| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 141335.4642 | 342360.6566 | -201025.1924 | 6299126.129 | 831380.0879 | 5467746.0411 |
| Total P&L (%) | 141.3355 | 342.3607 | -201.0252 | 6299.1261 | 831.3801 | 5467.746 |
| Avg Daily Profit (%) | 0.0565 | 0.1369 | -0.0804 | 0.1665 | 0.0893 | 0.1609 |
| Buy And Hold Return (%) | 881.4099 | 881.4099 | 881.4099 | 881.4099 | 881.4099 | 881.4099 |
| Max Trade Drawdown | -336032 | -46379 | -336032 | -1846823 | -814836 | -1078136 |
| Profit Factor | 1.2068 | 3.2586 | 0.622 | 3.5156 | 1.6534 | 5.439 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 99 | 50 | 49 | 47 | 23 | 24 |
| Losing Trades | 19 | 9 | 10 | 71 | 36 | 35 |
| Profitability (%) | 83.8983 | 84.7458 | 83.0508 | 39.8305 | 38.9831 | 40.678 |
| Ratio Avg Win / Avg Loss | 0.2316 | 0.5865 | 0.1269 | 5.3107 | 2.588 | 7.9319 |
| Largest Winning Trade | 87631 | 87631 | 36265 | 5036770 | 585733 | 5036770 |
| Largest Losing Trade | -336032 | -46379 | -336032 | -419869 | -259731 | -419869 |
| Avg Bars in Trades | 38 | 43 | 34 | 38 | 43 | 34 |
| Avg Bars in Winners | 21 | 21 | 21 | 47 | 56 | 38 |
| Avg Bars in Losers | 129 | 167 | 94 | 33 | 35 | 31 |
| Bars Traded | 4580 | 2573 | 2007 | 4580 | 2573 | 2007 |
| Profit Streak | 123.3739 | 123.3739 | 204.3739 | 123.3739 | 123.3739 | 323.8739 |
| Trades During Streak | 8 | 4 | 5 | 8 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -278989 | -343520 | -751861 | 444220 | -415849 | -163887 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541505600000,
"first_datapoint_time": 1549756800000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757537907890,
"expiration_time": 1763986896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 159,
"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": [
[
141335.464241519,
342360.6565977215,
-201025.1923562024,
6299126.128980072,
831380.0878879189,
5467746.041092154
],
[
141.335464,
342.360657,
-201.025192,
6299.126129,
831.380088,
5467.746041
],
[
0.056523,
0.136917,
-0.080394,
0.166455,
0.089282,
0.16088
],
[
881.409939,
881.409939,
881.409939,
881.409939,
881.409939,
881.409939
],
[
-336032,
-46379,
-336032,
-1846823,
-814836,
-1078136
],
[
1.206801,
3.258577,
0.62203,
3.515565,
1.653439,
5.439026
],
[
118,
59,
59,
118,
59,
59
],
[
99,
50,
49,
47,
23,
24
],
[
19,
9,
10,
71,
36,
35
],
[
83.898305,
84.745763,
83.050847,
39.830508,
38.983051,
40.677966
],
[
0.231608,
0.586544,
0.126945,
5.310747,
2.587991,
7.931912
],
[
87631,
87631,
36265,
5036770,
585733,
5036770
],
[
-336032,
-46379,
-336032,
-419869,
-259731,
-419869
],
[
38,
43,
34,
38,
43,
34
],
[
21,
21,
21,
47,
56,
38
],
[
129,
167,
94,
33,
35,
31
],
[
4580,
2573,
2007,
4580,
2573,
2007
],
[
123.373934,
123.373934,
204.373934,
123.373934,
123.373934,
323.873934
],
[
8,
4,
5,
8,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-278989,
-343520,
-751861,
444220,
-415849,
-163887
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541505600000,
"first_datapoint_time": 1549756800000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757537907890,
"expiration_time": 1763986896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 159,
"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) |
|---|