| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 920270.7858 | 828541.8919 | 91728.8939 | 5382868.6217 | 6464816.3133 | -1081947.6916 |
| Total P&L (%) | 920.2708 | 828.5419 | 91.7289 | 5382.8686 | 6464.8163 | -1081.9477 |
| Avg Daily Profit (%) | 0.3681 | 0.3314 | 0.0367 | 0.1603 | 0.1675 | 0 |
| Buy And Hold Return (%) | 726.4431 | 726.4431 | 726.4431 | 726.4431 | 726.4431 | 726.4431 |
| Max Trade Drawdown | -106581 | -54511 | -76229 | -3056258 | -1116157 | -2719118 |
| Profit Factor | 2.6516 | 4.3999 | 1.2926 | 1.561 | 2.7704 | 0.818 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
| Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
| Profitability (%) | 49.4949 | 40.8163 | 58 | 49.4949 | 40.8163 | 58 |
| Ratio Avg Win / Avg Loss | 2.7057 | 6.3798 | 0.936 | 1.5929 | 4.0171 | 0.5923 |
| Largest Winning Trade | 377326 | 377326 | 51202 | 2554375 | 2554375 | 855965 |
| Largest Losing Trade | -69587 | -16880 | -69587 | -2597875 | -648985 | -2597875 |
| Avg Bars in Trades | 95 | 93 | 97 | 95 | 93 | 97 |
| Avg Bars in Winners | 128 | 135 | 123 | 128 | 135 | 123 |
| Avg Bars in Losers | 63 | 64 | 61 | 63 | 64 | 61 |
| Bars Traded | 9441 | 4570 | 4871 | 9441 | 4570 | 4871 |
| Profit Streak | 165.9423 | 165.9423 | 176.6923 | 165.9423 | 165.9423 | 176.6923 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -66757 | -108044 | -488952 | 430809 | 379395 | -758440 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1546041600000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757695013869,
"expiration_time": 1764158400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 190,
"offset": 13
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 94,
"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": [
[
920270.785757483,
828541.8918912853,
91728.8938661975,
5382868.621672333,
6464816.31331695,
-1081947.6916446167
],
[
920.270786,
828.541892,
91.728894,
5382.868622,
6464.816313,
-1081.947692
],
[
0.368108,
0.331417,
0.036692,
0.160297,
0.167513,
0
],
[
726.443132,
726.443132,
726.443132,
726.443132,
726.443132,
726.443132
],
[
-106581,
-54511,
-76229,
-3056258,
-1116157,
-2719118
],
[
2.651571,
4.39985,
1.292587,
1.561026,
2.770444,
0.817951
],
[
99,
49,
50,
99,
49,
50
],
[
49,
20,
29,
49,
20,
29
],
[
50,
29,
21,
50,
29,
21
],
[
49.494949,
40.816327,
58,
49.494949,
40.816327,
58
],
[
2.705684,
6.379782,
0.936011,
1.592883,
4.017143,
0.592309
],
[
377326,
377326,
51202,
2554375,
2554375,
855965
],
[
-69587,
-16880,
-69587,
-2597875,
-648985,
-2597875
],
[
95,
93,
97,
95,
93,
97
],
[
128,
135,
123,
128,
135,
123
],
[
63,
64,
61,
63,
64,
61
],
[
9441,
4570,
4871,
9441,
4570,
4871
],
[
165.94229,
165.94229,
176.69229,
165.94229,
165.94229,
176.69229
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-66757,
-108044,
-488952,
430809,
379395,
-758440
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1546041600000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757695013869,
"expiration_time": 1764158400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 190,
"offset": 13
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 94,
"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) |
|---|