| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 774265.5588 | 656795.4619 | 117470.0969 | 2815503.0231 | 9290880.9403 | -6475377.9173 |
| Total P&L (%) | 774.2656 | 656.7955 | 117.4701 | 2815.503 | 9290.8809 | -6475.3779 |
| Avg Daily Profit (%) | 0.3096 | 0.2627 | 0.047 | 0.135 | 0.1818 | 0 |
| Buy And Hold Return (%) | 751.626 | 751.626 | 751.626 | 751.626 | 751.626 | 751.626 |
| Max Trade Drawdown | -88392 | -66203 | -84351 | -6801197 | -447591 | -7669896 |
| Profit Factor | 3.116 | 7.3411 | 1.4478 | 1.2756 | 17.1476 | 0.3283 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
| Profitability (%) | 68.254 | 70.9677 | 65.625 | 68.254 | 70.9677 | 65.625 |
| Ratio Avg Win / Avg Loss | 1.4493 | 3.0032 | 0.7584 | 0.5933 | 7.0149 | 0.172 |
| Largest Winning Trade | 156545 | 156545 | 47186 | 4920033 | 4920033 | 504485 |
| Largest Losing Trade | -84351 | -44563 | -84351 | -6801197 | -294272 | -6801197 |
| Avg Bars in Trades | 74 | 77 | 72 | 74 | 77 | 72 |
| Avg Bars in Winners | 76 | 75 | 78 | 76 | 75 | 78 |
| Avg Bars in Losers | 71 | 83 | 61 | 71 | 83 | 61 |
| Bars Traded | 4717 | 2399 | 2318 | 4717 | 2399 | 2318 |
| Profit Streak | 85.6371 | 89.6371 | 85.6371 | 85.6371 | 89.6371 | 85.6371 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -290261 | -145439 | -294073 | -164283 | 707304 | -578226 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1550966400000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758554243257,
"expiration_time": 1765023696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 196,
"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": [
[
774265.5587587369,
656795.4618748702,
117470.0968838666,
2815503.0230670855,
9290880.940347072,
-6475377.917279986
],
[
774.265559,
656.795462,
117.470097,
2815.503023,
9290.88094,
-6475.377917
],
[
0.309644,
0.262666,
0.046979,
0.134969,
0.181822,
0
],
[
751.625956,
751.625956,
751.625956,
751.625956,
751.625956,
751.625956
],
[
-88392,
-66203,
-84351,
-6801197,
-447591,
-7669896
],
[
3.116019,
7.341104,
1.447796,
1.275597,
17.147646,
0.328324
],
[
63,
31,
32,
63,
31,
32
],
[
43,
22,
21,
43,
22,
21
],
[
20,
9,
11,
20,
9,
11
],
[
68.253968,
70.967742,
65.625,
68.253968,
70.967742,
65.625
],
[
1.449311,
3.003179,
0.758369,
0.593301,
7.014946,
0.171979
],
[
156545,
156545,
47186,
4920033,
4920033,
504485
],
[
-84351,
-44563,
-84351,
-6801197,
-294272,
-6801197
],
[
74,
77,
72,
74,
77,
72
],
[
76,
75,
78,
76,
75,
78
],
[
71,
83,
61,
71,
83,
61
],
[
4717,
2399,
2318,
4717,
2399,
2318
],
[
85.637075,
89.637075,
85.637075,
85.637075,
89.637075,
85.637075
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-290261,
-145439,
-294073,
-164283,
707304,
-578226
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1550966400000,
"last_datapoint_time": 1758542400000,
"evaluation_time": 1758554243257,
"expiration_time": 1765023696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 196,
"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) |
|---|