| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1023873.2907 | 841893.4716 | 181979.8191 | 24903056.4894 | 32380244.7488 | -7477188.2594 |
| Total P&L (%) | 1023.8733 | 841.8935 | 181.9798 | 24903.0565 | 32380.2447 | -7477.1883 |
| Avg Daily Profit (%) | 0.4095 | 0.3368 | 0.0728 | 0.2211 | 0.2316 | 0 |
| Buy And Hold Return (%) | 861.9662 | 861.9662 | 861.9662 | 861.9662 | 861.9662 | 861.9662 |
| Max Trade Drawdown | -91768 | -37790 | -76361 | -13716218 | -3139346 | -17937419 |
| Profit Factor | 4.226 | 7.535 | 1.9652 | 1.7379 | 4.3945 | 0.6912 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Profitability (%) | 61.194 | 55.8824 | 66.6667 | 61.194 | 55.8824 | 66.6667 |
| Ratio Avg Win / Avg Loss | 2.6799 | 5.9487 | 0.9826 | 1.1021 | 3.4693 | 0.3456 |
| Largest Winning Trade | 364979 | 364979 | 47264 | 17051168 | 17051168 | 3089450 |
| Largest Losing Trade | -76361 | -18499 | -76361 | -13091831 | -1783359 | -13091831 |
| Avg Bars in Trades | 144 | 159 | 128 | 144 | 159 | 128 |
| Avg Bars in Winners | 161 | 174 | 150 | 161 | 174 | 150 |
| Avg Bars in Losers | 116 | 139 | 84 | 116 | 139 | 84 |
| Bars Traded | 9659 | 5418 | 4241 | 9659 | 5418 | 4241 |
| Profit Streak | 145.32 | 154.57 | 145.32 | 145.32 | 154.57 | 145.32 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -208481 | -146333 | -257864 | -107795 | 625248 | -578069 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541268000000,
"first_datapoint_time": 1544443200000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757274044969,
"expiration_time": 1763748000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 99,
"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": [
[
1023873.2906881112,
841893.4716062723,
181979.8190818392,
24903056.489362873,
32380244.748788904,
-7477188.259426029
],
[
1023.873291,
841.893472,
181.979819,
24903.056489,
32380.244749,
-7477.188259
],
[
0.409549,
0.336757,
0.072792,
0.221107,
0.231596,
0
],
[
861.9662,
861.9662,
861.9662,
861.9662,
861.9662,
861.9662
],
[
-91768,
-37790,
-76361,
-13716218,
-3139346,
-17937419
],
[
4.226049,
7.534982,
1.965164,
1.737885,
4.394504,
0.691156
],
[
67,
34,
33,
67,
34,
33
],
[
41,
19,
22,
41,
19,
22
],
[
26,
15,
11,
26,
15,
11
],
[
61.19403,
55.882353,
66.666667,
61.19403,
55.882353,
66.666667
],
[
2.679933,
5.94867,
0.982582,
1.102073,
3.469345,
0.345578
],
[
364979,
364979,
47264,
17051168,
17051168,
3089450
],
[
-76361,
-18499,
-76361,
-13091831,
-1783359,
-13091831
],
[
144,
159,
128,
144,
159,
128
],
[
161,
174,
150,
161,
174,
150
],
[
116,
139,
84,
116,
139,
84
],
[
9659,
5418,
4241,
9659,
5418,
4241
],
[
145.319965,
154.569965,
145.319965,
145.319965,
154.569965,
145.319965
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-208481,
-146333,
-257864,
-107795,
625248,
-578069
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541268000000,
"first_datapoint_time": 1544443200000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757274044969,
"expiration_time": 1763748000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 99,
"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) |
|---|