| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1096918.4787 | 926237.9396 | 170680.5391 | 34365425.291 | 28439090.619 | 5926334.672 |
| Total P&L (%) | 1096.9185 | 926.2379 | 170.6805 | 34365.4253 | 28439.0906 | 5926.3347 |
| Avg Daily Profit (%) | 0.4388 | 0.3705 | 0.0683 | 0.234 | 0.2264 | 0.1641 |
| Buy And Hold Return (%) | 803.0276 | 803.0276 | 803.0276 | 803.0276 | 803.0276 | 803.0276 |
| Max Trade Drawdown | -92837 | -88947 | -42850 | -11474040 | -9138448 | -3783516 |
| Profit Factor | 3.3422 | 4.0466 | 2.0388 | 2.3903 | 2.6268 | 1.819 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 53.5354 | 51.0204 | 56 | 53.5354 | 51.0204 | 56 |
| Ratio Avg Win / Avg Loss | 2.9008 | 3.8848 | 1.6019 | 2.0746 | 2.5217 | 1.4292 |
| Largest Winning Trade | 354927 | 354927 | 58839 | 19814676 | 19814676 | 5196291 |
| Largest Losing Trade | -41480 | -41480 | -27220 | -9138448 | -9138448 | -2411849 |
| Avg Bars in Trades | 97 | 121 | 73 | 97 | 121 | 73 |
| Avg Bars in Winners | 112 | 142 | 86 | 112 | 142 | 86 |
| Avg Bars in Losers | 80 | 100 | 57 | 80 | 100 | 57 |
| Bars Traded | 9674 | 5976 | 3697 | 9674 | 5976 | 3697 |
| Profit Streak | 97.4334 | 160.6834 | 97.4334 | 97.4334 | 160.6834 | 97.4334 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -33768 | -100258 | -442397 | 524238 | 520822 | -168647 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1545955200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757910243401,
"expiration_time": 1764374400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 189,
"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": [
[
1096918.4787195637,
926237.9396237681,
170680.5390957958,
34365425.29102461,
28439090.619047135,
5926334.671977473
],
[
1096.918479,
926.23794,
170.680539,
34365.425291,
28439.090619,
5926.334672
],
[
0.438767,
0.370495,
0.068272,
0.233975,
0.22641,
0.164083
],
[
803.027618,
803.027618,
803.027618,
803.027618,
803.027618,
803.027618
],
[
-92837,
-88947,
-42850,
-11474040,
-9138448,
-3783516
],
[
3.342214,
4.046619,
2.03881,
2.390321,
2.626778,
1.819034
],
[
99,
49,
50,
99,
49,
50
],
[
53,
25,
28,
53,
25,
28
],
[
46,
24,
22,
46,
24,
22
],
[
53.535354,
51.020408,
56,
53.535354,
51.020408,
56
],
[
2.90079,
3.884755,
1.601922,
2.074618,
2.521707,
1.429241
],
[
354927,
354927,
58839,
19814676,
19814676,
5196291
],
[
-41480,
-41480,
-27220,
-9138448,
-9138448,
-2411849
],
[
97,
121,
73,
97,
121,
73
],
[
112,
142,
86,
112,
142,
86
],
[
80,
100,
57,
80,
100,
57
],
[
9674,
5976,
3697,
9674,
5976,
3697
],
[
97.433373,
160.683373,
97.433373,
97.433373,
160.683373,
97.433373
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-33768,
-100258,
-442397,
524238,
520822,
-168647
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1545955200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757910243401,
"expiration_time": 1764374400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 189,
"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) |
|---|