| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1348915.8867 | 1048084.9968 | 300830.8899 | 368057879.682 | 305290760.9401 | 62767118.7419 |
| Total P&L (%) | 1348.9159 | 1048.085 | 300.8309 | 368057.8797 | 305290.7609 | 62767.1187 |
| Avg Daily Profit (%) | 0.5394 | 0.4191 | 0.1203 | 0.3289 | 0.3214 | 0.258 |
| Buy And Hold Return (%) | 955.9034 | 955.9034 | 955.9034 | 955.9034 | 955.9034 | 955.9034 |
| Max Trade Drawdown | -75323 | -45924 | -62438 | -60463256 | -46735770 | -34577019 |
| Profit Factor | 6.8124 | 9.3006 | 3.8432 | 3.933 | 5.351 | 2.1346 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
| Profitability (%) | 72.5806 | 67.7419 | 77.4194 | 72.5806 | 67.7419 | 77.4194 |
| Ratio Avg Win / Avg Loss | 2.5736 | 4.4289 | 1.1209 | 1.4858 | 2.5481 | 0.6226 |
| Largest Winning Trade | 409739 | 409739 | 53677 | 165273215 | 165273215 | 27042346 |
| Largest Losing Trade | -62438 | -43858 | -62438 | -46735770 | -46735770 | -34577019 |
| Avg Bars in Trades | 119 | 132 | 105 | 119 | 132 | 105 |
| Avg Bars in Winners | 124 | 127 | 121 | 124 | 127 | 121 |
| Avg Bars in Losers | 105 | 142 | 53 | 105 | 142 | 53 |
| Bars Traded | 7384 | 4107 | 3277 | 7384 | 4107 | 3277 |
| Profit Streak | 159.0436 | 160.7103 | 159.0436 | 159.0436 | 160.7103 | 159.0436 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -172590 | -114111 | -187869 | -139149 | 732710 | 514623 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1545004800000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758042169729,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 85,
"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": [
[
1348915.886670261,
1048084.9967683733,
300830.8899018875,
368057879.682031,
305290760.9400936,
62767118.741937265
],
[
1348.915887,
1048.084997,
300.83089,
368057.879682,
305290.76094,
62767.118742
],
[
0.539422,
0.419122,
0.1203,
0.328896,
0.321396,
0.258008
],
[
955.903414,
955.903414,
955.903414,
955.903414,
955.903414,
955.903414
],
[
-75323,
-45924,
-62438,
-60463256,
-46735770,
-34577019
],
[
6.812437,
9.300614,
3.843174,
3.933001,
5.35102,
2.134554
],
[
62,
31,
31,
62,
31,
31
],
[
45,
21,
24,
45,
21,
24
],
[
17,
10,
7,
17,
10,
7
],
[
72.580645,
67.741935,
77.419355,
72.580645,
67.741935,
77.419355
],
[
2.573587,
4.428864,
1.120926,
1.4858,
2.548105,
0.622578
],
[
409739,
409739,
53677,
165273215,
165273215,
27042346
],
[
-62438,
-43858,
-62438,
-46735770,
-46735770,
-34577019
],
[
119,
132,
105,
119,
132,
105
],
[
124,
127,
121,
124,
127,
121
],
[
105,
142,
53,
105,
142,
53
],
[
7384,
4107,
3277,
7384,
4107,
3277
],
[
159.043631,
160.710298,
159.043631,
159.043631,
160.710298,
159.043631
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-172590,
-114111,
-187869,
-139149,
732710,
514623
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1545004800000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758042169729,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 85,
"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) |
|---|