| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 961408.1392 | 833389.7351 | 128018.4041 | 13146282.5032 | 18704986.0552 | -5558703.552 |
| Total P&L (%) | 961.4081 | 833.3897 | 128.0184 | 13146.2825 | 18704.9861 | -5558.7036 |
| Avg Daily Profit (%) | 0.3846 | 0.3334 | 0.0512 | 0.1956 | 0.2097 | 0 |
| Buy And Hold Return (%) | 744.7481 | 744.7481 | 744.7481 | 744.7481 | 744.7481 | 744.7481 |
| Max Trade Drawdown | -123875 | -100082 | -97351 | -9953768 | -5842371 | -13707450 |
| Profit Factor | 2.9077 | 3.9271 | 1.5839 | 1.3839 | 2.0764 | 0.6705 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Profitability (%) | 51.5464 | 50 | 53.0612 | 51.5464 | 50 | 53.0612 |
| Ratio Avg Win / Avg Loss | 2.7333 | 3.9271 | 1.4012 | 1.3009 | 2.0764 | 0.5931 |
| Largest Winning Trade | 318034 | 318034 | 64038 | 14294880 | 14294880 | 1618786 |
| Largest Losing Trade | -51242 | -46268 | -51242 | -9628216 | -2749338 | -9628216 |
| Avg Bars in Trades | 97 | 119 | 76 | 97 | 119 | 76 |
| Avg Bars in Winners | 120 | 140 | 102 | 120 | 140 | 102 |
| Avg Bars in Losers | 73 | 97 | 48 | 73 | 97 | 48 |
| Bars Traded | 9485 | 5724 | 3761 | 9485 | 5724 | 3761 |
| Profit Streak | 101.089 | 136.339 | 101.089 | 101.089 | 136.339 | 101.089 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58685 | -111904 | -287435 | 360508 | 458154 | -579724 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1546452000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757815687231,
"expiration_time": 1764288000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 216,
"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": [
[
961408.1391897225,
833389.7351386942,
128018.4040510285,
13146282.503229521,
18704986.05518095,
-5558703.551951425
],
[
961.408139,
833.389735,
128.018404,
13146.282503,
18704.986055,
-5558.703552
],
[
0.384563,
0.333356,
0.051207,
0.195643,
0.209688,
0
],
[
744.748116,
744.748116,
744.748116,
744.748116,
744.748116,
744.748116
],
[
-123875,
-100082,
-97351,
-9953768,
-5842371,
-13707450
],
[
2.90774,
3.927061,
1.583939,
1.383889,
2.0764,
0.670452
],
[
97,
48,
49,
97,
48,
49
],
[
50,
24,
26,
50,
24,
26
],
[
47,
24,
23,
47,
24,
23
],
[
51.546392,
50,
53.061224,
51.546392,
50,
53.061224
],
[
2.733276,
3.927061,
1.401177,
1.300856,
2.0764,
0.593092
],
[
318034,
318034,
64038,
14294880,
14294880,
1618786
],
[
-51242,
-46268,
-51242,
-9628216,
-2749338,
-9628216
],
[
97,
119,
76,
97,
119,
76
],
[
120,
140,
102,
120,
140,
102
],
[
73,
97,
48,
73,
97,
48
],
[
9485,
5724,
3761,
9485,
5724,
3761
],
[
101.088972,
136.338972,
101.088972,
101.088973,
136.338973,
101.088973
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58685,
-111904,
-287435,
360508,
458154,
-579724
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1546452000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757815687231,
"expiration_time": 1764288000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 216,
"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) |
|---|