| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 997531.2716 | 858521.3188 | 139009.9528 | 17051964.4757 | 23254965.8931 | -6203001.4174 |
| Total P&L (%) | 997.5313 | 858.5213 | 139.01 | 17051.9645 | 23254.9659 | -6203.0014 |
| Avg Daily Profit (%) | 0.3989 | 0.3433 | 0.0556 | 0.2059 | 0.2183 | 0 |
| Buy And Hold Return (%) | 919.473 | 919.473 | 919.473 | 919.473 | 919.473 | 919.473 |
| Max Trade Drawdown | -95359 | -52297 | -77487 | -11262174 | -3650319 | -11930888 |
| Profit Factor | 3.5747 | 6.618 | 1.5925 | 1.6475 | 3.5774 | 0.6417 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Profitability (%) | 57.1429 | 56.25 | 58.0645 | 57.1429 | 56.25 | 58.0645 |
| Ratio Avg Win / Avg Loss | 2.681 | 5.1473 | 1.1501 | 1.2356 | 2.7824 | 0.4635 |
| Largest Winning Trade | 344286 | 344286 | 56325 | 18029872 | 18029872 | 2346038 |
| Largest Losing Trade | -51474 | -16871 | -51474 | -8880068 | -2337773 | -8880068 |
| Avg Bars in Trades | 76 | 84 | 68 | 76 | 84 | 68 |
| Avg Bars in Winners | 81 | 87 | 75 | 81 | 87 | 75 |
| Avg Bars in Losers | 69 | 80 | 58 | 69 | 80 | 58 |
| Bars Traded | 4820 | 2697 | 2123 | 4820 | 2697 | 2123 |
| Profit Streak | 74.5277 | 157.5277 | 0 | 74.5277 | 157.5277 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -272395 | -146244 | -281597 | -139418 | 600778 | -579772 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542196800000,
"first_datapoint_time": 1544270400000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758242392650,
"expiration_time": 1764722592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 49,
"offset": 0,
"a": 0.78452
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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": [
[
997531.2716335505,
858521.3188357988,
139009.952797752,
17051964.475715358,
23254965.893089388,
-6203001.417374035
],
[
997.531272,
858.521319,
139.009953,
17051.964476,
23254.965893,
-6203.001417
],
[
0.398853,
0.343271,
0.055582,
0.205917,
0.218286,
0
],
[
919.473006,
919.473006,
919.473006,
919.473006,
919.473006,
919.473006
],
[
-95359,
-52297,
-77487,
-11262174,
-3650319,
-11930888
],
[
3.574724,
6.617981,
1.592501,
1.647477,
3.577428,
0.641724
],
[
63,
32,
31,
63,
32,
31
],
[
36,
18,
18,
36,
18,
18
],
[
27,
14,
13,
27,
14,
13
],
[
57.142857,
56.25,
58.064516,
57.142857,
56.25,
58.064516
],
[
2.681043,
5.147318,
1.15014,
1.235608,
2.782444,
0.463467
],
[
344286,
344286,
56325,
18029872,
18029872,
2346038
],
[
-51474,
-16871,
-51474,
-8880068,
-2337773,
-8880068
],
[
76,
84,
68,
76,
84,
68
],
[
81,
87,
75,
81,
87,
75
],
[
69,
80,
58,
69,
80,
58
],
[
4820,
2697,
2123,
4820,
2697,
2123
],
[
74.527693,
157.527693,
0,
74.527693,
157.527693,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-272395,
-146244,
-281597,
-139418,
600778,
-579772
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542196800000,
"first_datapoint_time": 1544270400000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758242392650,
"expiration_time": 1764722592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 49,
"offset": 0,
"a": 0.78452
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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) |
|---|