| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 775740.0122 | 614500.0908 | 161239.9213 | -4134218.4608 | 37903522.2683 | -42037740.7291 |
| Total P&L (%) | 775.74 | 614.5001 | 161.2399 | -4134.2185 | 37903.5223 | -42037.7407 |
| Avg Daily Profit (%) | 0.3104 | 0.2459 | 0.0645 | 0 | 0.238 | 0 |
| Buy And Hold Return (%) | 695.7279 | 695.7279 | 695.7279 | 695.7279 | 695.7279 | 695.7279 |
| Max Trade Drawdown | -104151 | -47148 | -104151 | -54850709 | -2077660 | -53559210 |
| Profit Factor | 4.2774 | 9.0542 | 2.0053 | 0.9313 | 9.4823 | 0.2458 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 43 | 22 | 21 | 39 | 20 | 19 |
| Losing Trades | 18 | 8 | 10 | 22 | 10 | 12 |
| Profitability (%) | 70.4918 | 73.3333 | 67.7419 | 63.9344 | 66.6667 | 61.2903 |
| Ratio Avg Win / Avg Loss | 1.7905 | 3.2924 | 0.9549 | 0.5254 | 4.7412 | 0.1552 |
| Largest Winning Trade | 111338 | 111338 | 38797 | 26771380 | 26771380 | 3372339 |
| Largest Losing Trade | -104151 | -39823 | -104151 | -52926282 | -2077660 | -52926282 |
| Avg Bars in Trades | 237 | 249 | 226 | 237 | 249 | 226 |
| Avg Bars in Winners | 224 | 234 | 214 | 219 | 226 | 211 |
| Avg Bars in Losers | 268 | 291 | 250 | 270 | 295 | 249 |
| Bars Traded | 14500 | 7484 | 7016 | 14500 | 7484 | 7016 |
| Profit Streak | 192.0903 | 331.257 | 192.0903 | 0 | 0 | 0 |
| Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -275710 | -144497 | -268294 | -744971 | 684128 | -579354 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541275200000,
"first_datapoint_time": 1545998400000,
"last_datapoint_time": 1757275200000,
"evaluation_time": 1757283005771,
"expiration_time": 1763753040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 157,
"offset": 0,
"a": 0.60165
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 126,
"offset": 202
}
}
}
{
"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": [
[
775740.0121594614,
614500.090833589,
161239.9213258721,
-4134218.4607865214,
37903522.26832596,
-42037740.72911249
],
[
775.740012,
614.500091,
161.239921,
-4134.218461,
37903.522268,
-42037.740729
],
[
0.310399,
0.245882,
0.064517,
0,
0.237972,
0
],
[
695.727896,
695.727896,
695.727896,
695.727896,
695.727896,
695.727896
],
[
-104151,
-47148,
-104151,
-54850709,
-2077660,
-53559210
],
[
4.277408,
9.054235,
2.00525,
0.931332,
9.482334,
0.245789
],
[
61,
30,
31,
61,
30,
31
],
[
43,
22,
21,
39,
20,
19
],
[
18,
8,
10,
22,
10,
12
],
[
70.491803,
73.333333,
67.741935,
63.934426,
66.666667,
61.290323
],
[
1.790543,
3.292449,
0.954881,
0.525367,
4.741167,
0.155235
],
[
111338,
111338,
38797,
26771380,
26771380,
3372339
],
[
-104151,
-39823,
-104151,
-52926282,
-2077660,
-52926282
],
[
237,
249,
226,
237,
249,
226
],
[
224,
234,
214,
219,
226,
211
],
[
268,
291,
250,
270,
295,
249
],
[
14500,
7484,
7016,
14500,
7484,
7016
],
[
192.090344,
331.257011,
192.090344,
0,
0,
0
],
[
4,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-275710,
-144497,
-268294,
-744971,
684128,
-579354
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541275200000,
"first_datapoint_time": 1545998400000,
"last_datapoint_time": 1757275200000,
"evaluation_time": 1757283005771,
"expiration_time": 1763753040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 157,
"offset": 0,
"a": 0.60165
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 126,
"offset": 202
}
}
}
| # | 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) |
|---|