| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 917969.9075 | 795755.6737 | 122214.2338 | 11310326.3543 | 20217510.063 | -8907183.7088 |
| Total P&L (%) | 917.9699 | 795.7557 | 122.2142 | 11310.3264 | 20217.5101 | -8907.1837 |
| Avg Daily Profit (%) | 0.3672 | 0.3183 | 0.0489 | 0.1897 | 0.2128 | 0 |
| Buy And Hold Return (%) | 832.8191 | 832.8191 | 832.8191 | 832.8191 | 832.8191 | 832.8191 |
| Max Trade Drawdown | -98061 | -47366 | -99611 | -14466591 | -5283459 | -15725202 |
| Profit Factor | 2.9651 | 4.8781 | 1.4665 | 1.3128 | 2.467 | 0.6019 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Profitability (%) | 51.6854 | 52.2727 | 51.1111 | 51.6854 | 52.2727 | 51.1111 |
| Ratio Avg Win / Avg Loss | 2.7717 | 4.4539 | 1.4028 | 1.2272 | 2.2525 | 0.5758 |
| Largest Winning Trade | 328246 | 328246 | 48788 | 16178241 | 16178241 | 1661110 |
| Largest Losing Trade | -50365 | -32332 | -50365 | -8090737 | -3657166 | -8090737 |
| Avg Bars in Trades | 109 | 113 | 105 | 109 | 113 | 105 |
| Avg Bars in Winners | 134 | 130 | 139 | 134 | 130 | 139 |
| Avg Bars in Losers | 81 | 94 | 69 | 81 | 94 | 69 |
| Bars Traded | 9711 | 4980 | 4731 | 9711 | 4980 | 4731 |
| Profit Streak | 155.3349 | 168.8349 | 155.3349 | 155.3349 | 168.8349 | 155.3349 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -117000 | -147702 | -291126 | 358191 | 510089 | -579603 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542045600000,
"first_datapoint_time": 1547186400000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758052932223,
"expiration_time": 1764525600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 27,
"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": [
[
917969.9075302766,
795755.673749906,
122214.2337803703,
11310326.354282025,
20217510.063034967,
-8907183.708752941
],
[
917.969908,
795.755674,
122.214234,
11310.326354,
20217.510063,
-8907.183709
],
[
0.367188,
0.318302,
0.048886,
0.189664,
0.212789,
0
],
[
832.819147,
832.819147,
832.819147,
832.819147,
832.819147,
832.819147
],
[
-98061,
-47366,
-99611,
-14466591,
-5283459,
-15725202
],
[
2.965055,
4.878095,
1.466547,
1.312805,
2.467011,
0.601937
],
[
89,
44,
45,
89,
44,
45
],
[
46,
23,
23,
46,
23,
23
],
[
43,
21,
22,
43,
21,
22
],
[
51.685393,
52.272727,
51.111111,
51.685393,
52.272727,
51.111111
],
[
2.771682,
4.453912,
1.402784,
1.227187,
2.252488,
0.575766
],
[
328246,
328246,
48788,
16178241,
16178241,
1661110
],
[
-50365,
-32332,
-50365,
-8090737,
-3657166,
-8090737
],
[
109,
113,
105,
109,
113,
105
],
[
134,
130,
139,
134,
130,
139
],
[
81,
94,
69,
81,
94,
69
],
[
9711,
4980,
4731,
9711,
4980,
4731
],
[
155.334864,
168.834864,
155.334864,
155.334864,
168.834864,
155.334864
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117000,
-147702,
-291126,
358191,
510089,
-579603
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542045600000,
"first_datapoint_time": 1547186400000,
"last_datapoint_time": 1758045600000,
"evaluation_time": 1758052932223,
"expiration_time": 1764525600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 27,
"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) |
|---|