| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 952469.5009 | 819010.5188 | 133458.9821 | 12720600.6355 | 22490099.9388 | -9769499.3033 |
| Total P&L (%) | 952.4695 | 819.0105 | 133.459 | 12720.6006 | 22490.0999 | -9769.4993 |
| Avg Daily Profit (%) | 0.3809 | 0.3275 | 0.0534 | 0.1943 | 0.217 | 0 |
| Buy And Hold Return (%) | 818.2192 | 818.2192 | 818.2192 | 818.2192 | 818.2192 | 818.2192 |
| Max Trade Drawdown | -147153 | -72643 | -140750 | -25774169 | -14062267 | -25199240 |
| Profit Factor | 2.7156 | 3.7092 | 1.5278 | 1.2093 | 1.7714 | 0.6912 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
| Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Profitability (%) | 53.6 | 51.6129 | 55.5556 | 53.6 | 51.6129 | 55.5556 |
| Ratio Avg Win / Avg Loss | 2.3508 | 3.4774 | 1.2222 | 1.0468 | 1.6607 | 0.5529 |
| Largest Winning Trade | 319817 | 319817 | 44628 | 18620229 | 18620229 | 4039412 |
| Largest Losing Trade | -45247 | -23447 | -45247 | -11059443 | -7394293 | -11059443 |
| Avg Bars in Trades | 38 | 46 | 31 | 38 | 46 | 31 |
| Avg Bars in Winners | 46 | 55 | 38 | 46 | 55 | 38 |
| Avg Bars in Losers | 30 | 37 | 22 | 30 | 37 | 22 |
| Bars Traded | 4849 | 2887 | 1962 | 4849 | 2887 | 1962 |
| Profit Streak | 137.2469 | 168.7469 | 137.2469 | 137.2469 | 168.7469 | 137.2469 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97785 | -302117 | -430944 | 349190 | -141074 | -725777 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547380800000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758563731886,
"expiration_time": 1765023696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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": [
[
952469.5008822649,
819010.5188267808,
133458.9820554834,
12720600.635534406,
22490099.938831605,
-9769499.303297203
],
[
952.469501,
819.010519,
133.458982,
12720.600636,
22490.099939,
-9769.499303
],
[
0.380912,
0.327539,
0.053373,
0.194295,
0.216996,
0
],
[
818.219196,
818.219196,
818.219196,
818.219196,
818.219196,
818.219196
],
[
-147153,
-72643,
-140750,
-25774169,
-14062267,
-25199240
],
[
2.715581,
3.709204,
1.527754,
1.209261,
1.771388,
0.691159
],
[
125,
62,
63,
125,
62,
63
],
[
67,
32,
35,
67,
32,
35
],
[
58,
30,
28,
58,
30,
28
],
[
53.6,
51.612903,
55.555556,
53.6,
51.612903,
55.555556
],
[
2.350801,
3.477379,
1.222203,
1.046823,
1.660676,
0.552927
],
[
319817,
319817,
44628,
18620229,
18620229,
4039412
],
[
-45247,
-23447,
-45247,
-11059443,
-7394293,
-11059443
],
[
38,
46,
31,
38,
46,
31
],
[
46,
55,
38,
46,
55,
38
],
[
30,
37,
22,
30,
37,
22
],
[
4849,
2887,
1962,
4849,
2887,
1962
],
[
137.246897,
168.746897,
137.246897,
137.246897,
168.746897,
137.246897
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97785,
-302117,
-430944,
349190,
-141074,
-725777
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1547380800000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758563731886,
"expiration_time": 1765023696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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) |
|---|