| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1021833.9064 | 895078.7131 | 126755.1933 | 8274555.9067 | 11144301.993 | -2869746.0863 |
| Total P&L (%) | 1021.8339 | 895.0787 | 126.7552 | 8274.5559 | 11144.302 | -2869.7461 |
| Avg Daily Profit (%) | 0.4088 | 0.3581 | 0.0507 | 0.1773 | 0.1891 | 0 |
| Buy And Hold Return (%) | 607.8164 | 607.8164 | 607.8164 | 607.8164 | 607.8164 | 607.8164 |
| Max Trade Drawdown | -118305 | -76173 | -91753 | -7931409 | -3666854 | -7178721 |
| Profit Factor | 2.4786 | 3.8071 | 1.3405 | 1.3414 | 2.1083 | 0.7977 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
| Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
| Profitability (%) | 49.6933 | 48.1481 | 51.2195 | 49.6933 | 48.1481 | 51.2195 |
| Ratio Avg Win / Avg Loss | 2.5092 | 4.1 | 1.2767 | 1.3579 | 2.2705 | 0.7597 |
| Largest Winning Trade | 328755 | 328755 | 51829 | 3840937 | 3840937 | 1230574 |
| Largest Losing Trade | -76628 | -23369 | -76628 | -6381849 | -1526174 | -6381849 |
| Avg Bars in Trades | 89 | 93 | 85 | 89 | 93 | 85 |
| Avg Bars in Winners | 118 | 122 | 114 | 118 | 122 | 114 |
| Avg Bars in Losers | 61 | 67 | 55 | 61 | 67 | 55 |
| Bars Traded | 14638 | 7613 | 7025 | 14638 | 7613 | 7025 |
| Profit Streak | 0 | 85.73 | 0 | 0 | 85.73 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 225590 | -13747 | -294936 | 320942 | 23015 | -585078 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1545624000000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758303069682,
"expiration_time": 1764776304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 233,
"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": [
[
1021833.9064175719,
895078.7131179076,
126755.193299664,
8274555.906662887,
11144301.992961114,
-2869746.0862982282
],
[
1021.833906,
895.078713,
126.755193,
8274.555907,
11144.301993,
-2869.746086
],
[
0.408815,
0.358103,
0.050712,
0.177304,
0.189114,
0
],
[
607.816406,
607.816406,
607.816406,
607.816406,
607.816406,
607.816406
],
[
-118305,
-76173,
-91753,
-7931409,
-3666854,
-7178721
],
[
2.478563,
3.807118,
1.340521,
1.341363,
2.108278,
0.79768
],
[
163,
81,
82,
163,
81,
82
],
[
81,
39,
42,
81,
39,
42
],
[
82,
42,
40,
82,
42,
40
],
[
49.693252,
48.148148,
51.219512,
49.693252,
48.148148,
51.219512
],
[
2.509162,
4.099973,
1.276687,
1.357924,
2.270453,
0.759695
],
[
328755,
328755,
51829,
3840937,
3840937,
1230574
],
[
-76628,
-23369,
-76628,
-6381849,
-1526174,
-6381849
],
[
89,
93,
85,
89,
93,
85
],
[
118,
122,
114,
118,
122,
114
],
[
61,
67,
55,
61,
67,
55
],
[
14638,
7613,
7025,
14638,
7613,
7025
],
[
0,
85.729973,
0,
0,
85.729973,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
225590,
-13747,
-294936,
320942,
23015,
-585078
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1545624000000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758303069682,
"expiration_time": 1764776304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 233,
"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) |
|---|