| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 689415.805 | 651781.9487 | 37633.8564 | 2196345.3731 | 5465861.8158 | -3269516.4427 |
| Total P&L (%) | 689.4158 | 651.7819 | 37.6339 | 2196.3454 | 5465.8618 | -3269.5164 |
| Avg Daily Profit (%) | 0.2757 | 0.2606 | 0.015 | 0.1254 | 0.1608 | 0 |
| Buy And Hold Return (%) | 919.473 | 919.473 | 919.473 | 919.473 | 919.473 | 919.473 |
| Max Trade Drawdown | -103309 | -43663 | -144978 | -4378200 | -2105796 | -6781919 |
| Profit Factor | 2.5046 | 4.8623 | 1.13 | 1.1576 | 2.164 | 0.6462 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 45.3333 | 42.1053 | 48.6486 | 45.3333 | 42.1053 | 48.6486 |
| Ratio Avg Win / Avg Loss | 3.0202 | 6.6857 | 1.1928 | 1.3959 | 2.9755 | 0.6821 |
| Largest Winning Trade | 220036 | 220036 | 59081 | 3885419 | 3885419 | 1727506 |
| Largest Losing Trade | -52009 | -22966 | -52009 | -2450615 | -758148 | -2450615 |
| Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
| Avg Bars in Winners | 81 | 79 | 82 | 81 | 79 | 82 |
| Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
| Bars Traded | 4826 | 2409 | 2417 | 4826 | 2409 | 2417 |
| Profit Streak | 72.5277 | 108.5277 | 0 | 72.5277 | 108.5277 | 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 | -214853 | -152023 | -416552 | -139227 | 310349 | -581298 |
{
"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": 1758242390964,
"expiration_time": 1764722592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 49,
"offset": 0,
"a": 0.62563
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 41,
"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": [
[
689415.8050311718,
651781.9486806754,
37633.8563504966,
2196345.373121074,
5465861.815819713,
-3269516.4426986426
],
[
689.415805,
651.781949,
37.633856,
2196.345373,
5465.861816,
-3269.516443
],
[
0.275656,
0.260609,
0.015048,
0.125385,
0.160834,
0
],
[
919.473006,
919.473006,
919.473006,
919.473006,
919.473006,
919.473006
],
[
-103309,
-43663,
-144978,
-4378200,
-2105796,
-6781919
],
[
2.504576,
4.862338,
1.130014,
1.157583,
2.163979,
0.646227
],
[
75,
38,
37,
75,
38,
37
],
[
34,
16,
18,
34,
16,
18
],
[
41,
22,
19,
41,
22,
19
],
[
45.333333,
42.105263,
48.648649,
45.333333,
42.105263,
48.648649
],
[
3.020224,
6.685715,
1.192793,
1.395909,
2.975471,
0.682128
],
[
220036,
220036,
59081,
3885419,
3885419,
1727506
],
[
-52009,
-22966,
-52009,
-2450615,
-758148,
-2450615
],
[
64,
63,
65,
64,
63,
65
],
[
81,
79,
82,
81,
79,
82
],
[
50,
51,
48,
50,
51,
48
],
[
4826,
2409,
2417,
4826,
2409,
2417
],
[
72.527673,
108.527673,
0,
72.527673,
108.527673,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-214853,
-152023,
-416552,
-139227,
310349,
-581298
]
]
}
{
"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": 1758242390964,
"expiration_time": 1764722592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 49,
"offset": 0,
"a": 0.62563
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 41,
"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) |
|---|