| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 859456.8766 | 784745.8018 | 74711.0748 | 4418182.7459 | 4194319.5854 | 223863.1605 |
| Total P&L (%) | 859.4569 | 784.7458 | 74.7111 | 4418.1827 | 4194.3196 | 223.8632 |
| Avg Daily Profit (%) | 0.3439 | 0.314 | 0.0299 | 0.1526 | 0.1505 | 0.047 |
| Buy And Hold Return (%) | 734.193 | 734.193 | 734.193 | 734.193 | 734.193 | 734.193 |
| Max Trade Drawdown | -156751 | -97032 | -87742 | -3587205 | -1919787 | -1888867 |
| Profit Factor | 2.2482 | 2.9645 | 1.2584 | 1.4988 | 1.7884 | 1.0633 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
| Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
| Profitability (%) | 52.4138 | 50 | 54.7945 | 52.4138 | 50 | 54.7945 |
| Ratio Avg Win / Avg Loss | 2.0411 | 2.9645 | 1.0382 | 1.3608 | 1.7884 | 0.8772 |
| Largest Winning Trade | 316521 | 316521 | 61637 | 2253897 | 2253897 | 677314 |
| Largest Losing Trade | -43086 | -43086 | -34805 | -807695 | -807695 | -504881 |
| Avg Bars in Trades | 100 | 127 | 72 | 100 | 127 | 72 |
| Avg Bars in Winners | 133 | 167 | 101 | 133 | 167 | 101 |
| Avg Bars in Losers | 63 | 87 | 37 | 63 | 87 | 37 |
| Bars Traded | 14513 | 9210 | 5304 | 14513 | 9210 | 5304 |
| Profit Streak | 73.4842 | 80.3176 | 73.4842 | 73.4842 | 80.3176 | 73.4842 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97488 | -208582 | -389399 | 357812 | -68751 | -518952 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542412800000,
"first_datapoint_time": 1545912000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758425836362,
"expiration_time": 1764891072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 244,
"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": [
[
859456.8765839709,
784745.8017820362,
74711.0748019347,
4418182.74588413,
4194319.585382169,
223863.1605019621
],
[
859.456877,
784.745802,
74.711075,
4418.182746,
4194.319585,
223.863161
],
[
0.343875,
0.313982,
0.029892,
0.152585,
0.150549,
0.04703
],
[
734.192991,
734.192991,
734.192991,
734.192991,
734.192991,
734.192991
],
[
-156751,
-97032,
-87742,
-3587205,
-1919787,
-1888867
],
[
2.248166,
2.964533,
1.258409,
1.498824,
1.788384,
1.063291
],
[
145,
72,
73,
145,
72,
73
],
[
76,
36,
40,
76,
36,
40
],
[
69,
36,
33,
69,
36,
33
],
[
52.413793,
50,
54.794521,
52.413793,
50,
54.794521
],
[
2.041098,
2.964533,
1.038188,
1.360775,
1.788384,
0.877215
],
[
316521,
316521,
61637,
2253897,
2253897,
677314
],
[
-43086,
-43086,
-34805,
-807695,
-807695,
-504881
],
[
100,
127,
72,
100,
127,
72
],
[
133,
167,
101,
133,
167,
101
],
[
63,
87,
37,
63,
87,
37
],
[
14513,
9210,
5304,
14513,
9210,
5304
],
[
73.484217,
80.31755,
73.484217,
73.484217,
80.31755,
73.484217
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97488,
-208582,
-389399,
357812,
-68751,
-518952
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542412800000,
"first_datapoint_time": 1545912000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758425836362,
"expiration_time": 1764891072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 244,
"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) |
|---|