| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 995227.6077 | 856679.2307 | 138548.377 | 14530158.0456 | 15182490.0821 | -652332.0365 |
| Total P&L (%) | 995.2276 | 856.6792 | 138.5484 | 14530.158 | 15182.4901 | -652.332 |
| Avg Daily Profit (%) | 0.3977 | 0.3423 | 0.0554 | 0.1994 | 0.2012 | 0 |
| Buy And Hold Return (%) | 843.2179 | 843.2179 | 843.2179 | 843.2179 | 843.2179 | 843.2179 |
| Max Trade Drawdown | -106550 | -42087 | -88594 | -5757867 | -2384135 | -6451075 |
| Profit Factor | 3.1635 | 4.9854 | 1.5654 | 1.8462 | 2.927 | 0.9298 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 57.8947 | 51.0638 | 64.5833 | 57.8947 | 51.0638 | 64.5833 |
| Ratio Avg Win / Avg Loss | 2.3007 | 4.7777 | 0.8584 | 1.3427 | 2.805 | 0.5099 |
| Largest Winning Trade | 334471 | 334471 | 49946 | 9620738 | 9620738 | 1051879 |
| Largest Losing Trade | -63905 | -31234 | -63905 | -3497182 | -1699906 | -3497182 |
| Avg Bars in Trades | 74 | 86 | 63 | 74 | 86 | 63 |
| Avg Bars in Winners | 92 | 108 | 79 | 92 | 108 | 79 |
| Avg Bars in Losers | 51 | 63 | 34 | 51 | 63 | 34 |
| Bars Traded | 7116 | 4059 | 3056 | 7116 | 4059 | 3056 |
| Profit Streak | 121.1299 | 121.1299 | 161.4632 | 121.1299 | 121.1299 | 161.4632 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -91291 | -142988 | -281399 | 469921 | 519154 | -577445 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7508,
"evaluation_days": 2502.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549296000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759259220625,
"expiration_time": 1765734912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 218,
"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": [
[
995227.607684959,
856679.2307077992,
138548.3769771594,
14530158.045608401,
15182490.082124647,
-652332.036516244
],
[
995.227608,
856.679231,
138.548377,
14530.158046,
15182.490082,
-652.332037
],
[
0.397666,
0.342306,
0.05536,
0.199413,
0.201159,
0
],
[
843.217876,
843.217876,
843.217876,
843.217876,
843.217876,
843.217876
],
[
-106550,
-42087,
-88594,
-5757867,
-2384135,
-6451075
],
[
3.163476,
4.985409,
1.565367,
1.84619,
2.926985,
0.929799
],
[
95,
47,
48,
95,
47,
48
],
[
55,
24,
31,
55,
24,
31
],
[
40,
23,
17,
40,
23,
17
],
[
57.894737,
51.06383,
64.583333,
57.894737,
51.06383,
64.583333
],
[
2.30071,
4.777683,
0.858427,
1.342684,
2.805028,
0.50989
],
[
334471,
334471,
49946,
9620738,
9620738,
1051879
],
[
-63905,
-31234,
-63905,
-3497182,
-1699906,
-3497182
],
[
74,
86,
63,
74,
86,
63
],
[
92,
108,
79,
92,
108,
79
],
[
51,
63,
34,
51,
63,
34
],
[
7116,
4059,
3056,
7116,
4059,
3056
],
[
121.129868,
121.129868,
161.463202,
121.129868,
121.129868,
161.463202
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-91291,
-142988,
-281399,
469921,
519154,
-577445
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7508,
"evaluation_days": 2502.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549296000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759259220625,
"expiration_time": 1765734912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 218,
"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) |
|---|