| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 825351.6513 | 734964.3974 | 90387.2539 | 6274394.2059 | 14311953.8388 | -8037559.6329 |
| Total P&L (%) | 825.3517 | 734.9644 | 90.3873 | 6274.3942 | 14311.9538 | -8037.5596 |
| Avg Daily Profit (%) | 0.3301 | 0.294 | 0.0362 | 0.1663 | 0.199 | 0 |
| Buy And Hold Return (%) | 726.6334 | 726.6334 | 726.6334 | 726.6334 | 726.6334 | 726.6334 |
| Max Trade Drawdown | -131626 | -66590 | -122612 | -14952864 | -5664634 | -13159946 |
| Profit Factor | 2.2372 | 2.9569 | 1.31 | 1.2003 | 2.0023 | 0.5285 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Profitability (%) | 50.9091 | 51.2195 | 50.6024 | 50.9091 | 51.2195 | 50.6024 |
| Ratio Avg Win / Avg Loss | 2.1573 | 2.8161 | 1.2788 | 1.1574 | 1.9069 | 0.5159 |
| Largest Winning Trade | 242968 | 242968 | 38239 | 13291454 | 13291454 | 1422384 |
| Largest Losing Trade | -38619 | -33213 | -38619 | -7245795 | -2385773 | -7245795 |
| Avg Bars in Trades | 59 | 78 | 40 | 59 | 78 | 40 |
| Avg Bars in Winners | 81 | 105 | 56 | 81 | 105 | 56 |
| Avg Bars in Losers | 36 | 49 | 23 | 36 | 49 | 23 |
| Bars Traded | 9752 | 6400 | 3352 | 9752 | 6400 | 3352 |
| Profit Streak | 71.957 | 89.957 | 71.957 | 71.957 | 89.957 | 71.957 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -107694 | -150576 | -309519 | 346797 | 323304 | -580064 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542348000000,
"first_datapoint_time": 1546819200000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758365887474,
"expiration_time": 1764828000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 208,
"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": [
[
825351.6513236396,
734964.3973985536,
90387.2539250864,
6274394.205911147,
14311953.838787407,
-8037559.632876256
],
[
825.351651,
734.964397,
90.387254,
6274.394206,
14311.953839,
-8037.559633
],
[
0.330141,
0.293986,
0.036155,
0.166333,
0.199024,
0
],
[
726.633375,
726.633375,
726.633375,
726.633375,
726.633375,
726.633375
],
[
-131626,
-66590,
-122612,
-14952864,
-5664634,
-13159946
],
[
2.237165,
2.956905,
1.310016,
1.200289,
2.002282,
0.528514
],
[
165,
82,
83,
165,
82,
83
],
[
84,
42,
42,
84,
42,
42
],
[
81,
40,
41,
81,
40,
41
],
[
50.909091,
51.219512,
50.60241,
50.909091,
51.219512,
50.60241
],
[
2.157266,
2.8161,
1.278825,
1.157422,
1.906935,
0.51593
],
[
242968,
242968,
38239,
13291454,
13291454,
1422384
],
[
-38619,
-33213,
-38619,
-7245795,
-2385773,
-7245795
],
[
59,
78,
40,
59,
78,
40
],
[
81,
105,
56,
81,
105,
56
],
[
36,
49,
23,
36,
49,
23
],
[
9752,
6400,
3352,
9752,
6400,
3352
],
[
71.957031,
89.957031,
71.957031,
71.957031,
89.957031,
71.957031
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-107694,
-150576,
-309519,
346797,
323304,
-580064
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542348000000,
"first_datapoint_time": 1546819200000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758365887474,
"expiration_time": 1764828000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 208,
"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) |
|---|