| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 725960.6507 | 671165.2088 | 54795.4419 | 3653104.7222 | 4194365.405 | -541260.6827 |
| Total P&L (%) | 725.9607 | 671.1652 | 54.7954 | 3653.1047 | 4194.3654 | -541.2607 |
| Avg Daily Profit (%) | 0.2903 | 0.2684 | 0.0219 | 0.1451 | 0.1504 | 0 |
| Buy And Hold Return (%) | 809.5294 | 809.5294 | 809.5294 | 809.5294 | 809.5294 | 809.5294 |
| Max Trade Drawdown | -112126 | -35201 | -92583 | -2387434 | -644114 | -2068833 |
| Profit Factor | 3.0389 | 6.404 | 1.2363 | 1.7782 | 3.699 | 0.8276 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 49.1228 | 48.2759 | 50 | 49.1228 | 48.2759 | 50 |
| Ratio Avg Win / Avg Loss | 3.1474 | 6.8614 | 1.2363 | 1.8417 | 3.9633 | 0.8276 |
| Largest Winning Trade | 269315 | 269315 | 54706 | 1974562 | 1974562 | 632098 |
| Largest Losing Trade | -47700 | -16320 | -47700 | -1003689 | -241872 | -1003689 |
| Avg Bars in Trades | 83 | 79 | 86 | 83 | 79 | 86 |
| Avg Bars in Winners | 110 | 99 | 121 | 110 | 99 | 121 |
| Avg Bars in Losers | 56 | 61 | 51 | 56 | 61 | 51 |
| Bars Traded | 4732 | 2314 | 2418 | 4732 | 2314 | 2418 |
| Profit Streak | 69.5441 | 103.0441 | 0 | 69.5441 | 103.0441 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -330446 | -148792 | -350732 | -176661 | 470801 | -601833 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1547078400000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725412985,
"expiration_time": 1764204192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 39,
"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": [
[
725960.6506677701,
671165.2087520139,
54795.4419157565,
3653104.722248494,
4194365.40498982,
-541260.6827413247
],
[
725.960651,
671.165209,
54.795442,
3653.104722,
4194.365405,
-541.260683
],
[
0.290268,
0.268359,
0.021909,
0.145054,
0.150448,
0
],
[
809.529377,
809.529377,
809.529377,
809.529377,
809.529377,
809.529377
],
[
-112126,
-35201,
-92583,
-2387434,
-644114,
-2068833
],
[
3.038878,
6.403971,
1.23633,
1.778188,
3.699042,
0.827643
],
[
57,
29,
28,
57,
29,
28
],
[
28,
14,
14,
28,
14,
14
],
[
29,
15,
14,
29,
15,
14
],
[
49.122807,
48.275862,
50,
49.122807,
48.275862,
50
],
[
3.14741,
6.861398,
1.23633,
1.841694,
3.963259,
0.827643
],
[
269315,
269315,
54706,
1974562,
1974562,
632098
],
[
-47700,
-16320,
-47700,
-1003689,
-241872,
-1003689
],
[
83,
79,
86,
83,
79,
86
],
[
110,
99,
121,
110,
99,
121
],
[
56,
61,
51,
56,
61,
51
],
[
4732,
2314,
2418,
4732,
2314,
2418
],
[
69.544132,
103.044132,
0,
69.544132,
103.044132,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-330446,
-148792,
-350732,
-176661,
470801,
-601833
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1547078400000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757725412985,
"expiration_time": 1764204192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 39,
"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) |
|---|