| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 768957.5515 | 717369.1554 | 51588.396 | 2680069.7844 | 5377801.2924 | -2697731.508 |
| Total P&L (%) | 768.9576 | 717.3692 | 51.5884 | 2680.0698 | 5377.8013 | -2697.7315 |
| Avg Daily Profit (%) | 0.3075 | 0.2869 | 0.0206 | 0.1331 | 0.1602 | 0 |
| Buy And Hold Return (%) | 870.3349 | 870.3349 | 870.3349 | 870.3349 | 870.3349 | 870.3349 |
| Max Trade Drawdown | -113964 | -51758 | -111666 | -3711917 | -1861767 | -4883896 |
| Profit Factor | 2.7143 | 5.2541 | 1.1843 | 1.2592 | 2.46 | 0.5947 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
| Ratio Avg Win / Avg Loss | 2.5546 | 4.945 | 1.1146 | 1.1851 | 2.3153 | 0.5597 |
| Largest Winning Trade | 296749 | 296749 | 55725 | 3639410 | 3639410 | 1146756 |
| Largest Losing Trade | -63315 | -23193 | -63315 | -2374053 | -786509 | -2374053 |
| Avg Bars in Trades | 70 | 71 | 69 | 70 | 71 | 69 |
| Avg Bars in Winners | 88 | 92 | 85 | 88 | 92 | 85 |
| Avg Bars in Losers | 50 | 48 | 52 | 50 | 48 | 52 |
| Bars Traded | 4642 | 2355 | 2287 | 4642 | 2355 | 2287 |
| Profit Streak | 72.8097 | 166.8097 | 0 | 72.8097 | 166.8097 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -279387 | -147877 | -348708 | -145922 | 467176 | -580606 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1551571200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757921157385,
"expiration_time": 1764375696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 52,
"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": [
[
768957.5514546727,
717369.1554145109,
51588.3960401617,
2680069.784358714,
5377801.292378422,
-2697731.508019708
],
[
768.957551,
717.369155,
51.588396,
2680.069784,
5377.801292,
-2697.731508
],
[
0.307522,
0.28689,
0.020631,
0.133064,
0.160228,
0
],
[
870.334928,
870.334928,
870.334928,
870.334928,
870.334928,
870.334928
],
[
-113964,
-51758,
-111666,
-3711917,
-1861767,
-4883896
],
[
2.714299,
5.254065,
1.184294,
1.259218,
2.460036,
0.594675
],
[
66,
33,
33,
66,
33,
33
],
[
34,
17,
17,
34,
17,
17
],
[
32,
16,
16,
32,
16,
16
],
[
51.515152,
51.515152,
51.515152,
51.515152,
51.515152,
51.515152
],
[
2.554634,
4.945002,
1.11463,
1.185146,
2.315328,
0.559694
],
[
296749,
296749,
55725,
3639410,
3639410,
1146756
],
[
-63315,
-23193,
-63315,
-2374053,
-786509,
-2374053
],
[
70,
71,
69,
70,
71,
69
],
[
88,
92,
85,
88,
92,
85
],
[
50,
48,
52,
50,
48,
52
],
[
4642,
2355,
2287,
4642,
2355,
2287
],
[
72.809692,
166.809692,
0,
72.809692,
166.809692,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-279387,
-147877,
-348708,
-145922,
467176,
-580606
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1551571200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757921157385,
"expiration_time": 1764375696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 52,
"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) |
|---|