| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 845648.86 | 701596.0417 | 144052.8183 | 11316979.5685 | 12606937.5046 | -1289957.9361 |
| Total P&L (%) | 845.6489 | 701.596 | 144.0528 | 11316.9796 | 12606.9375 | -1289.9579 |
| Avg Daily Profit (%) | 0.338 | 0.2804 | 0.0576 | 0.1895 | 0.1938 | 0 |
| Buy And Hold Return (%) | 805.4463 | 805.4463 | 805.4463 | 805.4463 | 805.4463 | 805.4463 |
| Max Trade Drawdown | -81298 | -78682 | -68237 | -5421619 | -1136306 | -5742351 |
| Profit Factor | 3.0841 | 4.6467 | 1.6751 | 2.2008 | 6.7143 | 0.8213 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
| Profitability (%) | 72.1519 | 76.9231 | 67.5 | 72.1519 | 76.9231 | 67.5 |
| Ratio Avg Win / Avg Loss | 1.1904 | 1.394 | 0.8065 | 0.8494 | 2.0143 | 0.3954 |
| Largest Winning Trade | 163871 | 163871 | 55241 | 5479318 | 5479318 | 1752085 |
| Largest Losing Trade | -67684 | -52515 | -67684 | -5421619 | -648723 | -5421619 |
| Avg Bars in Trades | 89 | 104 | 74 | 89 | 104 | 74 |
| Avg Bars in Winners | 93 | 92 | 93 | 93 | 92 | 93 |
| Avg Bars in Losers | 80 | 145 | 35 | 80 | 145 | 35 |
| Bars Traded | 7070 | 4071 | 2999 | 7070 | 4071 | 2999 |
| Profit Streak | 228.0225 | 532.3559 | 228.0225 | 228.0225 | 532.3559 | 228.0225 |
| Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -162902 | -145713 | -277745 | -17293 | 771388 | -577101 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542844800000,
"first_datapoint_time": 1549123200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759019546730,
"expiration_time": 1765473984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 219,
"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": [
[
845648.8600329349,
701596.041718975,
144052.8183139603,
11316979.568506023,
12606937.5045962,
-1289957.9360901767
],
[
845.64886,
701.596042,
144.052818,
11316.979569,
12606.937505,
-1289.957936
],
[
0.337989,
0.280414,
0.057575,
0.189535,
0.193822,
0
],
[
805.446342,
805.446342,
805.446342,
805.446342,
805.446342,
805.446342
],
[
-81298,
-78682,
-68237,
-5421619,
-1136306,
-5742351
],
[
3.084109,
4.646724,
1.675133,
2.200769,
6.714293,
0.8213
],
[
79,
39,
40,
79,
39,
40
],
[
57,
30,
27,
57,
30,
27
],
[
22,
9,
13,
22,
9,
13
],
[
72.151899,
76.923077,
67.5,
72.151899,
76.923077,
67.5
],
[
1.190358,
1.394017,
0.806545,
0.84942,
2.014288,
0.395441
],
[
163871,
163871,
55241,
5479318,
5479318,
1752085
],
[
-67684,
-52515,
-67684,
-5421619,
-648723,
-5421619
],
[
89,
104,
74,
89,
104,
74
],
[
93,
92,
93,
93,
92,
93
],
[
80,
145,
35,
80,
145,
35
],
[
7070,
4071,
2999,
7070,
4071,
2999
],
[
228.022532,
532.355865,
228.022532,
228.022532,
532.355865,
228.022532
],
[
8,
7,
4,
8,
7,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162902,
-145713,
-277745,
-17293,
771388,
-577101
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542844800000,
"first_datapoint_time": 1549123200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759019546730,
"expiration_time": 1765473984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 219,
"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) |
|---|