| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1069646.3034 | 889452.3648 | 180193.9386 | 41626722.3033 | 42271641.6286 | -644919.3253 |
| Total P&L (%) | 1069.6463 | 889.4524 | 180.1939 | 41626.7223 | 42271.6416 | -644.9193 |
| Avg Daily Profit (%) | 0.4277 | 0.3557 | 0.0721 | 0.2416 | 0.2422 | 0 |
| Buy And Hold Return (%) | 771.0559 | 771.0559 | 771.0559 | 771.0559 | 771.0559 | 771.0559 |
| Max Trade Drawdown | -99537 | -80438 | -86208 | -15127172 | -6578521 | -20416031 |
| Profit Factor | 3.3914 | 4.4953 | 1.9345 | 1.8402 | 2.8759 | 0.9761 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 48.4848 | 46.9388 | 50 | 48.4848 | 46.9388 | 50 |
| Ratio Avg Win / Avg Loss | 3.6034 | 5.0817 | 1.9345 | 1.9552 | 3.2511 | 0.9761 |
| Largest Winning Trade | 291363 | 291363 | 53291 | 26822882 | 26822882 | 6431921 |
| Largest Losing Trade | -37196 | -26547 | -37196 | -13401473 | -4852821 | -13401473 |
| Avg Bars in Trades | 93 | 115 | 72 | 93 | 115 | 72 |
| Avg Bars in Winners | 122 | 155 | 91 | 122 | 155 | 91 |
| Avg Bars in Losers | 67 | 80 | 53 | 67 | 80 | 53 |
| Bars Traded | 9285 | 5662 | 3622 | 9285 | 5662 | 3622 |
| Profit Streak | 108.1059 | 169.8559 | 108.1059 | 108.1059 | 169.8559 | 108.1059 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -28198 | -101339 | -438329 | 450619 | 495452 | -760271 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10003,
"evaluation_days": 2500.75,
"actual_first_datapoint_time": 1542607200000,
"first_datapoint_time": 1547229600000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758681152838,
"expiration_time": 1765153944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 215,
"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": [
[
1069646.303435748,
889452.3648362363,
180193.9385995118,
41626722.30327896,
42271641.628553525,
-644919.3252745531
],
[
1069.646303,
889.452365,
180.193939,
41626.722303,
42271.641629,
-644.919325
],
[
0.42773,
0.355674,
0.072056,
0.241568,
0.242183,
0
],
[
771.055862,
771.055862,
771.055862,
771.055862,
771.055862,
771.055862
],
[
-99537,
-80438,
-86208,
-15127172,
-6578521,
-20416031
],
[
3.391414,
4.495327,
1.934533,
1.840195,
2.875946,
0.976123
],
[
99,
49,
50,
99,
49,
50
],
[
48,
23,
25,
48,
23,
25
],
[
51,
26,
25,
51,
26,
25
],
[
48.484848,
46.938776,
50,
48.484848,
46.938776,
50
],
[
3.603378,
5.081674,
1.934533,
1.955207,
3.251069,
0.976123
],
[
291363,
291363,
53291,
26822882,
26822882,
6431921
],
[
-37196,
-26547,
-37196,
-13401473,
-4852821,
-13401473
],
[
93,
115,
72,
93,
115,
72
],
[
122,
155,
91,
122,
155,
91
],
[
67,
80,
53,
67,
80,
53
],
[
9285,
5662,
3622,
9285,
5662,
3622
],
[
108.105935,
169.855936,
108.105936,
108.105936,
169.855936,
108.105936
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-28198,
-101339,
-438329,
450619,
495452,
-760271
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10003,
"evaluation_days": 2500.75,
"actual_first_datapoint_time": 1542607200000,
"first_datapoint_time": 1547229600000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758681152838,
"expiration_time": 1765153944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 215,
"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) |
|---|