| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 757609.7285 | 675014.0698 | 82595.6588 | 1063880.1651 | 7856445.0631 | -6792564.898 |
| Total P&L (%) | 757.6097 | 675.0141 | 82.5957 | 1063.8802 | 7856.4451 | -6792.5649 |
| Avg Daily Profit (%) | 0.303 | 0.27 | 0.033 | 0.0982 | 0.1752 | 0 |
| Buy And Hold Return (%) | 764.8168 | 764.8168 | 764.8168 | 764.8168 | 764.8168 | 764.8168 |
| Max Trade Drawdown | -134919 | -70290 | -94003 | -5995036 | -468383 | -7732518 |
| Profit Factor | 3.2172 | 6.4895 | 1.3776 | 1.1074 | 9.8549 | 0.247 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
| Profitability (%) | 68.8525 | 63.3333 | 74.1935 | 68.8525 | 63.3333 | 74.1935 |
| Ratio Avg Win / Avg Loss | 1.4554 | 3.7571 | 0.4792 | 0.501 | 5.7055 | 0.0859 |
| Largest Winning Trade | 171304 | 171304 | 62467 | 4291462 | 4291462 | 461131 |
| Largest Losing Trade | -86242 | -46732 | -86242 | -5861597 | -233533 | -5861597 |
| Avg Bars in Trades | 77 | 77 | 78 | 77 | 77 | 78 |
| Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
| Avg Bars in Losers | 105 | 100 | 112 | 105 | 100 | 112 |
| Bars Traded | 4747 | 2322 | 2425 | 4747 | 2322 | 2425 |
| Profit Streak | 80.927 | 80.927 | 206.927 | 80.927 | 80.927 | 206.927 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -314010 | -146375 | -311194 | -371851 | 669336 | -576322 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1546257600000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757412893387,
"expiration_time": 1763857296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 114,
"offset": 0,
"a": 0.78941
}
}
}
{
"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": [
[
757609.7285455045,
675014.069784488,
82595.6587610165,
1063880.1650562899,
7856445.063097269,
-6792564.898040983
],
[
757.609729,
675.01407,
82.595659,
1063.880165,
7856.445063,
-6792.564898
],
[
0.302983,
0.269952,
0.033032,
0.098202,
0.175181,
0
],
[
764.816781,
764.816781,
764.816781,
764.816781,
764.816781,
764.816781
],
[
-134919,
-70290,
-94003,
-5995036,
-468383,
-7732518
],
[
3.217168,
6.489504,
1.377603,
1.107373,
9.854909,
0.247026
],
[
61,
30,
31,
61,
30,
31
],
[
42,
19,
23,
42,
19,
23
],
[
19,
11,
8,
19,
11,
8
],
[
68.852459,
63.333333,
74.193548,
68.852459,
63.333333,
74.193548
],
[
1.455386,
3.757081,
0.479166,
0.500955,
5.705473,
0.085922
],
[
171304,
171304,
62467,
4291462,
4291462,
461131
],
[
-86242,
-46732,
-86242,
-5861597,
-233533,
-5861597
],
[
77,
77,
78,
77,
77,
78
],
[
65,
64,
66,
65,
64,
66
],
[
105,
100,
112,
105,
100,
112
],
[
4747,
2322,
2425,
4747,
2322,
2425
],
[
80.927007,
80.927007,
206.927007,
80.927007,
80.927007,
206.927007
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-314010,
-146375,
-311194,
-371851,
669336,
-576322
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1546257600000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757412893387,
"expiration_time": 1763857296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 114,
"offset": 0,
"a": 0.78941
}
}
}
| # | 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) |
|---|