| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 924196.4611 | 812026.7394 | 112169.7217 | 6309068.8976 | 5163953.7223 | 1145115.1753 |
| Total P&L (%) | 924.1965 | 812.0267 | 112.1697 | 6309.0689 | 5163.9537 | 1145.1152 |
| Avg Daily Profit (%) | 0.3696 | 0.3248 | 0.0449 | 0.1665 | 0.1586 | 0.1009 |
| Buy And Hold Return (%) | 901.9362 | 901.9362 | 901.9362 | 901.9362 | 901.9362 | 901.9362 |
| Max Trade Drawdown | -81229 | -72103 | -89178 | -1184730 | -484896 | -801092 |
| Profit Factor | 2.2507 | 3.2133 | 1.3015 | 2.3738 | 3.2613 | 1.4959 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
| Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
| Profitability (%) | 47.5862 | 41.6667 | 53.4247 | 47.5862 | 41.6667 | 53.4247 |
| Ratio Avg Win / Avg Loss | 2.479 | 4.4986 | 1.1346 | 2.6146 | 4.5658 | 1.3042 |
| Largest Winning Trade | 329328 | 329328 | 42308 | 2345574 | 2345574 | 692570 |
| Largest Losing Trade | -58990 | -35809 | -58990 | -791320 | -393410 | -791320 |
| Avg Bars in Trades | 67 | 74 | 59 | 67 | 74 | 59 |
| Avg Bars in Winners | 86 | 100 | 75 | 86 | 100 | 75 |
| Avg Bars in Losers | 49 | 55 | 41 | 49 | 55 | 41 |
| Bars Traded | 9725 | 5347 | 4378 | 9725 | 5347 | 4378 |
| Profit Streak | 26.3938 | 0 | 129.1438 | 26.3938 | 0 | 129.1438 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144341 | -233230 | -368525 | 441235 | -69630 | -208305 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542261600000,
"first_datapoint_time": 1544464800000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758295628135,
"expiration_time": 1764763848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 37,
"offset": 42,
"a": 0.9891
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 103,
"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": [
[
924196.4611279635,
812026.7394151177,
112169.7217128456,
6309068.897594367,
5163953.722300946,
1145115.1752934223
],
[
924.196461,
812.026739,
112.169722,
6309.068898,
5163.953722,
1145.115175
],
[
0.369642,
0.324778,
0.044863,
0.166534,
0.158649,
0.100913
],
[
901.936173,
901.936173,
901.936173,
901.936173,
901.936173,
901.936173
],
[
-81229,
-72103,
-89178,
-1184730,
-484896,
-801092
],
[
2.250678,
3.213314,
1.301472,
2.373751,
3.261292,
1.495945
],
[
145,
72,
73,
145,
72,
73
],
[
69,
30,
39,
69,
30,
39
],
[
76,
42,
34,
76,
42,
34
],
[
47.586207,
41.666667,
53.424658,
47.586207,
41.666667,
53.424658
],
[
2.479008,
4.49864,
1.134616,
2.614566,
4.565809,
1.304157
],
[
329328,
329328,
42308,
2345574,
2345574,
692570
],
[
-58990,
-35809,
-58990,
-791320,
-393410,
-791320
],
[
67,
74,
59,
67,
74,
59
],
[
86,
100,
75,
86,
100,
75
],
[
49,
55,
41,
49,
55,
41
],
[
9725,
5347,
4378,
9725,
5347,
4378
],
[
26.393844,
0,
129.143844,
26.393844,
0,
129.143844
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144341,
-233230,
-368525,
441235,
-69630,
-208305
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542261600000,
"first_datapoint_time": 1544464800000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758295628135,
"expiration_time": 1764763848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 37,
"offset": 42,
"a": 0.9891
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 103,
"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) |
|---|