5250,
13675,
8425,
5250
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
162415,
-126575,
-381511,
345305,
-94288,
-128533
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1545609600000,
"last_datapoint_time": 1758081600000,
"evaluation_time": 1758092203711,
"expiration_time": 1764559872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 246,
"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) |
|---|