| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 975531.8584 | 840162.935 | 135368.9234 | 16508033.4939 | 21382517.6392 | -4874484.1453 |
| Total P&L (%) | 975.5319 | 840.1629 | 135.3689 | 16508.0335 | 21382.5176 | -4874.4841 |
| Avg Daily Profit (%) | 0.3902 | 0.3361 | 0.0541 | 0.2047 | 0.215 | 0 |
| Buy And Hold Return (%) | 757.4085 | 757.4085 | 757.4085 | 757.4085 | 757.4085 | 757.4085 |
| Max Trade Drawdown | -120328 | -52332 | -102440 | -17688722 | -10291062 | -15012208 |
| Profit Factor | 3.0894 | 4.5033 | 1.5962 | 1.3343 | 1.8273 | 0.7929 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 48.4848 | 48.9796 | 48 | 48.4848 | 48.9796 | 48 |
| Ratio Avg Win / Avg Loss | 3.2825 | 4.6909 | 1.7292 | 1.4177 | 1.9034 | 0.859 |
| Largest Winning Trade | 339453 | 339453 | 48775 | 19603932 | 19603932 | 3704776 |
| Largest Losing Trade | -33102 | -33102 | -26980 | -8811390 | -8811390 | -4778971 |
| Avg Bars in Trades | 97 | 125 | 69 | 97 | 125 | 69 |
| Avg Bars in Winners | 132 | 175 | 89 | 132 | 175 | 89 |
| Avg Bars in Losers | 64 | 78 | 51 | 64 | 78 | 51 |
| Bars Traded | 9649 | 6166 | 3483 | 9649 | 6166 | 3483 |
| Profit Streak | 99.8166 | 113.0666 | 99.8166 | 99.8166 | 113.0666 | 99.8166 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -59983 | -114891 | -463654 | 324149 | 428238 | -761050 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1546171200000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758245755137,
"expiration_time": 1764720000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 183,
"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": [
[
975531.8583930959,
840162.9349863055,
135368.9234067907,
16508033.49393259,
21382517.63923468,
-4874484.145302093
],
[
975.531858,
840.162935,
135.368923,
16508.033494,
21382.517639,
-4874.484145
],
[
0.390213,
0.336065,
0.054148,
0.204708,
0.215024,
0
],
[
757.408487,
757.408487,
757.408487,
757.408487,
757.408487,
757.408487
],
[
-120328,
-52332,
-102440,
-17688722,
-10291062,
-15012208
],
[
3.089419,
4.503279,
1.596156,
1.334286,
1.827299,
0.792899
],
[
99,
49,
50,
99,
49,
50
],
[
48,
24,
24,
48,
24,
24
],
[
51,
25,
26,
51,
25,
26
],
[
48.484848,
48.979592,
48,
48.484848,
48.979592,
48
],
[
3.282508,
4.690916,
1.729169,
1.417679,
1.903436,
0.858974
],
[
339453,
339453,
48775,
19603932,
19603932,
3704776
],
[
-33102,
-33102,
-26980,
-8811390,
-8811390,
-4778971
],
[
97,
125,
69,
97,
125,
69
],
[
132,
175,
89,
132,
175,
89
],
[
64,
78,
51,
64,
78,
51
],
[
9649,
6166,
3483,
9649,
6166,
3483
],
[
99.81661,
113.06661,
99.81661,
99.81661,
113.06661,
99.81661
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-59983,
-114891,
-463654,
324149,
428238,
-761050
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1546171200000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758245755137,
"expiration_time": 1764720000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 183,
"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) |
|---|