| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1182197.4832 | 953697.0448 | 228500.4384 | 106609485.059 | 160369756.9342 | -53760271.8753 |
| Total P&L (%) | 1182.1975 | 953.697 | 228.5004 | 106609.4851 | 160369.7569 | -53760.2719 |
| Avg Daily Profit (%) | 0.4729 | 0.3815 | 0.0914 | 0.2793 | 0.2957 | 0 |
| Buy And Hold Return (%) | 698.4302 | 698.4302 | 698.4302 | 698.4302 | 698.4302 | 698.4302 |
| Max Trade Drawdown | -84308 | -67866 | -50464 | -122054975 | -37612346 | -85648954 |
| Profit Factor | 3.7843 | 5.0212 | 2.2192 | 1.5645 | 3.0721 | 0.5176 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 51.3761 | 50 | 52.7273 | 51.3761 | 50 | 52.7273 |
| Ratio Avg Win / Avg Loss | 3.5816 | 5.0212 | 1.9896 | 1.4807 | 3.0721 | 0.4641 |
| Largest Winning Trade | 335113 | 335113 | 45755 | 145752688 | 145752688 | 13215059 |
| Largest Losing Trade | -44269 | -26297 | -44269 | -83779229 | -18150275 | -83779229 |
| Avg Bars in Trades | 87 | 96 | 78 | 87 | 96 | 78 |
| Avg Bars in Winners | 113 | 116 | 110 | 113 | 116 | 110 |
| Avg Bars in Losers | 59 | 76 | 42 | 59 | 76 | 42 |
| Bars Traded | 9505 | 5213 | 4292 | 9505 | 5213 | 4292 |
| Profit Streak | 74.6595 | 81.1595 | 74.6595 | 74.6595 | 81.1595 | 74.6595 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351692 | -214168 | -411638 | 426583 | -164772 | -759921 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1545199200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757605782412,
"expiration_time": 1764072000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 54,
"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": [
[
1182197.483189083,
953697.044758335,
228500.4384307478,
106609485.05895217,
160369756.93423724,
-53760271.87528508
],
[
1182.197483,
953.697045,
228.500438,
106609.485059,
160369.756934,
-53760.271875
],
[
0.472879,
0.381479,
0.0914,
0.279297,
0.295664,
0
],
[
698.430158,
698.430158,
698.430158,
698.430158,
698.430158,
698.430158
],
[
-84308,
-67866,
-50464,
-122054975,
-37612346,
-85648954
],
[
3.784334,
5.021193,
2.219181,
1.564525,
3.072123,
0.517648
],
[
109,
54,
55,
109,
54,
55
],
[
56,
27,
29,
56,
27,
29
],
[
53,
27,
26,
53,
27,
26
],
[
51.376147,
50,
52.727273,
51.376147,
50,
52.727273
],
[
3.581602,
5.021193,
1.989611,
1.480711,
3.072123,
0.464098
],
[
335113,
335113,
45755,
145752688,
145752688,
13215059
],
[
-44269,
-26297,
-44269,
-83779229,
-18150275,
-83779229
],
[
87,
96,
78,
87,
96,
78
],
[
113,
116,
110,
113,
116,
110
],
[
59,
76,
42,
59,
76,
42
],
[
9505,
5213,
4292,
9505,
5213,
4292
],
[
74.659519,
81.159519,
74.659519,
74.659519,
81.159519,
74.659519
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351692,
-214168,
-411638,
426583,
-164772,
-759921
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541592000000,
"first_datapoint_time": 1545199200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757605782412,
"expiration_time": 1764072000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 54,
"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) |
|---|