| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 857380.5013 | 775879.7252 | 81500.7761 | 4576964.9059 | 11509434.7241 | -6932469.8182 |
| Total P&L (%) | 857.3805 | 775.8797 | 81.5008 | 4576.9649 | 11509.4347 | -6932.4698 |
| Avg Daily Profit (%) | 0.343 | 0.3104 | 0.0326 | 0.1539 | 0.1904 | 0 |
| Buy And Hold Return (%) | 740.9964 | 740.9964 | 740.9964 | 740.9964 | 740.9964 | 740.9964 |
| Max Trade Drawdown | -90288 | -54750 | -104867 | -7269915 | -2132470 | -10255982 |
| Profit Factor | 2.727 | 4.4268 | 1.3018 | 1.2043 | 2.3864 | 0.5083 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 50.6494 | 50 | 51.2821 | 50.6494 | 50 | 51.2821 |
| Ratio Avg Win / Avg Loss | 2.657 | 4.4268 | 1.2367 | 1.1735 | 2.3864 | 0.4828 |
| Largest Winning Trade | 312444 | 312444 | 49570 | 8168633 | 8168633 | 1263178 |
| Largest Losing Trade | -60625 | -21967 | -60625 | -5098638 | -1248737 | -5098638 |
| Avg Bars in Trades | 126 | 131 | 121 | 126 | 131 | 121 |
| Avg Bars in Winners | 162 | 166 | 158 | 162 | 166 | 158 |
| Avg Bars in Losers | 89 | 96 | 82 | 89 | 96 | 82 |
| Bars Traded | 9727 | 5002 | 4725 | 9727 | 5002 | 4725 |
| Profit Streak | 0 | 166.3487 | 0 | 0 | 166.3487 | 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 | -148644 | -133796 | -314835 | -39599 | 485321 | -580591 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542110400000,
"first_datapoint_time": 1545868800000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758118930460,
"expiration_time": 1764590400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 175,
"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": [
[
857380.5013056975,
775879.7251641944,
81500.7761415028,
4576964.905944433,
11509434.724132182,
-6932469.818187747
],
[
857.380501,
775.879725,
81.500776,
4576.964906,
11509.434724,
-6932.469818
],
[
0.342952,
0.310352,
0.0326,
0.153928,
0.190357,
0
],
[
740.996382,
740.996382,
740.996382,
740.996382,
740.996382,
740.996382
],
[
-90288,
-54750,
-104867,
-7269915,
-2132470,
-10255982
],
[
2.726971,
4.426788,
1.3018,
1.204333,
2.386405,
0.508262
],
[
77,
38,
39,
77,
38,
39
],
[
39,
19,
20,
39,
19,
20
],
[
38,
19,
19,
38,
19,
19
],
[
50.649351,
50,
51.282051,
50.649351,
50,
51.282051
],
[
2.657049,
4.426788,
1.23671,
1.173453,
2.386405,
0.482849
],
[
312444,
312444,
49570,
8168633,
8168633,
1263178
],
[
-60625,
-21967,
-60625,
-5098638,
-1248737,
-5098638
],
[
126,
131,
121,
126,
131,
121
],
[
162,
166,
158,
162,
166,
158
],
[
89,
96,
82,
89,
96,
82
],
[
9727,
5002,
4725,
9727,
5002,
4725
],
[
0,
166.348732,
0,
0,
166.348732,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148644,
-133796,
-314835,
-39599,
485321,
-580591
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542110400000,
"first_datapoint_time": 1545868800000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758118930460,
"expiration_time": 1764590400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 175,
"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) |
|---|