| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 955250.7653 | 802218.2284 | 153032.5369 | 16747509.3626 | 44596078.9483 | -27848569.5856 |
| Total P&L (%) | 955.2508 | 802.2182 | 153.0325 | 16747.5094 | 44596.0789 | -27848.5696 |
| Avg Daily Profit (%) | 0.3821 | 0.3209 | 0.0612 | 0.2053 | 0.2444 | 0 |
| Buy And Hold Return (%) | 821.4022 | 821.4022 | 821.4022 | 821.4022 | 821.4022 | 821.4022 |
| Max Trade Drawdown | -98919 | -82075 | -71416 | -40213017 | -5219863 | -35393700 |
| Profit Factor | 2.7463 | 4.1149 | 1.5287 | 1.3241 | 4.7062 | 0.2976 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
| Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Profitability (%) | 56.391 | 54.5455 | 58.209 | 56.391 | 54.5455 | 58.209 |
| Ratio Avg Win / Avg Loss | 2.1238 | 3.4291 | 1.0975 | 1.0239 | 3.9218 | 0.2137 |
| Largest Winning Trade | 268784 | 268784 | 52990 | 37170100 | 37170100 | 2752825 |
| Largest Losing Trade | -69383 | -34772 | -69383 | -35385052 | -2603324 | -35385052 |
| Avg Bars in Trades | 73 | 80 | 65 | 73 | 80 | 65 |
| Avg Bars in Winners | 85 | 84 | 85 | 85 | 84 | 85 |
| Avg Bars in Losers | 57 | 75 | 38 | 57 | 75 | 38 |
| Bars Traded | 9728 | 5313 | 4415 | 9728 | 5313 | 4415 |
| Profit Streak | 86.1641 | 90.4141 | 86.1641 | 86.1641 | 90.4141 | 86.1641 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -98105 | -272593 | -390543 | 376396 | -107035 | -695835 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542434400000,
"first_datapoint_time": 1547164800000,
"last_datapoint_time": 1758434400000,
"evaluation_time": 1758448573909,
"expiration_time": 1764914400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 220,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
955250.7652813345,
802218.2284068649,
153032.5368744698,
16747509.362621564,
44596078.94825692,
-27848569.58563536
],
[
955.250765,
802.218228,
153.032537,
16747.509363,
44596.078948,
-27848.569586
],
[
0.3821,
0.320887,
0.061213,
0.205282,
0.244397,
0
],
[
821.402248,
821.402248,
821.402248,
821.402248,
821.402248,
821.402248
],
[
-98919,
-82075,
-71416,
-40213017,
-5219863,
-35393700
],
[
2.746336,
4.114945,
1.528675,
1.324055,
4.706198,
0.297608
],
[
133,
66,
67,
133,
66,
67
],
[
75,
36,
39,
75,
36,
39
],
[
58,
30,
28,
58,
30,
28
],
[
56.390977,
54.545455,
58.208955,
56.390977,
54.545455,
58.208955
],
[
2.123833,
3.429121,
1.09751,
1.023936,
3.921832,
0.213667
],
[
268784,
268784,
52990,
37170100,
37170100,
2752825
],
[
-69383,
-34772,
-69383,
-35385052,
-2603324,
-35385052
],
[
73,
80,
65,
73,
80,
65
],
[
85,
84,
85,
85,
84,
85
],
[
57,
75,
38,
57,
75,
38
],
[
9728,
5313,
4415,
9728,
5313,
4415
],
[
86.16405,
90.41405,
86.16405,
86.16405,
90.41405,
86.16405
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-98105,
-272593,
-390543,
376396,
-107035,
-695835
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542434400000,
"first_datapoint_time": 1547164800000,
"last_datapoint_time": 1758434400000,
"evaluation_time": 1758448573909,
"expiration_time": 1764914400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 220,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|