| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1030482.6898 | 867491.4573 | 162991.2325 | 21934911.8861 | 36505675.587 | -14570763.7009 |
| Total P&L (%) | 1030.4827 | 867.4915 | 162.9912 | 21934.9119 | 36505.6756 | -14570.7637 |
| Avg Daily Profit (%) | 0.4123 | 0.3471 | 0.0652 | 0.2161 | 0.2364 | 0 |
| Buy And Hold Return (%) | 735.4261 | 735.4261 | 735.4261 | 735.4261 | 735.4261 | 735.4261 |
| Max Trade Drawdown | -87948 | -46370 | -80835 | -16170307 | -5911339 | -25535582 |
| Profit Factor | 3.4018 | 5.6536 | 1.6718 | 1.4228 | 3.2893 | 0.5945 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 54.023 | 53.4884 | 54.5455 | 54.023 | 53.4884 | 54.5455 |
| Ratio Avg Win / Avg Loss | 2.8952 | 4.9161 | 1.3932 | 1.2109 | 2.8602 | 0.4954 |
| Largest Winning Trade | 358309 | 358309 | 50536 | 23719252 | 23719252 | 4088419 |
| Largest Losing Trade | -73543 | -21057 | -73543 | -15344166 | -2381819 | -15344166 |
| Avg Bars in Trades | 167 | 178 | 156 | 167 | 178 | 156 |
| Avg Bars in Winners | 218 | 219 | 218 | 218 | 219 | 218 |
| Avg Bars in Losers | 107 | 131 | 83 | 107 | 131 | 83 |
| Bars Traded | 14591 | 7689 | 6902 | 14591 | 7689 | 6902 |
| Profit Streak | 86.2231 | 89.8897 | 86.2231 | 86.2231 | 89.8897 | 86.2231 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -22886 | -91278 | -268375 | 386081 | 565169 | -579572 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1545566400000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758302472457,
"expiration_time": 1764776304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 229,
"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": [
[
1030482.6897563927,
867491.4572733811,
162991.2324830116,
21934911.886129886,
36505675.58700296,
-14570763.700873077
],
[
1030.48269,
867.491457,
162.991232,
21934.911886,
36505.675587,
-14570.763701
],
[
0.412276,
0.347066,
0.06521,
0.216085,
0.236438,
0
],
[
735.426121,
735.426121,
735.426121,
735.426121,
735.426121,
735.426121
],
[
-87948,
-46370,
-80835,
-16170307,
-5911339,
-25535582
],
[
3.401848,
5.653566,
1.671788,
1.422843,
3.289276,
0.594451
],
[
87,
43,
44,
87,
43,
44
],
[
47,
23,
24,
47,
23,
24
],
[
40,
20,
20,
40,
20,
20
],
[
54.022989,
53.488372,
54.545455,
54.022989,
53.488372,
54.545455
],
[
2.89519,
4.916144,
1.393156,
1.21093,
2.86024,
0.495376
],
[
358309,
358309,
50536,
23719252,
23719252,
4088419
],
[
-73543,
-21057,
-73543,
-15344166,
-2381819,
-15344166
],
[
167,
178,
156,
167,
178,
156
],
[
218,
219,
218,
218,
219,
218
],
[
107,
131,
83,
107,
131,
83
],
[
14591,
7689,
6902,
14591,
7689,
6902
],
[
86.223061,
89.889727,
86.223061,
86.223061,
89.889728,
86.223061
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-22886,
-91278,
-268375,
386081,
565169,
-579572
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1545566400000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758302472457,
"expiration_time": 1764776304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 229,
"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) |
|---|