| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 889209.637 | 768638.0649 | 120571.5721 | 1204584.1869 | 4842365.7237 | -3637781.5368 |
| Total P&L (%) | 889.2096 | 768.6381 | 120.5716 | 1204.5842 | 4842.3657 | -3637.7815 |
| Avg Daily Profit (%) | 0.3556 | 0.3074 | 0.0482 | 0.1028 | 0.1561 | 0 |
| Buy And Hold Return (%) | 830.3056 | 830.3056 | 830.3056 | 830.3056 | 830.3056 | 830.3056 |
| Max Trade Drawdown | -177301 | -42276 | -144608 | -4667304 | -120913 | -4820206 |
| Profit Factor | 3.1826 | 6.5837 | 1.447 | 1.2124 | 14.773 | 0.316 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
| Profitability (%) | 65.6716 | 60.6061 | 70.5882 | 65.6716 | 60.6061 | 70.5882 |
| Ratio Avg Win / Avg Loss | 1.6636 | 4.2794 | 0.6029 | 0.6338 | 9.6024 | 0.1317 |
| Largest Winning Trade | 299993 | 299993 | 44862 | 2100568 | 2100568 | 823333 |
| Largest Losing Trade | -94468 | -29859 | -94468 | -4495916 | -74662 | -4495916 |
| Avg Bars in Trades | 69 | 78 | 61 | 69 | 78 | 61 |
| Avg Bars in Winners | 80 | 95 | 67 | 80 | 95 | 67 |
| Avg Bars in Losers | 49 | 51 | 48 | 49 | 51 | 48 |
| Bars Traded | 4680 | 2575 | 2105 | 4680 | 2575 | 2105 |
| Profit Streak | 81.3283 | 93.8283 | 81.3283 | 81.3283 | 93.8283 | 81.3283 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -246262 | -146384 | -291767 | -201022 | 623571 | -577568 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1550016000000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758527564495,
"expiration_time": 1764980496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 175,
"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": [
[
889209.6370103807,
768638.0648886509,
120571.5721217299,
1204584.186858866,
4842365.723681039,
-3637781.5368221714
],
[
889.209637,
768.638065,
120.571572,
1204.584187,
4842.365724,
-3637.781537
],
[
0.355613,
0.307394,
0.048219,
0.102771,
0.156108,
0
],
[
830.305636,
830.305636,
830.305636,
830.305636,
830.305636,
830.305636
],
[
-177301,
-42276,
-144608,
-4667304,
-120913,
-4820206
],
[
3.18257,
6.583722,
1.446963,
1.212437,
14.772961,
0.316043
],
[
67,
33,
34,
67,
33,
34
],
[
44,
20,
24,
44,
20,
24
],
[
23,
13,
10,
23,
13,
10
],
[
65.671642,
60.606061,
70.588235,
65.671642,
60.606061,
70.588235
],
[
1.663616,
4.279419,
0.602901,
0.633774,
9.602425,
0.131685
],
[
299993,
299993,
44862,
2100568,
2100568,
823333
],
[
-94468,
-29859,
-94468,
-4495916,
-74662,
-4495916
],
[
69,
78,
61,
69,
78,
61
],
[
80,
95,
67,
80,
95,
67
],
[
49,
51,
48,
49,
51,
48
],
[
4680,
2575,
2105,
4680,
2575,
2105
],
[
81.328293,
93.828293,
81.328293,
81.328293,
93.828293,
81.328293
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-246262,
-146384,
-291767,
-201022,
623571,
-577568
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1550016000000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758527564495,
"expiration_time": 1764980496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 175,
"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) |
|---|