| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 980446.071 | 823051.9559 | 157394.1152 | 25384775.5953 | 51150295.3119 | -25765519.7166 |
| Total P&L (%) | 980.4461 | 823.052 | 157.3941 | 25384.7756 | 51150.2953 | -25765.5197 |
| Avg Daily Profit (%) | 0.3921 | 0.3292 | 0.0629 | 0.2218 | 0.2498 | 0 |
| Buy And Hold Return (%) | 852.9325 | 852.9325 | 852.9325 | 852.9325 | 852.9325 | 852.9325 |
| Max Trade Drawdown | -102896 | -42153 | -83987 | -42952428 | -10567659 | -37230080 |
| Profit Factor | 3.5227 | 5.1615 | 1.8246 | 1.3881 | 3.4924 | 0.426 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 53.5354 | 48.9796 | 58 | 53.5354 | 48.9796 | 58 |
| Ratio Avg Win / Avg Loss | 3.0574 | 5.3766 | 1.3213 | 1.2048 | 3.6379 | 0.3085 |
| Largest Winning Trade | 311473 | 311473 | 48740 | 44743960 | 44743960 | 3556906 |
| Largest Losing Trade | -51914 | -26018 | -51914 | -30686288 | -7395362 | -30686288 |
| Avg Bars in Trades | 49 | 58 | 39 | 49 | 58 | 39 |
| Avg Bars in Winners | 62 | 79 | 48 | 62 | 79 | 48 |
| Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
| Bars Traded | 4855 | 2868 | 1987 | 4855 | 2868 | 1987 |
| Profit Streak | 86.1209 | 88.6209 | 86.1209 | 86.1209 | 88.6209 | 86.1209 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -101192 | -148464 | -450766 | 379057 | 554467 | -759238 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1547121600000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758164045519,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 116,
"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": [
[
980446.071032905,
823051.955861995,
157394.1151709103,
25384775.595346324,
51150295.31190386,
-25765519.71655755
],
[
980.446071,
823.051956,
157.394115,
25384.775595,
51150.295312,
-25765.519717
],
[
0.3921,
0.329155,
0.062945,
0.221828,
0.249834,
0
],
[
852.932479,
852.932479,
852.932479,
852.932479,
852.932479,
852.932479
],
[
-102896,
-42153,
-83987,
-42952428,
-10567659,
-37230080
],
[
3.522694,
5.161519,
1.824599,
1.388103,
3.492406,
0.425965
],
[
99,
49,
50,
99,
49,
50
],
[
53,
24,
29,
53,
24,
29
],
[
46,
25,
21,
46,
25,
21
],
[
53.535354,
48.979592,
58,
53.535354,
48.979592,
58
],
[
3.057433,
5.376582,
1.321261,
1.204768,
3.637923,
0.308457
],
[
311473,
311473,
48740,
44743960,
44743960,
3556906
],
[
-51914,
-26018,
-51914,
-30686288,
-7395362,
-30686288
],
[
49,
58,
39,
49,
58,
39
],
[
62,
79,
48,
62,
79,
48
],
[
33,
38,
27,
33,
38,
27
],
[
4855,
2868,
1987,
4855,
2868,
1987
],
[
86.120897,
88.620897,
86.120897,
86.120897,
88.620897,
86.120897
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101192,
-148464,
-450766,
379057,
554467,
-759238
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1547121600000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758164045519,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 116,
"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) |
|---|