| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1131520.5122 | 916086.842 | 215433.6701 | 81586858.0692 | 83478628.5909 | -1891770.5217 |
| Total P&L (%) | 1131.5205 | 916.0868 | 215.4337 | 81586.8581 | 83478.6286 | -1891.7705 |
| Avg Daily Profit (%) | 0.4525 | 0.3664 | 0.0862 | 0.2685 | 0.2694 | 0 |
| Buy And Hold Return (%) | 904.457 | 904.457 | 904.457 | 904.457 | 904.457 | 904.457 |
| Max Trade Drawdown | -77714 | -68871 | -79751 | -13904387 | -5607628 | -8296759 |
| Profit Factor | 4.4952 | 6.879 | 2.283 | 3.9142 | 8.9494 | 0.8919 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 62.1622 | 59.4595 | 64.8649 | 62.1622 | 59.4595 | 64.8649 |
| Ratio Avg Win / Avg Loss | 2.7362 | 4.6902 | 1.2366 | 2.3826 | 6.1019 | 0.4831 |
| Largest Winning Trade | 338876 | 338876 | 61342 | 59394352 | 59394352 | 3560112 |
| Largest Losing Trade | -58426 | -39231 | -58426 | -6213892 | -4703637 | -6213892 |
| Avg Bars in Trades | 62 | 73 | 50 | 62 | 73 | 50 |
| Avg Bars in Winners | 71 | 88 | 56 | 71 | 88 | 56 |
| Avg Bars in Losers | 45 | 53 | 37 | 45 | 53 | 37 |
| Bars Traded | 4588 | 2735 | 1853 | 4588 | 2735 | 1853 |
| Profit Streak | 67.2311 | 69.7311 | 0 | 67.2311 | 69.7311 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -136417 | -141999 | -238541 | -50742 | 682181 | -578845 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1549972800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757914367023,
"expiration_time": 1764375696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 188,
"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": [
[
1131520.5121913333,
916086.8420494166,
215433.6701419164,
81586858.06923038,
83478628.59092194,
-1891770.521691565
],
[
1131.520512,
916.086842,
215.43367,
81586.858069,
83478.628591,
-1891.770522
],
[
0.452518,
0.366361,
0.086156,
0.268525,
0.269443,
0
],
[
904.456971,
904.456971,
904.456971,
904.456971,
904.456971,
904.456971
],
[
-77714,
-68871,
-79751,
-13904387,
-5607628,
-8296759
],
[
4.495195,
6.878956,
2.283021,
3.914228,
8.949401,
0.891867
],
[
74,
37,
37,
74,
37,
37
],
[
46,
22,
24,
46,
22,
24
],
[
28,
15,
13,
28,
15,
13
],
[
62.162162,
59.459459,
64.864865,
62.162162,
59.459459,
64.864865
],
[
2.736205,
4.690197,
1.236636,
2.382573,
6.101864,
0.483094
],
[
338876,
338876,
61342,
59394352,
59394352,
3560112
],
[
-58426,
-39231,
-58426,
-6213892,
-4703637,
-6213892
],
[
62,
73,
50,
62,
73,
50
],
[
71,
88,
56,
71,
88,
56
],
[
45,
53,
37,
45,
53,
37
],
[
4588,
2735,
1853,
4588,
2735,
1853
],
[
67.2311,
69.7311,
0,
67.2311,
69.7311,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-136417,
-141999,
-238541,
-50742,
682181,
-578845
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1549972800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757914367023,
"expiration_time": 1764375696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 188,
"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) |
|---|