| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 867633.8691 | 768134.1829 | 99499.6862 | 6186361.5899 | 7970829.4323 | -1784467.8424 |
| Total P&L (%) | 867.6339 | 768.1342 | 99.4997 | 6186.3616 | 7970.8294 | -1784.4678 |
| Avg Daily Profit (%) | 0.3471 | 0.3073 | 0.0398 | 0.1658 | 0.1758 | 0 |
| Buy And Hold Return (%) | 728.196 | 728.196 | 728.196 | 728.196 | 728.196 | 728.196 |
| Max Trade Drawdown | -83806 | -50347 | -85994 | -4394794 | -1198989 | -5074258 |
| Profit Factor | 2.6044 | 3.9471 | 1.3552 | 1.4262 | 2.4216 | 0.7997 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Profitability (%) | 47.8992 | 45.7627 | 50 | 47.8992 | 45.7627 | 50 |
| Ratio Avg Win / Avg Loss | 2.8329 | 4.6781 | 1.3552 | 1.5513 | 2.87 | 0.7997 |
| Largest Winning Trade | 342798 | 342798 | 50377 | 4284144 | 4284144 | 1440456 |
| Largest Losing Trade | -70046 | -17099 | -70046 | -3953833 | -713118 | -3953833 |
| Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
| Avg Bars in Winners | 113 | 115 | 111 | 113 | 115 | 111 |
| Avg Bars in Losers | 47 | 50 | 45 | 47 | 50 | 45 |
| Bars Traded | 9436 | 4720 | 4716 | 9436 | 4720 | 4716 |
| Profit Streak | 81.7195 | 94.2195 | 81.7195 | 81.7195 | 94.2195 | 81.7195 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -91482 | -310506 | -473718 | 366217 | -165324 | -749400 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541959200000,
"first_datapoint_time": 1546862400000,
"last_datapoint_time": 1757959200000,
"evaluation_time": 1757978160728,
"expiration_time": 1764439200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 16,
"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": [
[
867633.8690898555,
768134.1828521839,
99499.6862376721,
6186361.589854726,
7970829.432263652,
-1784467.842408928
],
[
867.633869,
768.134183,
99.499686,
6186.36159,
7970.829432,
-1784.467842
],
[
0.347054,
0.307254,
0.0398,
0.165776,
0.175788,
0
],
[
728.196031,
728.196031,
728.196031,
728.196031,
728.196031,
728.196031
],
[
-83806,
-50347,
-85994,
-4394794,
-1198989,
-5074258
],
[
2.604424,
3.947116,
1.355183,
1.426224,
2.421583,
0.799663
],
[
119,
59,
60,
119,
59,
60
],
[
57,
27,
30,
57,
27,
30
],
[
62,
32,
30,
62,
32,
30
],
[
47.89916,
45.762712,
50,
47.89916,
45.762712,
50
],
[
2.832882,
4.678063,
1.355183,
1.551331,
2.870024,
0.799663
],
[
342798,
342798,
50377,
4284144,
4284144,
1440456
],
[
-70046,
-17099,
-70046,
-3953833,
-713118,
-3953833
],
[
79,
80,
78,
79,
80,
78
],
[
113,
115,
111,
113,
115,
111
],
[
47,
50,
45,
47,
50,
45
],
[
9436,
4720,
4716,
9436,
4720,
4716
],
[
81.719453,
94.219453,
81.719453,
81.719453,
94.219453,
81.719453
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-91482,
-310506,
-473718,
366217,
-165324,
-749400
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541959200000,
"first_datapoint_time": 1546862400000,
"last_datapoint_time": 1757959200000,
"evaluation_time": 1757978160728,
"expiration_time": 1764439200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 16,
"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) |
|---|