| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1012007.6459 | 883342.3434 | 128665.3024 | 12524334.1895 | 11316093.2815 | 1208240.908 |
| Total P&L (%) | 1012.0076 | 883.3423 | 128.6653 | 12524.3342 | 11316.0933 | 1208.2409 |
| Avg Daily Profit (%) | 0.4049 | 0.3535 | 0.0515 | 0.1938 | 0.1897 | 0.1029 |
| Buy And Hold Return (%) | 747.8077 | 747.8077 | 747.8077 | 747.8077 | 747.8077 | 747.8077 |
| Max Trade Drawdown | -95114 | -91524 | -37827 | -7677973 | -4565730 | -3130331 |
| Profit Factor | 2.5172 | 3.0124 | 1.5642 | 1.6474 | 1.9165 | 1.1727 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
| Profitability (%) | 46.8966 | 43.0556 | 50.6849 | 46.8966 | 43.0556 | 50.6849 |
| Ratio Avg Win / Avg Loss | 2.8504 | 3.9841 | 1.5219 | 1.8655 | 2.5348 | 1.141 |
| Largest Winning Trade | 322140 | 322140 | 47891 | 7979611 | 7979611 | 2431588 |
| Largest Losing Trade | -35310 | -35310 | -29744 | -3855286 | -3855286 | -1262900 |
| Avg Bars in Trades | 100 | 132 | 68 | 100 | 132 | 68 |
| Avg Bars in Winners | 134 | 192 | 84 | 134 | 192 | 84 |
| Avg Bars in Losers | 70 | 87 | 50 | 70 | 87 | 50 |
| Bars Traded | 14540 | 9563 | 4978 | 14540 | 9563 | 4978 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -42097 | -176446 | -359000 | 370125 | -70569 | -167066 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1545235200000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757819672271,
"expiration_time": 1764285840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 238,
"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": [
[
1012007.6458830654,
883342.343448694,
128665.3024343721,
12524334.189500084,
11316093.281505417,
1208240.9079946629
],
[
1012.007646,
883.342343,
128.665302,
12524.33419,
11316.093282,
1208.240908
],
[
0.404937,
0.353454,
0.051483,
0.19378,
0.189747,
0.102938
],
[
747.807723,
747.807723,
747.807723,
747.807723,
747.807723,
747.807723
],
[
-95114,
-91524,
-37827,
-7677973,
-4565730,
-3130331
],
[
2.5172,
3.012358,
1.564163,
1.647437,
1.916549,
1.172654
],
[
145,
72,
73,
145,
72,
73
],
[
68,
31,
37,
68,
31,
37
],
[
77,
41,
36,
77,
41,
36
],
[
46.896552,
43.055556,
50.684932,
46.896552,
43.055556,
50.684932
],
[
2.850359,
3.984086,
1.521888,
1.86548,
2.53479,
1.14096
],
[
322140,
322140,
47891,
7979611,
7979611,
2431588
],
[
-35310,
-35310,
-29744,
-3855286,
-3855286,
-1262900
],
[
100,
132,
68,
100,
132,
68
],
[
134,
192,
84,
134,
192,
84
],
[
70,
87,
50,
70,
87,
50
],
[
14540,
9563,
4978,
14540,
9563,
4978
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-42097,
-176446,
-359000,
370125,
-70569,
-167066
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1545235200000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757819672271,
"expiration_time": 1764285840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 238,
"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) |
|---|