| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 877982.6508 | 769669.3576 | 108313.2932 | 7549719.6108 | 6357607.1586 | 1192112.4522 |
| Total P&L (%) | 877.9827 | 769.6694 | 108.3133 | 7549.7196 | 6357.6072 | 1192.1125 |
| Avg Daily Profit (%) | 0.3508 | 0.3076 | 0.0433 | 0.1735 | 0.1667 | 0.1023 |
| Buy And Hold Return (%) | 809.7271 | 809.7271 | 809.7271 | 809.7271 | 809.7271 | 809.7271 |
| Max Trade Drawdown | -89844 | -54127 | -56124 | -849728 | -849728 | -349419 |
| Profit Factor | 2.8051 | 4.7881 | 1.3825 | 3.2682 | 4.4812 | 1.7936 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 55.914 | 56.5217 | 55.3191 | 55.914 | 56.5217 | 55.3191 |
| Ratio Avg Win / Avg Loss | 2.2117 | 3.6832 | 1.1166 | 2.5769 | 3.4471 | 1.4487 |
| Largest Winning Trade | 346373 | 346373 | 46831 | 3473354 | 3473354 | 520313 |
| Largest Losing Trade | -47354 | -23420 | -47354 | -849728 | -849728 | -301294 |
| Avg Bars in Trades | 50 | 51 | 48 | 50 | 51 | 48 |
| Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
| Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
| Bars Traded | 4660 | 2367 | 2293 | 4660 | 2367 | 2293 |
| Profit Streak | 38.9428 | 0 | 44.4428 | 38.9428 | 0 | 44.4428 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -123310 | -148262 | -298961 | 562312 | 579113 | -71225 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1551830400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759228661953,
"expiration_time": 1765676880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 205,
"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": [
[
877982.6507822999,
769669.3575704503,
108313.2932118498,
7549719.610813402,
6357607.158592418,
1192112.4522209836
],
[
877.982651,
769.669358,
108.313293,
7549.719611,
6357.607159,
1192.112452
],
[
0.350842,
0.30756,
0.043282,
0.173467,
0.166686,
0.102305
],
[
809.727082,
809.727082,
809.727082,
809.727082,
809.727082,
809.727082
],
[
-89844,
-54127,
-56124,
-849728,
-849728,
-349419
],
[
2.805129,
4.788118,
1.382459,
3.268237,
4.481176,
1.793593
],
[
93,
46,
47,
93,
46,
47
],
[
52,
26,
26,
52,
26,
26
],
[
41,
20,
21,
41,
20,
21
],
[
55.913978,
56.521739,
55.319149,
55.913978,
56.521739,
55.319149
],
[
2.211736,
3.683168,
1.116602,
2.576879,
3.447058,
1.448671
],
[
346373,
346373,
46831,
3473354,
3473354,
520313
],
[
-47354,
-23420,
-47354,
-849728,
-849728,
-301294
],
[
50,
51,
48,
50,
51,
48
],
[
59,
60,
58,
59,
60,
58
],
[
38,
39,
36,
38,
39,
36
],
[
4660,
2367,
2293,
4660,
2367,
2293
],
[
38.942847,
0,
44.442847,
38.942847,
0,
44.442847
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-123310,
-148262,
-298961,
562312,
579113,
-71225
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1551830400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759228661953,
"expiration_time": 1765676880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 205,
"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) |
|---|