| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783564.4501 | 693479.2509 | 90085.1992 | 4473594.3712 | 5530547.8408 | -1056953.4696 |
| Total P&L (%) | 783.5645 | 693.4793 | 90.0852 | 4473.5944 | 5530.5478 | -1056.9535 |
| Avg Daily Profit (%) | 0.3134 | 0.2774 | 0.036 | 0.153 | 0.1614 | 0 |
| Buy And Hold Return (%) | 696.1506 | 696.1506 | 696.1506 | 696.1506 | 696.1506 | 696.1506 |
| Max Trade Drawdown | -103436 | -57680 | -104989 | -3075491 | -1661283 | -3816855 |
| Profit Factor | 2.5425 | 3.3627 | 1.42 | 1.4374 | 2.085 | 0.7939 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Profitability (%) | 52.5253 | 57.1429 | 48 | 52.5253 | 57.1429 | 48 |
| Ratio Avg Win / Avg Loss | 2.298 | 2.522 | 1.5384 | 1.2992 | 1.5637 | 0.8601 |
| Largest Winning Trade | 264202 | 264202 | 47819 | 3783078 | 3783078 | 721799 |
| Largest Losing Trade | -44654 | -44654 | -39755 | -2073233 | -872147 | -2073233 |
| Avg Bars in Trades | 91 | 120 | 64 | 91 | 120 | 64 |
| Avg Bars in Winners | 104 | 126 | 78 | 104 | 126 | 78 |
| Avg Bars in Losers | 78 | 112 | 50 | 78 | 112 | 50 |
| Bars Traded | 9107 | 5903 | 3204 | 9107 | 5903 | 3204 |
| Profit Streak | 60.458 | 137.708 | 60.458 | 60.458 | 137.708 | 60.458 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -111290 | -148665 | -488883 | 350816 | 491561 | -761051 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1545847200000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757393973123,
"expiration_time": 1763856000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 208,
"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": [
[
783564.4500819916,
693479.2508774729,
90085.1992045184,
4473594.371180913,
5530547.840793473,
-1056953.4696125598
],
[
783.56445,
693.479251,
90.085199,
4473.594371,
5530.547841,
-1056.95347
],
[
0.313426,
0.277392,
0.036034,
0.153032,
0.161362,
0
],
[
696.150646,
696.150646,
696.150646,
696.150646,
696.150646,
696.150646
],
[
-103436,
-57680,
-104989,
-3075491,
-1661283,
-3816855
],
[
2.542465,
3.36265,
1.420022,
1.437441,
2.084973,
0.79394
],
[
99,
49,
50,
99,
49,
50
],
[
52,
28,
24,
52,
28,
24
],
[
47,
21,
26,
47,
21,
26
],
[
52.525253,
57.142857,
48,
52.525253,
57.142857,
48
],
[
2.297997,
2.521987,
1.538357,
1.299225,
1.56373,
0.860101
],
[
264202,
264202,
47819,
3783078,
3783078,
721799
],
[
-44654,
-44654,
-39755,
-2073233,
-872147,
-2073233
],
[
91,
120,
64,
91,
120,
64
],
[
104,
126,
78,
104,
126,
78
],
[
78,
112,
50,
78,
112,
50
],
[
9107,
5903,
3204,
9107,
5903,
3204
],
[
60.458022,
137.708022,
60.458022,
60.458022,
137.708022,
60.458022
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-111290,
-148665,
-488883,
350816,
491561,
-761051
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1545847200000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757393973123,
"expiration_time": 1763856000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 208,
"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) |
|---|