| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1159424.1886 | 943140.4905 | 216283.6981 | 92944352.2037 | 92717800.0236 | 226552.1801 |
| Total P&L (%) | 1159.4242 | 943.1405 | 216.2837 | 92944.3522 | 92717.8 | 226.5522 |
| Avg Daily Profit (%) | 0.4637 | 0.3772 | 0.0865 | 0.2738 | 0.2737 | 0.0473 |
| Buy And Hold Return (%) | 834.7419 | 834.7419 | 834.7419 | 834.7419 | 834.7419 | 834.7419 |
| Max Trade Drawdown | -61924 | -70649 | -69361 | -19981536 | -19098589 | -36468935 |
| Profit Factor | 3.1529 | 4.2392 | 1.8743 | 1.8558 | 2.6772 | 1.0042 |
| Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
| Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
| Profitability (%) | 50.7813 | 48.4375 | 53.125 | 50.7813 | 48.4375 | 53.125 |
| Ratio Avg Win / Avg Loss | 3.0559 | 4.5127 | 1.6538 | 1.7987 | 2.8499 | 0.8861 |
| Largest Winning Trade | 260033 | 260033 | 58843 | 39755123 | 39755123 | 8448511 |
| Largest Losing Trade | -29847 | -29847 | -23395 | -16482364 | -16482364 | -11891925 |
| Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
| Avg Bars in Winners | 78 | 84 | 73 | 78 | 84 | 73 |
| Avg Bars in Losers | 33 | 43 | 23 | 33 | 43 | 23 |
| Bars Traded | 7222 | 4038 | 3184 | 7222 | 4038 | 3184 |
| Profit Streak | 146.6457 | 163.979 | 146.6457 | 146.6457 | 163.979 | 146.6457 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26627 | -247409 | -377503 | 504476 | -125047 | -650794 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541750400000,
"first_datapoint_time": 1547107200000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757777389077,
"expiration_time": 1764231264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 39,
"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": [
[
1159424.1886069318,
943140.4905458341,
216283.6980610979,
92944352.20369889,
92717800.02364297,
226552.1800559144
],
[
1159.424189,
943.140491,
216.283698,
92944.352204,
92717.800024,
226.55218
],
[
0.463708,
0.377206,
0.086502,
0.273764,
0.273667,
0.047342
],
[
834.741854,
834.741854,
834.741854,
834.741854,
834.741854,
834.741854
],
[
-61924,
-70649,
-69361,
-19981536,
-19098589,
-36468935
],
[
3.152873,
4.239215,
1.874283,
1.855804,
2.677185,
1.004249
],
[
128,
64,
64,
128,
64,
64
],
[
65,
31,
34,
65,
31,
34
],
[
63,
33,
30,
63,
33,
30
],
[
50.78125,
48.4375,
53.125,
50.78125,
48.4375,
53.125
],
[
3.055862,
4.512713,
1.653779,
1.798702,
2.849907,
0.886102
],
[
260033,
260033,
58843,
39755123,
39755123,
8448511
],
[
-29847,
-29847,
-23395,
-16482364,
-16482364,
-11891925
],
[
56,
63,
49,
56,
63,
49
],
[
78,
84,
73,
78,
84,
73
],
[
33,
43,
23,
33,
43,
23
],
[
7222,
4038,
3184,
7222,
4038,
3184
],
[
146.645707,
163.97904,
146.645707,
146.645707,
163.97904,
146.645707
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26627,
-247409,
-377503,
504476,
-125047,
-650794
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541750400000,
"first_datapoint_time": 1547107200000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757777389077,
"expiration_time": 1764231264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 39,
"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) |
|---|