| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1011588.8268 | 787405.886 | 224182.9408 | 73143977.0399 | 74374609.3195 | -1230632.2796 |
| Total P&L (%) | 1011.5888 | 787.4059 | 224.1829 | 73143.977 | 74374.6093 | -1230.6323 |
| Avg Daily Profit (%) | 0.4046 | 0.315 | 0.0897 | 0.2642 | 0.2649 | 0 |
| Buy And Hold Return (%) | 826.2653 | 826.2653 | 826.2653 | 826.2653 | 826.2653 | 826.2653 |
| Max Trade Drawdown | -66369 | -49581 | -65656 | -20196127 | -8764813 | -34209604 |
| Profit Factor | 5.6051 | 11.1087 | 2.5813 | 2.3713 | 7.5564 | 0.9707 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
| Profitability (%) | 66.6667 | 64.5161 | 68.75 | 66.6667 | 64.5161 | 68.75 |
| Ratio Avg Win / Avg Loss | 2.8025 | 6.1098 | 1.1733 | 1.1856 | 4.156 | 0.4412 |
| Largest Winning Trade | 189775 | 189775 | 36336 | 30744419 | 30744419 | 12438210 |
| Largest Losing Trade | -65656 | -39190 | -65656 | -20121093 | -7025594 | -20121093 |
| Avg Bars in Trades | 153 | 162 | 144 | 153 | 162 | 144 |
| Avg Bars in Winners | 167 | 176 | 160 | 167 | 176 | 160 |
| Avg Bars in Losers | 124 | 137 | 109 | 124 | 137 | 109 |
| Bars Traded | 9660 | 5039 | 4621 | 9660 | 5039 | 4621 |
| Profit Streak | 203.3658 | 332.1158 | 203.3658 | 203.3658 | 332.1158 | 203.3658 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -225426 | -145042 | -231834 | -135461 | 731044 | -577403 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542304800000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758304800000,
"evaluation_time": 1758314808311,
"expiration_time": 1764784800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 114,
"offset": 140
}
}
}
{
"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": [
[
1011588.8267599368,
787405.8859720738,
224182.940787863,
73143977.03986958,
74374609.31949806,
-1230632.2796284836
],
[
1011.588827,
787.405886,
224.182941,
73143.97704,
74374.609319,
-1230.63228
],
[
0.404636,
0.314962,
0.089673,
0.264204,
0.264872,
0
],
[
826.265284,
826.265284,
826.265284,
826.265284,
826.265284,
826.265284
],
[
-66369,
-49581,
-65656,
-20196127,
-8764813,
-34209604
],
[
5.605075,
11.108665,
2.581269,
2.37127,
7.556443,
0.970697
],
[
63,
31,
32,
63,
31,
32
],
[
42,
20,
22,
42,
20,
22
],
[
21,
11,
10,
21,
11,
10
],
[
66.666667,
64.516129,
68.75,
66.666667,
64.516129,
68.75
],
[
2.802538,
6.109766,
1.173304,
1.185635,
4.156044,
0.441226
],
[
189775,
189775,
36336,
30744419,
30744419,
12438210
],
[
-65656,
-39190,
-65656,
-20121093,
-7025594,
-20121093
],
[
153,
162,
144,
153,
162,
144
],
[
167,
176,
160,
167,
176,
160
],
[
124,
137,
109,
124,
137,
109
],
[
9660,
5039,
4621,
9660,
5039,
4621
],
[
203.365837,
332.115837,
203.365837,
203.365837,
332.115837,
203.365837
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-225426,
-145042,
-231834,
-135461,
731044,
-577403
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542304800000,
"first_datapoint_time": 1547769600000,
"last_datapoint_time": 1758304800000,
"evaluation_time": 1758314808311,
"expiration_time": 1764784800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 114,
"offset": 140
}
}
}
| # | 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) |
|---|