| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 150411.5739 | 333150.8617 | -182739.2878 | 6843509.6081 | 1870041.1811 | 4973468.4271 |
| Total P&L (%) | 150.4116 | 333.1509 | -182.7393 | 6843.5096 | 1870.0412 | 4973.4684 |
| Avg Daily Profit (%) | 0.0601 | 0.1332 | -0.0731 | 0.1697 | 0.1192 | 0.1571 |
| Buy And Hold Return (%) | 812.5472 | 812.5472 | 812.5472 | 812.5472 | 812.5472 | 812.5472 |
| Max Trade Drawdown | -294536 | -57395 | -294536 | -2926788 | -1172191 | -2419800 |
| Profit Factor | 1.2307 | 3.5508 | 0.6495 | 2.0404 | 1.9396 | 2.0842 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 123 | 61 | 62 | 71 | 35 | 36 |
| Losing Trades | 42 | 21 | 21 | 94 | 47 | 47 |
| Profitability (%) | 74.5455 | 74.3902 | 74.6988 | 43.0303 | 42.6829 | 43.3735 |
| Ratio Avg Win / Avg Loss | 0.4202 | 1.2224 | 0.22 | 2.7014 | 2.6046 | 2.721 |
| Largest Winning Trade | 71799 | 71799 | 37428 | 6589741 | 1479751 | 6589741 |
| Largest Losing Trade | -294536 | -50406 | -294536 | -2336918 | -337865 | -2336918 |
| Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
| Avg Bars in Winners | 16 | 18 | 14 | 29 | 31 | 27 |
| Avg Bars in Losers | 64 | 58 | 70 | 28 | 26 | 29 |
| Bars Traded | 4730 | 2352 | 2378 | 4730 | 2352 | 2378 |
| Profit Streak | 0 | 127.4568 | 0 | 0 | 127.4568 | 0 |
| Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -276078 | -174608 | -577352 | 363191 | -40126 | 303000 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1552521600000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758625064547,
"expiration_time": 1765068192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.94775,
"nc": 0.1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 232,
"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": [
[
150411.5738752647,
333150.8616860672,
-182739.2878108025,
6843509.608139554,
1870041.1810759988,
4973468.4270635545
],
[
150.411574,
333.150862,
-182.739288,
6843.509608,
1870.041181,
4973.468427
],
[
0.060141,
0.133207,
-0.073066,
0.169692,
0.119249,
0.157125
],
[
812.547164,
812.547164,
812.547164,
812.547164,
812.547164,
812.547164
],
[
-294536,
-57395,
-294536,
-2926788,
-1172191,
-2419800
],
[
1.230686,
3.55084,
0.649531,
2.040415,
1.939581,
2.084163
],
[
165,
82,
83,
165,
82,
83
],
[
123,
61,
62,
71,
35,
36
],
[
42,
21,
21,
94,
47,
47
],
[
74.545455,
74.390244,
74.698795,
43.030303,
42.682927,
43.373494
],
[
0.420234,
1.22242,
0.220003,
2.701394,
2.60458,
2.72099
],
[
71799,
71799,
37428,
6589741,
1479751,
6589741
],
[
-294536,
-50406,
-294536,
-2336918,
-337865,
-2336918
],
[
28,
28,
28,
28,
28,
28
],
[
16,
18,
14,
29,
31,
27
],
[
64,
58,
70,
28,
26,
29
],
[
4730,
2352,
2378,
4730,
2352,
2378
],
[
0,
127.456766,
0,
0,
127.456766,
0
],
[
0,
7,
0,
0,
7,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-276078,
-174608,
-577352,
363191,
-40126,
303000
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1552521600000,
"last_datapoint_time": 1758585600000,
"evaluation_time": 1758625064547,
"expiration_time": 1765068192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.94775,
"nc": 0.1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 232,
"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) |
|---|