| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 800551.723 | 690429.3588 | 110122.3642 | 1076248.5203 | 7371436.5703 | -6295188.05 |
| Total P&L (%) | 800.5517 | 690.4294 | 110.1224 | 1076.2485 | 7371.4366 | -6295.1881 |
| Avg Daily Profit (%) | 0.3202 | 0.2761 | 0.044 | 0.0986 | 0.1727 | 0 |
| Buy And Hold Return (%) | 710.9115 | 710.9115 | 710.9115 | 710.9115 | 710.9115 | 710.9115 |
| Max Trade Drawdown | -112945 | -63808 | -100076 | -5448186 | -560217 | -7235373 |
| Profit Factor | 3.0867 | 6.3444 | 1.4328 | 1.1094 | 7.6655 | 0.2793 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
| Profitability (%) | 71.4286 | 71.875 | 70.9677 | 71.4286 | 71.875 | 70.9677 |
| Ratio Avg Win / Avg Loss | 1.2347 | 2.4826 | 0.5861 | 0.4437 | 2.9995 | 0.1143 |
| Largest Winning Trade | 157984 | 157984 | 53866 | 3823645 | 3823645 | 725720 |
| Largest Losing Trade | -94050 | -47414 | -94050 | -5164908 | -450901 | -5164908 |
| Avg Bars in Trades | 115 | 130 | 99 | 115 | 130 | 99 |
| Avg Bars in Winners | 116 | 126 | 106 | 116 | 126 | 106 |
| Avg Bars in Losers | 111 | 140 | 82 | 111 | 140 | 82 |
| Bars Traded | 7255 | 4169 | 3086 | 7255 | 4169 | 3086 |
| Profit Streak | 112.2153 | 112.2153 | 186.5486 | 112.2153 | 112.2153 | 186.5486 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -259962 | -145194 | -297366 | -320168 | 709147 | -577512 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541404800000,
"first_datapoint_time": 1543737600000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757423401650,
"expiration_time": 1763885664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 81,
"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": [
[
800551.7230041547,
690429.3588080641,
110122.3641960903,
1076248.520267135,
7371436.570274041,
-6295188.050006906
],
[
800.551723,
690.429359,
110.122364,
1076.24852,
7371.43657,
-6295.18805
],
[
0.320178,
0.276135,
0.044043,
0.098632,
0.172673,
0
],
[
710.911546,
710.911546,
710.911546,
710.911546,
710.911546,
710.911546
],
[
-112945,
-63808,
-100076,
-5448186,
-560217,
-7235373
],
[
3.086726,
6.344444,
1.432779,
1.109363,
7.665471,
0.279325
],
[
63,
32,
31,
63,
32,
31
],
[
45,
23,
22,
45,
23,
22
],
[
18,
9,
9,
18,
9,
9
],
[
71.428571,
71.875,
70.967742,
71.428571,
71.875,
70.967742
],
[
1.23469,
2.482608,
0.586137,
0.443745,
2.999532,
0.114269
],
[
157984,
157984,
53866,
3823645,
3823645,
725720
],
[
-94050,
-47414,
-94050,
-5164908,
-450901,
-5164908
],
[
115,
130,
99,
115,
130,
99
],
[
116,
126,
106,
116,
126,
106
],
[
111,
140,
82,
111,
140,
82
],
[
7255,
4169,
3086,
7255,
4169,
3086
],
[
112.215297,
112.215297,
186.54863,
112.215297,
112.215297,
186.54863
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-259962,
-145194,
-297366,
-320168,
709147,
-577512
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541404800000,
"first_datapoint_time": 1543737600000,
"last_datapoint_time": 1757404800000,
"evaluation_time": 1757423401650,
"expiration_time": 1763885664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 81,
"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) |
|---|