| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 946662.553 | 848281.7592 | 98380.7938 | 7228015.032 | 6502626.5101 | 725388.522 |
| Total P&L (%) | 946.6626 | 848.2818 | 98.3808 | 7228.015 | 6502.6265 | 725.3885 |
| Avg Daily Profit (%) | 0.3787 | 0.3393 | 0.0394 | 0.1719 | 0.1677 | 0.0845 |
| Buy And Hold Return (%) | 883.8258 | 883.8258 | 883.8258 | 883.8258 | 883.8258 | 883.8258 |
| Max Trade Drawdown | -127291 | -109973 | -67712 | -1950762 | -1376608 | -1500487 |
| Profit Factor | 2.1281 | 3.0138 | 1.2354 | 1.6931 | 2.1893 | 1.1462 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
| Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
| Profitability (%) | 49.115 | 43.3628 | 54.8673 | 49.115 | 43.3628 | 54.8673 |
| Ratio Avg Win / Avg Loss | 2.2048 | 3.9364 | 1.0162 | 1.7541 | 2.8594 | 0.9429 |
| Largest Winning Trade | 358167 | 358167 | 46301 | 4091534 | 4091534 | 887316 |
| Largest Losing Trade | -44178 | -21082 | -44178 | -1166587 | -1166587 | -983590 |
| Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
| Avg Bars in Winners | 55 | 66 | 46 | 55 | 66 | 46 |
| Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
| Bars Traded | 9838 | 5409 | 4429 | 9838 | 5409 | 4429 |
| Profit Streak | 16.361 | 0 | 28.361 | 16.361 | 0 | 28.361 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -128632 | -153627 | -305507 | 447100 | 327338 | -305988 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541332800000,
"first_datapoint_time": 1544248800000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757342388099,
"expiration_time": 1763812800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 114,
"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": [
[
946662.5529695892,
848281.7591716528,
98380.7937979372,
7228015.032022061,
6502626.5100549,
725388.5219671621
],
[
946.662553,
848.281759,
98.380794,
7228.015032,
6502.62651,
725.388522
],
[
0.378665,
0.339313,
0.039352,
0.171919,
0.167743,
0.084463
],
[
883.825806,
883.825806,
883.825806,
883.825806,
883.825806,
883.825806
],
[
-127291,
-109973,
-67712,
-1950762,
-1376608,
-1500487
],
[
2.128145,
3.013811,
1.235417,
1.693077,
2.18926,
1.146216
],
[
226,
113,
113,
226,
113,
113
],
[
111,
49,
62,
111,
49,
62
],
[
115,
64,
51,
115,
64,
51
],
[
49.115044,
43.362832,
54.867257,
49.115044,
43.362832,
54.867257
],
[
2.204834,
3.936406,
1.01623,
1.754089,
2.859441,
0.942855
],
[
358167,
358167,
46301,
4091534,
4091534,
887316
],
[
-44178,
-21082,
-44178,
-1166587,
-1166587,
-983590
],
[
43,
47,
39,
43,
47,
39
],
[
55,
66,
46,
55,
66,
46
],
[
32,
33,
30,
32,
33,
30
],
[
9838,
5409,
4429,
9838,
5409,
4429
],
[
16.360973,
0,
28.360973,
16.360973,
0,
28.360973
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-128632,
-153627,
-305507,
447100,
327338,
-305988
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541332800000,
"first_datapoint_time": 1544248800000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757342388099,
"expiration_time": 1763812800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 114,
"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) |
|---|