| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 762105.4867 | 698842.026 | 63263.4608 | 3032391.034 | 4269516.7703 | -1237125.7362 |
| Total P&L (%) | 762.1055 | 698.842 | 63.2635 | 3032.391 | 4269.5168 | -1237.1257 |
| Avg Daily Profit (%) | 0.3048 | 0.2795 | 0.0253 | 0.1378 | 0.1512 | 0 |
| Buy And Hold Return (%) | 894.9641 | 894.9641 | 894.9641 | 894.9641 | 894.9641 | 894.9641 |
| Max Trade Drawdown | -183094 | -91136 | -121032 | -4526950 | -2719528 | -3113392 |
| Profit Factor | 2.9837 | 6.2068 | 1.2531 | 1.3864 | 2.3132 | 0.7308 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.622 | 5.8188 | 1.032 | 1.2184 | 2.1687 | 0.6019 |
| Largest Winning Trade | 307022 | 307022 | 51015 | 2729541 | 2729541 | 1182329 |
| Largest Losing Trade | -73477 | -27736 | -73477 | -1342035 | -1342035 | -1154759 |
| Avg Bars in Trades | 73 | 89 | 58 | 73 | 89 | 58 |
| Avg Bars in Winners | 81 | 95 | 68 | 81 | 95 | 68 |
| Avg Bars in Losers | 65 | 82 | 46 | 65 | 82 | 46 |
| Bars Traded | 4587 | 2770 | 1817 | 4587 | 2770 | 1817 |
| Profit Streak | 59.8712 | 91.8712 | 0 | 59.8712 | 91.8712 | 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 | -308667 | -147804 | -324466 | -168274 | 403772 | -580190 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1550059200000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757408067582,
"expiration_time": 1763857296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 202,
"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": [
[
762105.4867335674,
698842.0259752215,
63263.4607583458,
3032391.0340270353,
4269516.770252958,
-1237125.7362259235
],
[
762.105487,
698.842026,
63.263461,
3032.391034,
4269.51677,
-1237.125736
],
[
0.304781,
0.279481,
0.0253,
0.137843,
0.151173,
0
],
[
894.964123,
894.964123,
894.964123,
894.964123,
894.964123,
894.964123
],
[
-183094,
-91136,
-121032,
-4526950,
-2719528,
-3113392
],
[
2.983701,
6.20677,
1.253089,
1.386425,
2.313248,
0.730836
],
[
62,
31,
31,
62,
31,
31
],
[
33,
16,
17,
33,
16,
17
],
[
29,
15,
14,
29,
15,
14
],
[
53.225806,
51.612903,
54.83871,
53.225806,
51.612903,
54.83871
],
[
2.62204,
5.818846,
1.031955,
1.218374,
2.16867,
0.601865
],
[
307022,
307022,
51015,
2729541,
2729541,
1182329
],
[
-73477,
-27736,
-73477,
-1342035,
-1342035,
-1154759
],
[
73,
89,
58,
73,
89,
58
],
[
81,
95,
68,
81,
95,
68
],
[
65,
82,
46,
65,
82,
46
],
[
4587,
2770,
1817,
4587,
2770,
1817
],
[
59.871152,
91.871152,
0,
59.871153,
91.871153,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-308667,
-147804,
-324466,
-168274,
403772,
-580190
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1550059200000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757408067582,
"expiration_time": 1763857296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 202,
"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) |
|---|