| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 739479.2824 | 611979.379 | 127499.9034 | 9074871.3184 | 9353040.0174 | -278168.699 |
| Total P&L (%) | 739.4793 | 611.9794 | 127.4999 | 9074.8713 | 9353.04 | -278.1687 |
| Avg Daily Profit (%) | 0.2957 | 0.2447 | 0.051 | 0.1809 | 0.1821 | 0 |
| Buy And Hold Return (%) | 800.0895 | 800.0895 | 800.0895 | 800.0895 | 800.0895 | 800.0895 |
| Max Trade Drawdown | -77187 | -73103 | -54835 | -3090061 | -1120372 | -3460021 |
| Profit Factor | 2.7032 | 3.8211 | 1.5869 | 2.2768 | 4.8918 | 0.9409 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 58.427 | 61.3636 | 55.5556 | 58.427 | 61.3636 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.9234 | 2.4059 | 1.2695 | 1.62 | 3.08 | 0.7527 |
| Largest Winning Trade | 173777 | 173777 | 49640 | 4507501 | 4507501 | 1486025 |
| Largest Losing Trade | -49668 | -49668 | -29685 | -2108058 | -747743 | -2108058 |
| Avg Bars in Trades | 51 | 61 | 41 | 51 | 61 | 41 |
| Avg Bars in Winners | 60 | 54 | 67 | 60 | 54 | 67 |
| Avg Bars in Losers | 38 | 72 | 9 | 38 | 72 | 9 |
| Bars Traded | 4577 | 2713 | 1864 | 4577 | 2713 | 1864 |
| Profit Streak | 148.4164 | 148.4164 | 298.4164 | 148.4164 | 148.4164 | 298.4164 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149082 | -148322 | -286626 | 536057 | 637390 | -578644 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1547683200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758837579964,
"expiration_time": 1765196496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 116,
"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": [
[
739479.2823970475,
611979.3790391576,
127499.90335789,
9074871.318393929,
9353040.01743964,
-278168.6990457103
],
[
739.479282,
611.979379,
127.499903,
9074.871318,
9353.040017,
-278.168699
],
[
0.295733,
0.244743,
0.05099,
0.180889,
0.182086,
0
],
[
800.089537,
800.089537,
800.089537,
800.089537,
800.089537,
800.089537
],
[
-77187,
-73103,
-54835,
-3090061,
-1120372,
-3460021
],
[
2.703168,
3.821056,
1.586892,
2.276812,
4.891822,
0.940868
],
[
89,
44,
45,
89,
44,
45
],
[
52,
27,
25,
52,
27,
25
],
[
37,
17,
20,
37,
17,
20
],
[
58.426966,
61.363636,
55.555556,
58.426966,
61.363636,
55.555556
],
[
1.923408,
2.40585,
1.269514,
1.620039,
3.080036,
0.752694
],
[
173777,
173777,
49640,
4507501,
4507501,
1486025
],
[
-49668,
-49668,
-29685,
-2108058,
-747743,
-2108058
],
[
51,
61,
41,
51,
61,
41
],
[
60,
54,
67,
60,
54,
67
],
[
38,
72,
9,
38,
72,
9
],
[
4577,
2713,
1864,
4577,
2713,
1864
],
[
148.416435,
148.416435,
298.416435,
148.416435,
148.416435,
298.416435
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149082,
-148322,
-286626,
536057,
637390,
-578644
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1547683200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758837579964,
"expiration_time": 1765196496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 116,
"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) |
|---|