| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 831331.7394 | 683399.9247 | 147931.8147 | -982293.8639 | 32807532.0439 | -33789825.9078 |
| Total P&L (%) | 831.3317 | 683.3999 | 147.9318 | -982.2939 | 32807.532 | -33789.8259 |
| Avg Daily Profit (%) | 0.3324 | 0.2733 | 0.0591 | 0 | 0.232 | 0 |
| Buy And Hold Return (%) | 911.4688 | 911.4688 | 911.4688 | 911.4688 | 911.4688 | 911.4688 |
| Max Trade Drawdown | -125708 | -47476 | -107538 | -40469235 | -834487 | -40282771 |
| Profit Factor | 3.5413 | 7.2468 | 1.6794 | 0.9776 | 24.8495 | 0.2028 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Losing Trades | 15 | 6 | 9 | 15 | 6 | 9 |
| Profitability (%) | 76.1905 | 80.6452 | 71.875 | 76.1905 | 80.6452 | 71.875 |
| Ratio Avg Win / Avg Loss | 1.1066 | 1.7392 | 0.6572 | 0.3055 | 5.9639 | 0.0793 |
| Largest Winning Trade | 156454 | 156454 | 41212 | 23270963 | 23270963 | 2507082 |
| Largest Losing Trade | -101524 | -47476 | -101524 | -40190439 | -834487 | -40190439 |
| Avg Bars in Trades | 74 | 78 | 70 | 74 | 78 | 70 |
| Avg Bars in Winners | 75 | 74 | 77 | 69 | 67 | 71 |
| Avg Bars in Losers | 71 | 96 | 55 | 91 | 124 | 68 |
| Bars Traded | 4716 | 2445 | 2271 | 4716 | 2445 | 2271 |
| Profit Streak | 82.1124 | 88.1124 | 82.1124 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -297636 | -144115 | -275953 | -728382 | 747051 | -577974 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1549584000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758120107225,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 175,
"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": [
[
831331.7393554838,
683399.9246738757,
147931.8146816083,
-982293.8639296409,
32807532.04386384,
-33789825.90779349
],
[
831.331739,
683.399925,
147.931815,
-982.293864,
32807.532044,
-33789.825908
],
[
0.3324,
0.273251,
0.059149,
0,
0.232028,
0
],
[
911.468813,
911.468813,
911.468813,
911.468813,
911.468813,
911.468813
],
[
-125708,
-47476,
-107538,
-40469235,
-834487,
-40282771
],
[
3.54125,
7.246806,
1.679412,
0.977553,
24.849505,
0.20278
],
[
63,
31,
32,
63,
31,
32
],
[
48,
25,
23,
48,
25,
23
],
[
15,
6,
9,
15,
6,
9
],
[
76.190476,
80.645161,
71.875,
76.190476,
80.645161,
71.875
],
[
1.106641,
1.739233,
0.657161,
0.305485,
5.963881,
0.079349
],
[
156454,
156454,
41212,
23270963,
23270963,
2507082
],
[
-101524,
-47476,
-101524,
-40190439,
-834487,
-40190439
],
[
74,
78,
70,
74,
78,
70
],
[
75,
74,
77,
69,
67,
71
],
[
71,
96,
55,
91,
124,
68
],
[
4716,
2445,
2271,
4716,
2445,
2271
],
[
82.112352,
88.112352,
82.112352,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-297636,
-144115,
-275953,
-728382,
747051,
-577974
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1549584000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758120107225,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 175,
"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) |
|---|