| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1064905.5396 | 848592.0844 | 216313.4552 | 90906533.0236 | 156582243.6428 | -65675710.6192 |
| Total P&L (%) | 1064.9055 | 848.5921 | 216.3135 | 90906.533 | 156582.2436 | -65675.7106 |
| Avg Daily Profit (%) | 0.4261 | 0.3395 | 0.0865 | 0.273 | 0.2948 | 0 |
| Buy And Hold Return (%) | 652.0561 | 652.0561 | 652.0561 | 652.0561 | 652.0561 | 652.0561 |
| Max Trade Drawdown | -108495 | -51087 | -63113 | -153913565 | -62165788 | -94408533 |
| Profit Factor | 4.8136 | 8.1819 | 2.3429 | 1.4129 | 2.9799 | 0.5344 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 58.6667 | 56.7568 | 60.5263 | 58.6667 | 56.7568 | 60.5263 |
| Ratio Avg Win / Avg Loss | 3.3914 | 6.2338 | 1.528 | 0.9955 | 2.2704 | 0.3485 |
| Largest Winning Trade | 342949 | 342949 | 48479 | 165570919 | 165570919 | 21198414 |
| Largest Losing Trade | -36644 | -17230 | -36644 | -77141035 | -27934069 | -77141035 |
| Avg Bars in Trades | 186 | 218 | 154 | 186 | 218 | 154 |
| Avg Bars in Winners | 238 | 266 | 213 | 238 | 266 | 213 |
| Avg Bars in Losers | 111 | 156 | 64 | 111 | 156 | 64 |
| Bars Traded | 13978 | 8095 | 5883 | 13978 | 8095 | 5883 |
| Profit Streak | 86.7741 | 87.9408 | 86.7741 | 86.7741 | 87.9408 | 86.7741 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -50621 | -52807 | -236787 | -51146 | 575240 | -578842 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1545710400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758724486020,
"expiration_time": 1765035072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.72153
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 220,
"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": [
[
1064905.5395532898,
848592.0843691103,
216313.4551841796,
90906533.02362156,
156582243.64284694,
-65675710.619225465
],
[
1064.90554,
848.592084,
216.313455,
90906.533024,
156582.243643,
-65675.710619
],
[
0.426076,
0.339528,
0.086549,
0.272986,
0.294785,
0
],
[
652.056062,
652.056062,
652.056062,
652.056062,
652.056062,
652.056062
],
[
-108495,
-51087,
-63113,
-153913565,
-62165788,
-94408533
],
[
4.813611,
8.181896,
2.342886,
1.412925,
2.979924,
0.534439
],
[
75,
37,
38,
75,
37,
38
],
[
44,
21,
23,
44,
21,
23
],
[
31,
16,
15,
31,
16,
15
],
[
58.666667,
56.756757,
60.526316,
58.666667,
56.756757,
60.526316
],
[
3.391408,
6.233825,
1.527969,
0.99547,
2.270419,
0.348547
],
[
342949,
342949,
48479,
165570919,
165570919,
21198414
],
[
-36644,
-17230,
-36644,
-77141035,
-27934069,
-77141035
],
[
186,
218,
154,
186,
218,
154
],
[
238,
266,
213,
238,
266,
213
],
[
111,
156,
64,
111,
156,
64
],
[
13978,
8095,
5883,
13978,
8095,
5883
],
[
86.774144,
87.94081,
86.774144,
86.774144,
87.94081,
86.774144
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-50621,
-52807,
-236787,
-51146,
575240,
-578842
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1545710400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758724486020,
"expiration_time": 1765035072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.72153
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 220,
"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) |
|---|