| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1309757.6031 | 1012322.7748 | 297434.8283 | 409628606.2866 | 372417325.9242 | 37211280.3624 |
| Total P&L (%) | 1309.7576 | 1012.3228 | 297.4348 | 409628.6063 | 372417.3259 | 37211.2804 |
| Avg Daily Profit (%) | 0.5237 | 0.4048 | 0.1189 | 0.3331 | 0.3293 | 0.2371 |
| Buy And Hold Return (%) | 758.2641 | 758.2641 | 758.2641 | 758.2641 | 758.2641 | 758.2641 |
| Max Trade Drawdown | -41665 | -50870 | -37093 | -105836438 | -13239199 | -96992273 |
| Profit Factor | 5.8889 | 7.7646 | 3.5152 | 3.9183 | 11.6671 | 1.3529 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
| Profitability (%) | 68 | 62.1622 | 73.6842 | 68 | 62.1622 | 73.6842 |
| Ratio Avg Win / Avg Loss | 2.7713 | 4.7263 | 1.2554 | 1.8439 | 7.1017 | 0.4832 |
| Largest Winning Trade | 398861 | 398861 | 45075 | 233949224 | 233949224 | 45930330 |
| Largest Losing Trade | -36909 | -36909 | -31645 | -92597238 | -13239199 | -92597238 |
| Avg Bars in Trades | 64 | 70 | 58 | 64 | 70 | 58 |
| Avg Bars in Winners | 66 | 70 | 63 | 66 | 70 | 63 |
| Avg Bars in Losers | 60 | 71 | 45 | 60 | 71 | 45 |
| Bars Traded | 4847 | 2625 | 2222 | 4847 | 2625 | 2222 |
| Profit Streak | 231.5603 | 231.5603 | 243.5603 | 231.5603 | 231.5603 | 243.5603 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -46718 | -40667 | -189984 | -41085 | 728154 | 415138 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1546646400000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758115607061,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 107,
"offset": 0,
"std": 1.7338
}
}
}
{
"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": [
[
1309757.6031092892,
1012322.7748006331,
297434.8283086565,
409628606.28656375,
372417325.9242091,
37211280.36235466
],
[
1309.757603,
1012.322775,
297.434828,
409628.606287,
372417.325924,
37211.280362
],
[
0.523694,
0.404767,
0.118926,
0.333144,
0.329324,
0.237061
],
[
758.264147,
758.264147,
758.264147,
758.264147,
758.264147,
758.264147
],
[
-41665,
-50870,
-37093,
-105836438,
-13239199,
-96992273
],
[
5.888927,
7.764615,
3.515238,
3.918273,
11.667086,
1.352867
],
[
75,
37,
38,
75,
37,
38
],
[
51,
23,
28,
51,
23,
28
],
[
24,
14,
10,
24,
14,
10
],
[
68,
62.162162,
73.684211,
68,
62.162162,
73.684211
],
[
2.77126,
4.726287,
1.255442,
1.843893,
7.101704,
0.483167
],
[
398861,
398861,
45075,
233949224,
233949224,
45930330
],
[
-36909,
-36909,
-31645,
-92597238,
-13239199,
-92597238
],
[
64,
70,
58,
64,
70,
58
],
[
66,
70,
63,
66,
70,
63
],
[
60,
71,
45,
60,
71,
45
],
[
4847,
2625,
2222,
4847,
2625,
2222
],
[
231.560267,
231.560267,
243.560267,
231.560267,
231.560267,
243.560267
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-46718,
-40667,
-189984,
-41085,
728154,
415138
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1546646400000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758115607061,
"expiration_time": 1764592992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 107,
"offset": 0,
"std": 1.7338
}
}
}
| # | 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) |
|---|