| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745108.6179 | 658355.5819 | 86753.036 | 2189800.3107 | 15432981.1139 | -13243180.8031 |
| Total P&L (%) | 745.1086 | 658.3556 | 86.753 | 2189.8003 | 15432.9811 | -13243.1808 |
| Avg Daily Profit (%) | 0.298 | 0.2633 | 0.0347 | 0.1253 | 0.202 | 0 |
| Buy And Hold Return (%) | 755.7037 | 755.7037 | 755.7037 | 755.7037 | 755.7037 | 755.7037 |
| Max Trade Drawdown | -132777 | -76368 | -108837 | -16577640 | -1159358 | -16243259 |
| Profit Factor | 2.8065 | 4.432 | 1.3932 | 1.0982 | 4.6288 | 0.2664 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 64.1791 | 66.6667 | 61.7647 | 64.1791 | 66.6667 | 61.7647 |
| Ratio Avg Win / Avg Loss | 1.5664 | 2.216 | 0.8624 | 0.6129 | 2.3144 | 0.1649 |
| Largest Winning Trade | 154289 | 154289 | 63565 | 10808621 | 10808621 | 1107149 |
| Largest Losing Trade | -88776 | -48524 | -88776 | -15814741 | -1159358 | -15814741 |
| Avg Bars in Trades | 140 | 161 | 121 | 140 | 161 | 121 |
| Avg Bars in Winners | 132 | 133 | 130 | 132 | 133 | 130 |
| Avg Bars in Losers | 156 | 216 | 106 | 156 | 216 | 106 |
| Bars Traded | 9446 | 5321 | 4125 | 9446 | 5321 | 4125 |
| Profit Streak | 93.642 | 127.392 | 93.642 | 93.642 | 127.392 | 93.642 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -269748 | -147117 | -311262 | -260900 | 658093 | -578711 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541613600000,
"first_datapoint_time": 1546538400000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757625868591,
"expiration_time": 1764093600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 213,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 229,
"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": [
[
745108.61792682,
658355.5819258831,
86753.0360009369,
2189800.3107422884,
15432981.113864258,
-13243180.803121975
],
[
745.108618,
658.355582,
86.753036,
2189.800311,
15432.981114,
-13243.180803
],
[
0.298043,
0.263342,
0.034701,
0.12532,
0.202026,
0
],
[
755.703746,
755.703746,
755.703746,
755.703746,
755.703746,
755.703746
],
[
-132777,
-76368,
-108837,
-16577640,
-1159358,
-16243259
],
[
2.80645,
4.431993,
1.393184,
1.098177,
4.628806,
0.266376
],
[
67,
33,
34,
67,
33,
34
],
[
43,
22,
21,
43,
22,
21
],
[
24,
11,
13,
24,
11,
13
],
[
64.179104,
66.666667,
61.764706,
64.179104,
66.666667,
61.764706
],
[
1.56639,
2.215997,
0.862447,
0.612936,
2.314403,
0.164899
],
[
154289,
154289,
63565,
10808621,
10808621,
1107149
],
[
-88776,
-48524,
-88776,
-15814741,
-1159358,
-15814741
],
[
140,
161,
121,
140,
161,
121
],
[
132,
133,
130,
132,
133,
130
],
[
156,
216,
106,
156,
216,
106
],
[
9446,
5321,
4125,
9446,
5321,
4125
],
[
93.641997,
127.391998,
93.641998,
93.641998,
127.391998,
93.641998
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-269748,
-147117,
-311262,
-260900,
658093,
-578711
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541613600000,
"first_datapoint_time": 1546538400000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757625868591,
"expiration_time": 1764093600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 213,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 229,
"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) |
|---|