| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 712166.3714 | 694348.4708 | 17817.9006 | 1911601.2649 | 4087236.2981 | -2175635.0332 |
| Total P&L (%) | 712.1664 | 694.3485 | 17.8179 | 1911.6013 | 4087.2363 | -2175.635 |
| Avg Daily Profit (%) | 0.2847 | 0.2776 | 0.0071 | 0.1201 | 0.1494 | 0 |
| Buy And Hold Return (%) | 837.4274 | 837.4274 | 837.4274 | 837.4274 | 837.4274 | 837.4274 |
| Max Trade Drawdown | -100440 | -52097 | -89701 | -2869107 | -1150063 | -2522248 |
| Profit Factor | 2.3287 | 4.4937 | 1.0528 | 1.2623 | 2.5497 | 0.5322 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
| Losing Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Profitability (%) | 41.0256 | 48.7179 | 33.3333 | 41.0256 | 48.7179 | 33.3333 |
| Ratio Avg Win / Avg Loss | 3.3476 | 4.7302 | 2.1057 | 1.8145 | 2.6839 | 1.0645 |
| Largest Winning Trade | 297817 | 297817 | 59550 | 3377009 | 3377009 | 521027 |
| Largest Losing Trade | -45898 | -37503 | -45898 | -1751830 | -1150063 | -1751830 |
| Avg Bars in Trades | 92 | 95 | 90 | 92 | 95 | 90 |
| Avg Bars in Winners | 131 | 122 | 144 | 131 | 122 | 144 |
| Avg Bars in Losers | 66 | 69 | 63 | 66 | 69 | 63 |
| Bars Traded | 7252 | 3721 | 3531 | 7252 | 3721 | 3531 |
| Profit Streak | 0 | 171.6757 | 0 | 0 | 171.6757 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -194848 | -149162 | -516843 | -78604 | 386821 | -585572 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542700800000,
"first_datapoint_time": 1549267200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758816780521,
"expiration_time": 1765270656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 23,
"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": [
[
712166.3714202149,
694348.4708032227,
17817.9006169923,
1911601.2649171832,
4087236.298136098,
-2175635.0332189137
],
[
712.166371,
694.348471,
17.817901,
1911.601265,
4087.236298,
-2175.635033
],
[
0.284715,
0.277592,
0.007123,
0.120069,
0.149417,
0
],
[
837.427386,
837.427386,
837.427386,
837.427386,
837.427386,
837.427386
],
[
-100440,
-52097,
-89701,
-2869107,
-1150063,
-2522248
],
[
2.328742,
4.493683,
1.052837,
1.262274,
2.549662,
0.532227
],
[
78,
39,
39,
78,
39,
39
],
[
32,
19,
13,
32,
19,
13
],
[
46,
20,
26,
46,
20,
26
],
[
41.025641,
48.717949,
33.333333,
41.025641,
48.717949,
33.333333
],
[
3.347567,
4.730192,
2.105673,
1.814519,
2.683854,
1.064455
],
[
297817,
297817,
59550,
3377009,
3377009,
521027
],
[
-45898,
-37503,
-45898,
-1751830,
-1150063,
-1751830
],
[
92,
95,
90,
92,
95,
90
],
[
131,
122,
144,
131,
122,
144
],
[
66,
69,
63,
66,
69,
63
],
[
7252,
3721,
3531,
7252,
3721,
3531
],
[
0,
171.6757,
0,
0,
171.6757,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-194848,
-149162,
-516843,
-78604,
386821,
-585572
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542700800000,
"first_datapoint_time": 1549267200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758816780521,
"expiration_time": 1765270656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 23,
"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) |
|---|