| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 939672.7077 | 816153.0982 | 123519.6095 | 12774142.3896 | 17752614.868 | -4978472.4784 |
| Total P&L (%) | 939.6727 | 816.1531 | 123.5196 | 12774.1424 | 17752.6149 | -4978.4725 |
| Avg Daily Profit (%) | 0.3758 | 0.3264 | 0.0494 | 0.1945 | 0.2076 | 0 |
| Buy And Hold Return (%) | 742.6517 | 742.6517 | 742.6517 | 742.6517 | 742.6517 | 742.6517 |
| Max Trade Drawdown | -99025 | -44734 | -101871 | -8969420 | -2869035 | -11972522 |
| Profit Factor | 2.8188 | 4.0993 | 1.4876 | 1.4309 | 2.5232 | 0.7233 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Profitability (%) | 44.5545 | 44 | 45.098 | 44.5545 | 44 | 45.098 |
| Ratio Avg Win / Avg Loss | 3.5078 | 5.2173 | 1.811 | 1.7807 | 3.2113 | 0.8805 |
| Largest Winning Trade | 332689 | 332689 | 49732 | 10799038 | 10799038 | 1916481 |
| Largest Losing Trade | -51282 | -34536 | -51282 | -6264308 | -1730131 | -6264308 |
| Avg Bars in Trades | 69 | 70 | 69 | 69 | 70 | 69 |
| Avg Bars in Winners | 101 | 101 | 101 | 101 | 101 | 101 |
| Avg Bars in Losers | 43 | 45 | 42 | 43 | 45 | 42 |
| Bars Traded | 7023 | 3501 | 3522 | 7023 | 3501 | 3522 |
| Profit Streak | 77.7867 | 91.7867 | 77.7867 | 77.7867 | 91.7867 | 77.7867 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -69205 | -300563 | -471778 | 327621 | -168917 | -762181 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541865600000,
"first_datapoint_time": 1546876800000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757875968953,
"expiration_time": 1764346464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 22,
"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": [
[
939672.7077157252,
816153.0982265153,
123519.6094892098,
12774142.389581682,
17752614.86800631,
-4978472.478424628
],
[
939.672708,
816.153098,
123.519609,
12774.14239,
17752.614868,
-4978.472478
],
[
0.375819,
0.326418,
0.049401,
0.194475,
0.207577,
0
],
[
742.651713,
742.651713,
742.651713,
742.651713,
742.651713,
742.651713
],
[
-99025,
-44734,
-101871,
-8969420,
-2869035,
-11972522
],
[
2.818801,
4.099304,
1.487623,
1.430914,
2.523159,
0.723252
],
[
101,
50,
51,
101,
50,
51
],
[
45,
22,
23,
45,
22,
23
],
[
56,
28,
28,
56,
28,
28
],
[
44.554455,
44,
45.098039,
44.554455,
44,
45.098039
],
[
3.507841,
5.217296,
1.811019,
1.780693,
3.211293,
0.880481
],
[
332689,
332689,
49732,
10799038,
10799038,
1916481
],
[
-51282,
-34536,
-51282,
-6264308,
-1730131,
-6264308
],
[
69,
70,
69,
69,
70,
69
],
[
101,
101,
101,
101,
101,
101
],
[
43,
45,
42,
43,
45,
42
],
[
7023,
3501,
3522,
7023,
3501,
3522
],
[
77.786678,
91.786678,
77.786678,
77.786678,
91.786678,
77.786678
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-69205,
-300563,
-471778,
327621,
-168917,
-762181
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541865600000,
"first_datapoint_time": 1546876800000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757875968953,
"expiration_time": 1764346464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 22,
"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) |
|---|