| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 922024.2623 | 852636.2326 | 69388.0297 | 4696650.8235 | 6519213.9562 | -1822563.1327 |
| Total P&L (%) | 922.0243 | 852.6362 | 69.388 | 4696.6508 | 6519.214 | -1822.5631 |
| Avg Daily Profit (%) | 0.3687 | 0.341 | 0.0277 | 0.1549 | 0.1678 | 0 |
| Buy And Hold Return (%) | 843.4659 | 843.4659 | 843.4659 | 843.4659 | 843.4659 | 843.4659 |
| Max Trade Drawdown | -151628 | -79362 | -80787 | -3776347 | -2153275 | -2219183 |
| Profit Factor | 2.9351 | 4.4512 | 1.3025 | 1.5128 | 2.3798 | 0.589 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 50.6494 | 44.7368 | 56.4103 | 50.6494 | 44.7368 | 56.4103 |
| Ratio Avg Win / Avg Loss | 2.8598 | 5.4985 | 1.0064 | 1.474 | 2.9398 | 0.4552 |
| Largest Winning Trade | 349902 | 349902 | 60390 | 3699150 | 3699150 | 609313 |
| Largest Losing Trade | -57504 | -45467 | -57504 | -1630994 | -1630994 | -900587 |
| Avg Bars in Trades | 91 | 92 | 91 | 91 | 92 | 91 |
| Avg Bars in Winners | 104 | 96 | 111 | 104 | 96 | 111 |
| Avg Bars in Losers | 78 | 89 | 64 | 78 | 89 | 64 |
| Bars Traded | 7075 | 3515 | 3560 | 7075 | 3515 | 3560 |
| Profit Streak | 0 | 84.6792 | 0 | 0 | 84.6792 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167910 | -147235 | -320636 | -38111 | 389521 | -579926 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541952000000,
"first_datapoint_time": 1548000000000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757981882621,
"expiration_time": 1764462528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 211,
"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": [
[
922024.2622897621,
852636.2326168788,
69388.0296728833,
4696650.823508633,
6519213.956218678,
-1822563.1327100457
],
[
922.024262,
852.636233,
69.38803,
4696.650824,
6519.213956,
-1822.563133
],
[
0.368711,
0.340963,
0.027748,
0.154898,
0.167798,
0
],
[
843.465909,
843.465909,
843.465909,
843.465909,
843.465909,
843.465909
],
[
-151628,
-79362,
-80787,
-3776347,
-2153275,
-2219183
],
[
2.935093,
4.451158,
1.302453,
1.512765,
2.379806,
0.589025
],
[
77,
38,
39,
77,
38,
39
],
[
39,
17,
22,
39,
17,
22
],
[
38,
21,
17,
38,
21,
17
],
[
50.649351,
44.736842,
56.410256,
50.649351,
44.736842,
56.410256
],
[
2.859834,
5.49849,
1.006441,
1.473976,
2.939761,
0.455156
],
[
349902,
349902,
60390,
3699150,
3699150,
609313
],
[
-57504,
-45467,
-57504,
-1630994,
-1630994,
-900587
],
[
91,
92,
91,
91,
92,
91
],
[
104,
96,
111,
104,
96,
111
],
[
78,
89,
64,
78,
89,
64
],
[
7075,
3515,
3560,
7075,
3515,
3560
],
[
0,
84.679197,
0,
0,
84.679197,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167910,
-147235,
-320636,
-38111,
389521,
-579926
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541952000000,
"first_datapoint_time": 1548000000000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757981882621,
"expiration_time": 1764462528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 211,
"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) |
|---|