| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 810534.7082 | 717627.3995 | 92907.3087 | 5267379.3088 | 6557602.8378 | -1290223.529 |
| Total P&L (%) | 810.5347 | 717.6274 | 92.9073 | 5267.3793 | 6557.6028 | -1290.2235 |
| Avg Daily Profit (%) | 0.3234 | 0.2864 | 0.0371 | 0.1591 | 0.1677 | 0 |
| Buy And Hold Return (%) | 757.385 | 757.385 | 757.385 | 757.385 | 757.385 | 757.385 |
| Max Trade Drawdown | -133700 | -43158 | -103053 | -4698507 | -1585695 | -5074505 |
| Profit Factor | 3.2714 | 6.6695 | 1.4035 | 1.5265 | 3.064 | 0.811 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 54.9296 | 51.4286 | 58.3333 | 54.9296 | 51.4286 | 58.3333 |
| Ratio Avg Win / Avg Loss | 2.6842 | 6.2989 | 1.0025 | 1.2525 | 2.8938 | 0.5793 |
| Largest Winning Trade | 324914 | 324914 | 53719 | 3706702 | 3706702 | 1606919 |
| Largest Losing Trade | -68712 | -23071 | -68712 | -2404123 | -766268 | -2404123 |
| Avg Bars in Trades | 65 | 78 | 53 | 65 | 78 | 53 |
| Avg Bars in Winners | 79 | 95 | 66 | 79 | 95 | 66 |
| Avg Bars in Losers | 49 | 60 | 36 | 49 | 60 | 36 |
| Bars Traded | 4677 | 2749 | 1928 | 4677 | 2749 | 1928 |
| Profit Streak | 168.2718 | 170.7718 | 168.2718 | 168.2718 | 170.7718 | 168.2718 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -217520 | -146943 | -306003 | -79795 | 545231 | -578345 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 2506,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1550620800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759991484927,
"expiration_time": 1766463552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 166,
"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": [
[
810534.7082258047,
717627.399503554,
92907.3087222512,
5267379.308800875,
6557602.837795324,
-1290223.5289944436
],
[
810.534708,
717.6274,
92.907309,
5267.379309,
6557.602838,
-1290.223529
],
[
0.323438,
0.286364,
0.037074,
0.159062,
0.167672,
0
],
[
757.384988,
757.384988,
757.384988,
757.384988,
757.384988,
757.384988
],
[
-133700,
-43158,
-103053,
-4698507,
-1585695,
-5074505
],
[
3.271418,
6.669454,
1.403483,
1.526518,
3.064041,
0.811015
],
[
71,
35,
36,
71,
35,
36
],
[
39,
18,
21,
39,
18,
21
],
[
32,
17,
15,
32,
17,
15
],
[
54.929577,
51.428571,
58.333333,
54.929577,
51.428571,
58.333333
],
[
2.68424,
6.298929,
1.002488,
1.252527,
2.893817,
0.579296
],
[
324914,
324914,
53719,
3706702,
3706702,
1606919
],
[
-68712,
-23071,
-68712,
-2404123,
-766268,
-2404123
],
[
65,
78,
53,
65,
78,
53
],
[
79,
95,
66,
79,
95,
66
],
[
49,
60,
36,
49,
60,
36
],
[
4677,
2749,
1928,
4677,
2749,
1928
],
[
168.271816,
170.771816,
168.271816,
168.271816,
170.771816,
168.271816
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-217520,
-146943,
-306003,
-79795,
545231,
-578345
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 2506,
"actual_first_datapoint_time": 1543492800000,
"first_datapoint_time": 1550620800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759991484927,
"expiration_time": 1766463552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 166,
"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) |
|---|