| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 890392.9596 | 786507.1766 | 103885.783 | 9243387.2421 | 14553184.9347 | -5309797.6926 |
| Total P&L (%) | 890.393 | 786.5072 | 103.8858 | 9243.3872 | 14553.1849 | -5309.7977 |
| Avg Daily Profit (%) | 0.3562 | 0.3146 | 0.0416 | 0.1817 | 0.1997 | 0 |
| Buy And Hold Return (%) | 773.3215 | 773.3215 | 773.3215 | 773.3215 | 773.3215 | 773.3215 |
| Max Trade Drawdown | -63157 | -61083 | -84441 | -7463178 | -3020231 | -9399936 |
| Profit Factor | 3.018 | 5.2275 | 1.4071 | 1.4065 | 2.7837 | 0.6358 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 54.878 | 53.6585 | 56.0976 | 54.878 | 53.6585 | 56.0976 |
| Ratio Avg Win / Avg Loss | 2.4815 | 4.5146 | 1.1012 | 1.1565 | 2.4041 | 0.4976 |
| Largest Winning Trade | 270830 | 270830 | 59878 | 10511978 | 10511978 | 1516323 |
| Largest Losing Trade | -44513 | -16685 | -44513 | -5611365 | -1465326 | -5611365 |
| Avg Bars in Trades | 111 | 111 | 112 | 111 | 111 | 112 |
| Avg Bars in Winners | 137 | 138 | 136 | 137 | 138 | 136 |
| Avg Bars in Losers | 81 | 79 | 82 | 81 | 79 | 82 |
| Bars Traded | 9176 | 4556 | 4620 | 9176 | 4556 | 4620 |
| Profit Streak | 70.7278 | 161.4778 | 0 | 70.7278 | 161.4778 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -111129 | -142018 | -301614 | 37033 | 533643 | -579951 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1546560000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757827679262,
"expiration_time": 1764288000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 180,
"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": [
[
890392.9595687842,
786507.1765546087,
103885.7830141756,
9243387.242059825,
14553184.934671987,
-5309797.692612162
],
[
890.39296,
786.507177,
103.885783,
9243.387242,
14553.184935,
-5309.797693
],
[
0.356157,
0.314603,
0.041554,
0.181655,
0.199689,
0
],
[
773.32151,
773.32151,
773.32151,
773.32151,
773.32151,
773.32151
],
[
-63157,
-61083,
-84441,
-7463178,
-3020231,
-9399936
],
[
3.018012,
5.227454,
1.407115,
1.406531,
2.783733,
0.635775
],
[
82,
41,
41,
82,
41,
41
],
[
45,
22,
23,
45,
22,
23
],
[
37,
19,
18,
37,
19,
18
],
[
54.878049,
53.658537,
56.097561,
54.878049,
53.658537,
56.097561
],
[
2.481476,
4.514619,
1.101221,
1.156481,
2.404133,
0.497563
],
[
270830,
270830,
59878,
10511978,
10511978,
1516323
],
[
-44513,
-16685,
-44513,
-5611365,
-1465326,
-5611365
],
[
111,
111,
112,
111,
111,
112
],
[
137,
138,
136,
137,
138,
136
],
[
81,
79,
82,
81,
79,
82
],
[
9176,
4556,
4620,
9176,
4556,
4620
],
[
70.727769,
161.477769,
0,
70.727769,
161.477769,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-111129,
-142018,
-301614,
37033,
533643,
-579951
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1546560000000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757827679262,
"expiration_time": 1764288000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 180,
"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) |
|---|