| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 846554.9999 | 708347.2678 | 138207.7321 | 1855086.9319 | 21893238.147 | -20038151.2151 |
| Total P&L (%) | 846.555 | 708.3473 | 138.2077 | 1855.0869 | 21893.2381 | -20038.1512 |
| Avg Daily Profit (%) | 0.3386 | 0.2833 | 0.0553 | 0.119 | 0.216 | 0 |
| Buy And Hold Return (%) | 730.827 | 730.827 | 730.827 | 730.827 | 730.827 | 730.827 |
| Max Trade Drawdown | -98182 | -59756 | -116534 | -21448260 | -3035122 | -26350495 |
| Profit Factor | 3.1921 | 6.673 | 1.5289 | 1.0521 | 5.1627 | 0.3399 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
| Profitability (%) | 70.8333 | 69.4444 | 72.2222 | 70.8333 | 69.4444 | 72.2222 |
| Ratio Avg Win / Avg Loss | 1.3144 | 2.9361 | 0.588 | 0.4332 | 2.2716 | 0.1307 |
| Largest Winning Trade | 202753 | 202753 | 48117 | 14987619 | 14987619 | 1420816 |
| Largest Losing Trade | -95733 | -40488 | -95733 | -21424878 | -2030473 | -21424878 |
| Avg Bars in Trades | 101 | 106 | 96 | 101 | 106 | 96 |
| Avg Bars in Winners | 105 | 106 | 103 | 105 | 106 | 103 |
| Avg Bars in Losers | 92 | 106 | 77 | 92 | 106 | 77 |
| Bars Traded | 7313 | 3832 | 3481 | 7313 | 3832 | 3481 |
| Profit Streak | 220.3205 | 220.3205 | 222.9872 | 220.3205 | 220.3205 | 222.9872 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -181693 | -145006 | -280822 | -281550 | 704925 | -576542 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7500,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1546502400000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757374895059,
"expiration_time": 1763827200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 179,
"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": [
[
846554.9999006408,
708347.267844299,
138207.7320563421,
1855086.9319308614,
21893238.14699742,
-20038151.215066556
],
[
846.555,
708.347268,
138.207732,
1855.086932,
21893.238147,
-20038.151215
],
[
0.338622,
0.283339,
0.055283,
0.118992,
0.215966,
0
],
[
730.826962,
730.826962,
730.826962,
730.826962,
730.826962,
730.826962
],
[
-98182,
-59756,
-116534,
-21448260,
-3035122,
-26350495
],
[
3.192085,
6.673027,
1.528873,
1.052083,
5.162736,
0.339946
],
[
72,
36,
36,
72,
36,
36
],
[
51,
25,
26,
51,
25,
26
],
[
21,
11,
10,
21,
11,
10
],
[
70.833333,
69.444444,
72.222222,
70.833333,
69.444444,
72.222222
],
[
1.314388,
2.936132,
0.588028,
0.433211,
2.271604,
0.130749
],
[
202753,
202753,
48117,
14987619,
14987619,
1420816
],
[
-95733,
-40488,
-95733,
-21424878,
-2030473,
-21424878
],
[
101,
106,
96,
101,
106,
96
],
[
105,
106,
103,
105,
106,
103
],
[
92,
106,
77,
92,
106,
77
],
[
7313,
3832,
3481,
7313,
3832,
3481
],
[
220.320545,
220.320545,
222.987211,
220.320545,
220.320545,
222.987211
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-181693,
-145006,
-280822,
-281550,
704925,
-576542
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7500,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1546502400000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757374895059,
"expiration_time": 1763827200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 179,
"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) |
|---|