| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 961735.9236 | 820493.3085 | 141242.6151 | 10950762.5505 | 13153304.8285 | -2202542.278 |
| Total P&L (%) | 961.7359 | 820.4933 | 141.2426 | 10950.7626 | 13153.3048 | -2202.5423 |
| Avg Daily Profit (%) | 0.3847 | 0.3282 | 0.0565 | 0.1884 | 0.1956 | 0 |
| Buy And Hold Return (%) | 816.9979 | 816.9979 | 816.9979 | 816.9979 | 816.9979 | 816.9979 |
| Max Trade Drawdown | -96890 | -49803 | -77203 | -6256124 | -2647827 | -7539461 |
| Profit Factor | 2.7259 | 4.4183 | 1.4453 | 1.5689 | 2.7145 | 0.8098 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 51.6129 | 50 | 53.2258 | 51.6129 | 50 | 53.2258 |
| Ratio Avg Win / Avg Loss | 2.5555 | 4.4183 | 1.2701 | 1.4708 | 2.7145 | 0.7116 |
| Largest Winning Trade | 332320 | 332320 | 54649 | 7788823 | 7788823 | 1072439 |
| Largest Losing Trade | -76628 | -28700 | -76628 | -5619823 | -2494780 | -5619823 |
| Avg Bars in Trades | 77 | 86 | 69 | 77 | 86 | 69 |
| Avg Bars in Winners | 95 | 105 | 85 | 95 | 105 | 85 |
| Avg Bars in Losers | 58 | 66 | 50 | 58 | 66 | 50 |
| Bars Traded | 9638 | 5338 | 4300 | 9638 | 5338 | 4300 |
| Profit Streak | 83.3672 | 85.6172 | 83.3672 | 83.3672 | 85.6172 | 83.3672 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -94345 | -301567 | -435495 | 401939 | -140442 | -733982 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547294400000,
"last_datapoint_time": 1758477600000,
"evaluation_time": 1758487724670,
"expiration_time": 1764958248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 225,
"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": [
[
961735.9235882033,
820493.3084787629,
141242.6151094399,
10950762.550484113,
13153304.828462718,
-2202542.277978607
],
[
961.735924,
820.493308,
141.242615,
10950.76255,
13153.304828,
-2202.542278
],
[
0.384656,
0.328165,
0.056491,
0.188362,
0.195645,
0
],
[
816.997874,
816.997874,
816.997874,
816.997874,
816.997874,
816.997874
],
[
-96890,
-49803,
-77203,
-6256124,
-2647827,
-7539461
],
[
2.725862,
4.418318,
1.44525,
1.568878,
2.714469,
0.809762
],
[
124,
62,
62,
124,
62,
62
],
[
64,
31,
33,
64,
31,
33
],
[
60,
31,
29,
60,
31,
29
],
[
51.612903,
50,
53.225806,
51.612903,
50,
53.225806
],
[
2.555496,
4.418318,
1.270068,
1.470823,
2.714469,
0.711609
],
[
332320,
332320,
54649,
7788823,
7788823,
1072439
],
[
-76628,
-28700,
-76628,
-5619823,
-2494780,
-5619823
],
[
77,
86,
69,
77,
86,
69
],
[
95,
105,
85,
95,
105,
85
],
[
58,
66,
50,
58,
66,
50
],
[
9638,
5338,
4300,
9638,
5338,
4300
],
[
83.367184,
85.617184,
83.367184,
83.367184,
85.617184,
83.367184
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-94345,
-301567,
-435495,
401939,
-140442,
-733982
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547294400000,
"last_datapoint_time": 1758477600000,
"evaluation_time": 1758487724670,
"expiration_time": 1764958248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 225,
"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) |
|---|