| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 991565.2897 | 858990.5558 | 132574.7339 | 12840495.5295 | 40543721.5327 | -27703226.0033 |
| Total P&L (%) | 991.5653 | 858.9906 | 132.5747 | 12840.4955 | 40543.7215 | -27703.226 |
| Avg Daily Profit (%) | 0.3965 | 0.3435 | 0.053 | 0.1947 | 0.2405 | 0 |
| Buy And Hold Return (%) | 856.4953 | 856.4953 | 856.4953 | 856.4953 | 856.4953 | 856.4953 |
| Max Trade Drawdown | -104091 | -48863 | -125439 | -28574729 | -12020200 | -42804172 |
| Profit Factor | 3.2949 | 5.8718 | 1.5184 | 1.16 | 2.6357 | 0.5004 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 56.6265 | 53.6585 | 59.5238 | 56.6265 | 53.6585 | 59.5238 |
| Ratio Avg Win / Avg Loss | 2.5237 | 5.0711 | 1.0325 | 0.8885 | 2.2763 | 0.3403 |
| Largest Winning Trade | 369416 | 369416 | 49543 | 31530370 | 31530370 | 3732526 |
| Largest Losing Trade | -68851 | -33102 | -68851 | -24961578 | -8424757 | -24961578 |
| Avg Bars in Trades | 57 | 62 | 51 | 57 | 62 | 51 |
| Avg Bars in Winners | 70 | 78 | 62 | 70 | 78 | 62 |
| Avg Bars in Losers | 39 | 44 | 35 | 39 | 44 | 35 |
| Bars Traded | 4744 | 2572 | 2172 | 4744 | 2572 | 2172 |
| Profit Streak | 0 | 85.4911 | 0 | 0 | 85.4911 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -101117 | -146104 | -285195 | -38585 | 521262 | -579500 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542326400000,
"first_datapoint_time": 1549713600000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758368833911,
"expiration_time": 1764807696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 32,
"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": [
[
991565.2896995852,
858990.5557787776,
132574.7339208077,
12840495.529483024,
40543721.53274249,
-27703226.00325947
],
[
991.56529,
858.990556,
132.574734,
12840.495529,
40543.721533,
-27703.226003
],
[
0.396547,
0.343528,
0.053019,
0.194668,
0.240538,
0
],
[
856.495275,
856.495275,
856.495275,
856.495275,
856.495275,
856.495275
],
[
-104091,
-48863,
-125439,
-28574729,
-12020200,
-42804172
],
[
3.294867,
5.871783,
1.518356,
1.160032,
2.635742,
0.500402
],
[
83,
41,
42,
83,
41,
42
],
[
47,
22,
25,
47,
22,
25
],
[
36,
19,
17,
36,
19,
17
],
[
56.626506,
53.658537,
59.52381,
56.626506,
53.658537,
59.52381
],
[
2.523728,
5.071085,
1.032482,
0.888535,
2.276323,
0.340273
],
[
369416,
369416,
49543,
31530370,
31530370,
3732526
],
[
-68851,
-33102,
-68851,
-24961578,
-8424757,
-24961578
],
[
57,
62,
51,
57,
62,
51
],
[
70,
78,
62,
70,
78,
62
],
[
39,
44,
35,
39,
44,
35
],
[
4744,
2572,
2172,
4744,
2572,
2172
],
[
0,
85.491133,
0,
0,
85.491133,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101117,
-146104,
-285195,
-38585,
521262,
-579500
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542326400000,
"first_datapoint_time": 1549713600000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758368833911,
"expiration_time": 1764807696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 32,
"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) |
|---|