| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 236902.8377 | 383877.9535 | -146975.1157 | 4248027.4157 | 1695615.4702 | 2552411.9455 |
| Total P&L (%) | 236.9028 | 383.878 | -146.9751 | 4248.0274 | 1695.6155 | 2552.4119 |
| Avg Daily Profit (%) | 0.0947 | 0.1535 | -0.0588 | 0.1509 | 0.1155 | 0.1311 |
| Buy And Hold Return (%) | 819.3236 | 819.3236 | 819.3236 | 819.3236 | 819.3236 | 819.3236 |
| Max Trade Drawdown | -305006 | -50385 | -308183 | -1516651 | -543400 | -1152753 |
| Profit Factor | 1.3614 | 3.7783 | 0.7159 | 2.2869 | 3.1 | 2.0236 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 139 | 70 | 69 | 79 | 39 | 40 |
| Losing Trades | 28 | 13 | 15 | 88 | 44 | 44 |
| Profitability (%) | 83.2335 | 84.3373 | 82.1429 | 47.3054 | 46.988 | 47.619 |
| Ratio Avg Win / Avg Loss | 0.2742 | 0.7017 | 0.1556 | 2.5474 | 3.4975 | 2.2259 |
| Largest Winning Trade | 75999 | 75999 | 37710 | 2833664 | 385508 | 2833664 |
| Largest Losing Trade | -305006 | -50385 | -305006 | -1152753 | -207888 | -1152753 |
| Avg Bars in Trades | 28 | 29 | 28 | 28 | 29 | 28 |
| Avg Bars in Winners | 16 | 15 | 16 | 29 | 33 | 24 |
| Avg Bars in Losers | 92 | 105 | 80 | 28 | 25 | 31 |
| Bars Traded | 4809 | 2433 | 2376 | 4809 | 2433 | 2376 |
| Profit Streak | 8.9867 | 138.4867 | 8.9867 | 8.9867 | 138.4867 | 8.9867 |
| Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -226293 | -148356 | -575338 | 448521 | -38554 | -16575 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549800000000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758670854171,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 169,
"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": [
[
236902.837731313,
383877.9534805102,
-146975.115749197,
4248027.415714628,
1695615.4701735335,
2552411.945541095
],
[
236.902838,
383.877953,
-146.975116,
4248.027416,
1695.61547,
2552.411946
],
[
0.094704,
0.153459,
-0.058755,
0.150916,
0.115515,
0.131129
],
[
819.323609,
819.323609,
819.323609,
819.323609,
819.323609,
819.323609
],
[
-305006,
-50385,
-308183,
-1516651,
-543400,
-1152753
],
[
1.361427,
3.778292,
0.715877,
2.286878,
3.100045,
2.023579
],
[
167,
83,
84,
167,
83,
84
],
[
139,
70,
69,
79,
39,
40
],
[
28,
13,
15,
88,
44,
44
],
[
83.233533,
84.337349,
82.142857,
47.305389,
46.987952,
47.619048
],
[
0.274244,
0.701683,
0.155626,
2.547408,
3.497487,
2.225936
],
[
75999,
75999,
37710,
2833664,
385508,
2833664
],
[
-305006,
-50385,
-305006,
-1152753,
-207888,
-1152753
],
[
28,
29,
28,
28,
29,
28
],
[
16,
15,
16,
29,
33,
24
],
[
92,
105,
80,
28,
25,
31
],
[
4809,
2433,
2376,
4809,
2433,
2376
],
[
8.986738,
138.486738,
8.986738,
8.986738,
138.486738,
8.986738
],
[
4,
9,
2,
4,
9,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-226293,
-148356,
-575338,
448521,
-38554,
-16575
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549800000000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758670854171,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 169,
"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) |
|---|