| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1079480.9632 | 873170.5348 | 206310.4284 | 63070274.708 | 62469506.2449 | 600768.4632 |
| Total P&L (%) | 1079.481 | 873.1705 | 206.3104 | 63070.2747 | 62469.5062 | 600.7685 |
| Avg Daily Profit (%) | 0.4318 | 0.3493 | 0.0825 | 0.2583 | 0.2579 | 0.0779 |
| Buy And Hold Return (%) | 853.9358 | 853.9358 | 853.9358 | 853.9358 | 853.9358 | 853.9358 |
| Max Trade Drawdown | -67177 | -42424 | -55891 | -20825482 | -14236917 | -7783894 |
| Profit Factor | 4.9858 | 8.9324 | 2.2834 | 2.7043 | 4.1116 | 1.0355 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Profitability (%) | 61.4286 | 60 | 62.8571 | 61.4286 | 60 | 62.8571 |
| Ratio Avg Win / Avg Loss | 3.1306 | 5.9549 | 1.3493 | 1.698 | 2.7411 | 0.6119 |
| Largest Winning Trade | 365238 | 365238 | 49813 | 48847225 | 48847225 | 5232442 |
| Largest Losing Trade | -55891 | -21169 | -55891 | -14236917 | -14236917 | -6799171 |
| Avg Bars in Trades | 131 | 142 | 119 | 131 | 142 | 119 |
| Avg Bars in Winners | 143 | 143 | 143 | 143 | 143 | 143 |
| Avg Bars in Losers | 111 | 141 | 79 | 111 | 141 | 79 |
| Bars Traded | 9176 | 4979 | 4197 | 9176 | 4979 | 4197 |
| Profit Streak | 73.052 | 74.052 | 0 | 73.052 | 74.052 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -162262 | -139083 | -243659 | -82765 | 630738 | -435791 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1547726400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757812489966,
"expiration_time": 1764288000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 213,
"offset": 62
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 196,
"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": [
[
1079480.9631850785,
873170.5348289786,
206310.4283561002,
63070274.708032325,
62469506.24488022,
600768.4631520994
],
[
1079.480963,
873.170535,
206.310428,
63070.274708,
62469.506245,
600.768463
],
[
0.431792,
0.349268,
0.082524,
0.25827,
0.257886,
0.077911
],
[
853.935806,
853.935806,
853.935806,
853.935806,
853.935806,
853.935806
],
[
-67177,
-42424,
-55891,
-20825482,
-14236917,
-7783894
],
[
4.985793,
8.932354,
2.283383,
2.70426,
4.111615,
1.035483
],
[
70,
35,
35,
70,
35,
35
],
[
43,
21,
22,
43,
21,
22
],
[
27,
14,
13,
27,
14,
13
],
[
61.428571,
60,
62.857143,
61.428571,
60,
62.857143
],
[
3.130614,
5.954902,
1.349272,
1.698024,
2.741077,
0.611876
],
[
365238,
365238,
49813,
48847225,
48847225,
5232442
],
[
-55891,
-21169,
-55891,
-14236917,
-14236917,
-6799171
],
[
131,
142,
119,
131,
142,
119
],
[
143,
143,
143,
143,
143,
143
],
[
111,
141,
79,
111,
141,
79
],
[
9176,
4979,
4197,
9176,
4979,
4197
],
[
73.051967,
74.051967,
0,
73.051967,
74.051967,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162262,
-139083,
-243659,
-82765,
630738,
-435791
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1547726400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757812489966,
"expiration_time": 1764288000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 213,
"offset": 62
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 196,
"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) |
|---|