| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 120268.7754 | 71804.652 | 48464.1234 | 150659.365 | 116280.1102 | 34379.2548 |
| Total P&L (%) | 120.2688 | 71.8047 | 48.4641 | 150.6594 | 116.2801 | 34.3793 |
| Avg Daily Profit (%) | 0.4618 | 0.2757 | 0.1861 | 0.3535 | 0.2967 | 0.1135 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38910 | -24168 | -31720 | -94266 | -71874 | -89550 |
| Profit Factor | 1.3162 | 1.3718 | 1.2589 | 1.1695 | 1.2592 | 1.0781 |
| Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
| Winning Trades | 179 | 97 | 82 | 179 | 97 | 82 |
| Losing Trades | 219 | 102 | 117 | 219 | 102 | 117 |
| Profitability (%) | 44.9749 | 48.7437 | 41.206 | 44.9749 | 48.7437 | 41.206 |
| Ratio Avg Win / Avg Loss | 1.6104 | 1.4425 | 1.7963 | 1.4308 | 1.3241 | 1.5382 |
| Largest Winning Trade | 29698 | 29698 | 18250 | 43609 | 43609 | 31061 |
| Largest Losing Trade | -16248 | -9325 | -16248 | -31172 | -22741 | -31172 |
| Avg Bars in Trades | 62 | 55 | 68 | 62 | 55 | 68 |
| Avg Bars in Winners | 80 | 68 | 95 | 80 | 68 | 95 |
| Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
| Bars Traded | 24691 | 11080 | 13611 | 24691 | 11080 | 13611 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355820 | 266158 | 95300 | -26420 | 247825 | -182004 |
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737236700000,
"first_datapoint_time": 1737459900000,
"last_datapoint_time": 1759735800000,
"evaluation_time": 1759736182944,
"expiration_time": 1766215800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 204,
"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": [
[
120268.7753539438,
71804.6519919084,
48464.1233620354,
150659.3650332545,
116280.1102075292,
34379.2548257256
],
[
120.268775,
71.804652,
48.464123,
150.659365,
116.28011,
34.379255
],
[
0.461826,
0.275726,
0.1861,
0.353486,
0.296655,
0.113533
],
[
10,
10,
10,
10,
10,
10
],
[
-38910,
-24168,
-31720,
-94266,
-71874,
-89550
],
[
1.316248,
1.371818,
1.258916,
1.169494,
1.259214,
1.078083
],
[
398,
199,
199,
398,
199,
199
],
[
179,
97,
82,
179,
97,
82
],
[
219,
102,
117,
219,
102,
117
],
[
44.974874,
48.743719,
41.20603,
44.974874,
48.743719,
41.20603
],
[
1.610382,
1.442531,
1.796258,
1.430833,
1.324122,
1.538241
],
[
29698,
29698,
18250,
43609,
43609,
31061
],
[
-16248,
-9325,
-16248,
-31172,
-22741,
-31172
],
[
62,
55,
68,
62,
55,
68
],
[
80,
68,
95,
80,
68,
95
],
[
46,
43,
49,
46,
43,
49
],
[
24691,
11080,
13611,
24691,
11080,
13611
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355820,
266158,
95300,
-26420,
247825,
-182004
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737236700000,
"first_datapoint_time": 1737459900000,
"last_datapoint_time": 1759735800000,
"evaluation_time": 1759736182944,
"expiration_time": 1766215800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 204,
"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) |
|---|