| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1089548.9263 | 909422.7315 | 180126.1947 | 36568702.9697 | 67738005.4307 | -31169302.4611 |
| Total P&L (%) | 1089.5489 | 909.4227 | 180.1262 | 36568.703 | 67738.0054 | -31169.3025 |
| Avg Daily Profit (%) | 0.4358 | 0.3637 | 0.072 | 0.2364 | 0.2611 | 0 |
| Buy And Hold Return (%) | 812.2434 | 812.2434 | 812.2434 | 812.2434 | 812.2434 | 812.2434 |
| Max Trade Drawdown | -95711 | -45093 | -102398 | -60016132 | -24519253 | -54613337 |
| Profit Factor | 2.9541 | 3.9039 | 1.737 | 1.2486 | 1.955 | 0.5909 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
| Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
| Profitability (%) | 51.7241 | 48.6111 | 54.7945 | 51.7241 | 48.6111 | 54.7945 |
| Ratio Avg Win / Avg Loss | 2.7572 | 4.127 | 1.433 | 1.1653 | 2.0668 | 0.4875 |
| Largest Winning Trade | 318469 | 318469 | 44805 | 68246350 | 68246350 | 9267765 |
| Largest Losing Trade | -33648 | -32723 | -33648 | -26546543 | -13253966 | -26546543 |
| Avg Bars in Trades | 66 | 80 | 53 | 66 | 80 | 53 |
| Avg Bars in Winners | 82 | 110 | 58 | 82 | 110 | 58 |
| Avg Bars in Losers | 50 | 52 | 46 | 50 | 52 | 46 |
| Bars Traded | 9706 | 5808 | 3898 | 9706 | 5808 | 3898 |
| Profit Streak | 0 | 106.7806 | 0 | 0 | 106.7806 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43260 | -191167 | -331403 | 314135 | -66766 | -651836 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1545955200000,
"last_datapoint_time": 1757829600000,
"evaluation_time": 1757832243370,
"expiration_time": 1764310248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 193,
"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": [
[
1089548.9262713394,
909422.7315216217,
180126.1947497176,
36568702.969677046,
67738005.43072739,
-31169302.461050324
],
[
1089.548926,
909.422732,
180.126195,
36568.70297,
67738.005431,
-31169.302461
],
[
0.435776,
0.363733,
0.072043,
0.236436,
0.261103,
0
],
[
812.243391,
812.243391,
812.243391,
812.243391,
812.243391,
812.243391
],
[
-95711,
-45093,
-102398,
-60016132,
-24519253,
-54613337
],
[
2.954095,
3.903918,
1.73701,
1.248576,
1.955044,
0.590881
],
[
145,
72,
73,
145,
72,
73
],
[
75,
35,
40,
75,
35,
40
],
[
70,
37,
33,
70,
37,
33
],
[
51.724138,
48.611111,
54.794521,
51.724138,
48.611111,
54.794521
],
[
2.757155,
4.126999,
1.433033,
1.165337,
2.06676,
0.487477
],
[
318469,
318469,
44805,
68246350,
68246350,
9267765
],
[
-33648,
-32723,
-33648,
-26546543,
-13253966,
-26546543
],
[
66,
80,
53,
66,
80,
53
],
[
82,
110,
58,
82,
110,
58
],
[
50,
52,
46,
50,
52,
46
],
[
9706,
5808,
3898,
9706,
5808,
3898
],
[
0,
106.780594,
0,
0,
106.780595,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43260,
-191167,
-331403,
314135,
-66766,
-651836
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1545955200000,
"last_datapoint_time": 1757829600000,
"evaluation_time": 1757832243370,
"expiration_time": 1764310248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 193,
"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) |
|---|