| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1100149.6547 | 888152.5995 | 211997.0553 | 38661399.6412 | 34819266.2197 | 3842133.4215 |
| Total P&L (%) | 1100.1497 | 888.1526 | 211.9971 | 38661.3996 | 34819.2662 | 3842.1334 |
| Avg Daily Profit (%) | 0.44 | 0.3552 | 0.0848 | 0.2387 | 0.2345 | 0.1471 |
| Buy And Hold Return (%) | 850.9714 | 850.9714 | 850.9714 | 850.9714 | 850.9714 | 850.9714 |
| Max Trade Drawdown | -86056 | -63854 | -73588 | -6560866 | -2749900 | -6279842 |
| Profit Factor | 4.812 | 8.9421 | 2.1993 | 3.8217 | 10.4466 | 1.3836 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
| Profitability (%) | 74.5763 | 68.9655 | 80 | 74.5763 | 68.9655 | 80 |
| Ratio Avg Win / Avg Loss | 1.6405 | 4.0239 | 0.5498 | 1.3029 | 4.701 | 0.3459 |
| Largest Winning Trade | 355727 | 355727 | 49723 | 15291515 | 15291515 | 2372977 |
| Largest Losing Trade | -73588 | -39351 | -73588 | -6279842 | -1867978 | -6279842 |
| Avg Bars in Trades | 120 | 146 | 95 | 120 | 146 | 95 |
| Avg Bars in Winners | 123 | 142 | 108 | 123 | 142 | 108 |
| Avg Bars in Losers | 110 | 155 | 42 | 110 | 155 | 42 |
| Bars Traded | 7094 | 4235 | 2859 | 7094 | 4235 | 2859 |
| Profit Streak | 345.7825 | 345.7825 | 453.7825 | 345.7825 | 345.7825 | 453.7825 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -231823 | -130544 | -238911 | -160702 | 741873 | 218545 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541721600000,
"first_datapoint_time": 1547193600000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757731607890,
"expiration_time": 1764202464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 191,
"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": [
[
1100149.6547351046,
888152.5994832028,
211997.0552519019,
38661399.64118676,
34819266.219669476,
3842133.421517289
],
[
1100.149655,
888.152599,
211.997055,
38661.399641,
34819.26622,
3842.133422
],
[
0.440002,
0.355214,
0.084788,
0.238653,
0.234468,
0.147061
],
[
850.97138,
850.97138,
850.97138,
850.97138,
850.97138,
850.97138
],
[
-86056,
-63854,
-73588,
-6560866,
-2749900,
-6279842
],
[
4.812044,
8.942057,
2.199287,
3.821723,
10.446647,
1.38362
],
[
59,
29,
30,
59,
29,
30
],
[
44,
20,
24,
44,
20,
24
],
[
15,
9,
6,
15,
9,
6
],
[
74.576271,
68.965517,
80,
74.576271,
68.965517,
80
],
[
1.64047,
4.023926,
0.549822,
1.30286,
4.700991,
0.345905
],
[
355727,
355727,
49723,
15291515,
15291515,
2372977
],
[
-73588,
-39351,
-73588,
-6279842,
-1867978,
-6279842
],
[
120,
146,
95,
120,
146,
95
],
[
123,
142,
108,
123,
142,
108
],
[
110,
155,
42,
110,
155,
42
],
[
7094,
4235,
2859,
7094,
4235,
2859
],
[
345.782499,
345.782499,
453.782499,
345.782499,
345.782499,
453.782499
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-231823,
-130544,
-238911,
-160702,
741873,
218545
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541721600000,
"first_datapoint_time": 1547193600000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757731607890,
"expiration_time": 1764202464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 191,
"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) |
|---|