| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 732631.7174 | 694983.5113 | 37648.2062 | -2957083.6913 | 7560757.9851 | -10517841.6764 |
| Total P&L (%) | 732.6317 | 694.9835 | 37.6482 | -2957.0837 | 7560.758 | -10517.8417 |
| Avg Daily Profit (%) | 0.3518 | 0.3337 | 0.0181 | 0 | 0.2085 | 0 |
| Buy And Hold Return (%) | 1328.4397 | 1328.4397 | 1328.4397 | 1328.4397 | 1328.4397 | 1328.4397 |
| Max Trade Drawdown | -124739 | -102776 | -144614 | -12492141 | -3635861 | -13715091 |
| Profit Factor | 1.7057 | 2.4356 | 1.0679 | 0.9234 | 1.5174 | 0.5616 |
| Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
| Winning Trades | 153 | 77 | 76 | 142 | 73 | 69 |
| Losing Trades | 130 | 65 | 65 | 141 | 69 | 72 |
| Profitability (%) | 54.0636 | 54.2254 | 53.9007 | 50.1767 | 51.4085 | 48.9362 |
| Ratio Avg Win / Avg Loss | 1.4493 | 2.0561 | 0.9134 | 0.9169 | 1.4343 | 0.586 |
| Largest Winning Trade | 126193 | 126193 | 47623 | 5134323 | 5134323 | 1241342 |
| Largest Losing Trade | -118330 | -28745 | -118330 | -11401183 | -1297800 | -11401183 |
| Avg Bars in Trades | 87 | 97 | 78 | 87 | 97 | 78 |
| Avg Bars in Winners | 97 | 112 | 81 | 94 | 107 | 80 |
| Avg Bars in Losers | 76 | 78 | 74 | 80 | 86 | 75 |
| Bars Traded | 24801 | 13778 | 11023 | 24801 | 13778 | 11023 |
| Profit Streak | 13.7591 | 13.7591 | 65.2591 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151237 | -150987 | -480221 | -579274 | 311593 | -581372 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1577714400000,
"first_datapoint_time": 1578960000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757722389836,
"expiration_time": 1764199526400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 174,
"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": [
[
732631.7174396522,
694983.5112679144,
37648.2061717376,
-2957083.691297996,
7560757.985064248,
-10517841.676362244
],
[
732.631717,
694.983511,
37.648206,
-2957.083691,
7560.757985,
-10517.841676
],
[
0.351775,
0.333698,
0.018077,
0,
0.208541,
0
],
[
1328.43969,
1328.43969,
1328.43969,
1328.43969,
1328.43969,
1328.43969
],
[
-124739,
-102776,
-144614,
-12492141,
-3635861,
-13715091
],
[
1.705705,
2.435637,
1.067949,
0.923395,
1.517397,
0.561553
],
[
283,
142,
141,
283,
142,
141
],
[
153,
77,
76,
142,
73,
69
],
[
130,
65,
65,
141,
69,
72
],
[
54.063604,
54.225352,
53.900709,
50.176678,
51.408451,
48.93617
],
[
1.449292,
2.056057,
0.913378,
0.916893,
1.434252,
0.585968
],
[
126193,
126193,
47623,
5134323,
5134323,
1241342
],
[
-118330,
-28745,
-118330,
-11401183,
-1297800,
-11401183
],
[
87,
97,
78,
87,
97,
78
],
[
97,
112,
81,
94,
107,
80
],
[
76,
78,
74,
80,
86,
75
],
[
24801,
13778,
11023,
24801,
13778,
11023
],
[
13.759141,
13.759142,
65.259141,
0,
0,
0
],
[
2,
1,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151237,
-150987,
-480221,
-579274,
311593,
-581372
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1577714400000,
"first_datapoint_time": 1578960000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757722389836,
"expiration_time": 1764199526400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 174,
"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) |
|---|