| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1049018.6802 | 867130.7645 | 181887.9157 | 41093392.3387 | 62361342.2447 | -21267949.906 |
| Total P&L (%) | 1049.0187 | 867.1308 | 181.8879 | 41093.3923 | 62361.3422 | -21267.9499 |
| Avg Daily Profit (%) | 0.4196 | 0.3469 | 0.0728 | 0.2411 | 0.2578 | 0 |
| Buy And Hold Return (%) | 926.8948 | 926.8948 | 926.8948 | 926.8948 | 926.8948 | 926.8948 |
| Max Trade Drawdown | -71928 | -42469 | -56625 | -38191631 | -15654627 | -31632252 |
| Profit Factor | 3.7875 | 5.9314 | 1.9072 | 1.5278 | 3.2096 | 0.5715 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 53.5714 | 54.7619 | 52.381 | 53.5714 | 54.7619 | 52.381 |
| Ratio Avg Win / Avg Loss | 3.2825 | 4.8999 | 1.7338 | 1.3241 | 2.6514 | 0.5196 |
| Largest Winning Trade | 352769 | 352769 | 49637 | 51938780 | 51938780 | 6899273 |
| Largest Losing Trade | -56625 | -20886 | -56625 | -23137563 | -8271170 | -23137563 |
| Avg Bars in Trades | 113 | 125 | 102 | 113 | 125 | 102 |
| Avg Bars in Winners | 142 | 143 | 142 | 142 | 143 | 142 |
| Avg Bars in Losers | 79 | 103 | 57 | 79 | 103 | 57 |
| Bars Traded | 9541 | 5250 | 4291 | 9541 | 5250 | 4291 |
| Profit Streak | 77.3897 | 79.8897 | 0 | 77.3897 | 79.8897 | 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 | -106721 | -146788 | -257604 | 399971 | 571853 | -580426 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1544810400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757474471680,
"expiration_time": 1763942400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 156,
"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": [
[
1049018.6801763624,
867130.7644716298,
181887.9157047329,
41093392.338742614,
62361342.24472591,
-21267949.905983288
],
[
1049.01868,
867.130764,
181.887916,
41093.392339,
62361.342245,
-21267.949906
],
[
0.419607,
0.346852,
0.072755,
0.241125,
0.257817,
0
],
[
926.894781,
926.894781,
926.894781,
926.894781,
926.894781,
926.894781
],
[
-71928,
-42469,
-56625,
-38191631,
-15654627,
-31632252
],
[
3.787483,
5.931436,
1.907197,
1.527773,
3.20957,
0.571545
],
[
84,
42,
42,
84,
42,
42
],
[
45,
23,
22,
45,
23,
22
],
[
39,
19,
20,
39,
19,
20
],
[
53.571429,
54.761905,
52.380952,
53.571429,
54.761905,
52.380952
],
[
3.282485,
4.899882,
1.733815,
1.32407,
2.651384,
0.519586
],
[
352769,
352769,
49637,
51938780,
51938780,
6899273
],
[
-56625,
-20886,
-56625,
-23137563,
-8271170,
-23137563
],
[
113,
125,
102,
113,
125,
102
],
[
142,
143,
142,
142,
143,
142
],
[
79,
103,
57,
79,
103,
57
],
[
9541,
5250,
4291,
9541,
5250,
4291
],
[
77.389718,
79.889718,
0,
77.389718,
79.889719,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106721,
-146788,
-257604,
399971,
571853,
-580426
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1544810400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757474471680,
"expiration_time": 1763942400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 156,
"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) |
|---|