| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1154323.4806 | 933906.7213 | 220416.7593 | 68426175.8182 | 51274134.5428 | 17152041.2754 |
| Total P&L (%) | 1154.3235 | 933.9067 | 220.4168 | 68426.1758 | 51274.1345 | 17152.0413 |
| Avg Daily Profit (%) | 0.4617 | 0.3735 | 0.0882 | 0.2615 | 0.25 | 0.2062 |
| Buy And Hold Return (%) | 736.9916 | 736.9916 | 736.9916 | 736.9916 | 736.9916 | 736.9916 |
| Max Trade Drawdown | -98051 | -76462 | -47965 | -25787660 | -12611934 | -13895226 |
| Profit Factor | 2.8321 | 3.6222 | 1.8047 | 2.7795 | 3.5156 | 1.9492 |
| Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
| Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
| Profitability (%) | 55.9006 | 48.75 | 62.963 | 55.9006 | 48.75 | 62.963 |
| Ratio Avg Win / Avg Loss | 2.2342 | 3.808 | 1.0616 | 2.1927 | 3.6959 | 1.1466 |
| Largest Winning Trade | 344149 | 344149 | 44446 | 20653267 | 20653267 | 14349215 |
| Largest Losing Trade | -47965 | -32244 | -47965 | -9053296 | -9053296 | -6307870 |
| Avg Bars in Trades | 60 | 72 | 47 | 60 | 72 | 47 |
| Avg Bars in Winners | 71 | 90 | 57 | 71 | 90 | 57 |
| Avg Bars in Losers | 45 | 55 | 31 | 45 | 55 | 31 |
| Bars Traded | 9712 | 5831 | 3881 | 9712 | 5831 | 3881 |
| Profit Streak | 28.8053 | 0 | 124.0553 | 28.8053 | 0 | 124.0553 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 289748 | -86291 | -247342 | 576598 | -4773 | 74437 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542391200000,
"first_datapoint_time": 1546128000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758417579134,
"expiration_time": 1764893448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"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": [
[
1154323.480572981,
933906.7213002148,
220416.7592727669,
68426175.8181909,
51274134.542806484,
17152041.275384404
],
[
1154.323481,
933.906721,
220.416759,
68426.175818,
51274.134543,
17152.041275
],
[
0.461683,
0.373525,
0.088158,
0.261507,
0.249956,
0.206212
],
[
736.991562,
736.991562,
736.991562,
736.991562,
736.991562,
736.991562
],
[
-98051,
-76462,
-47965,
-25787660,
-12611934,
-13895226
],
[
2.832098,
3.622212,
1.804725,
2.779488,
3.515586,
1.949192
],
[
161,
80,
81,
161,
80,
81
],
[
90,
39,
51,
90,
39,
51
],
[
71,
41,
30,
71,
41,
30
],
[
55.900621,
48.75,
62.962963,
55.900621,
48.75,
62.962963
],
[
2.234211,
3.807966,
1.061603,
2.192708,
3.695873,
1.146584
],
[
344149,
344149,
44446,
20653267,
20653267,
14349215
],
[
-47965,
-32244,
-47965,
-9053296,
-9053296,
-6307870
],
[
60,
72,
47,
60,
72,
47
],
[
71,
90,
57,
71,
90,
57
],
[
45,
55,
31,
45,
55,
31
],
[
9712,
5831,
3881,
9712,
5831,
3881
],
[
28.805314,
0,
124.055314,
28.805314,
0,
124.055314
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
289748,
-86291,
-247342,
576598,
-4773,
74437
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542391200000,
"first_datapoint_time": 1546128000000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758417579134,
"expiration_time": 1764893448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"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) |
|---|