| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 705253.8556 | 644641.5353 | 60612.3203 | 1638446.94 | 6448672.3772 | -4810225.4372 |
| Total P&L (%) | 705.2539 | 644.6415 | 60.6123 | 1638.4469 | 6448.6724 | -4810.2254 |
| Avg Daily Profit (%) | 0.282 | 0.2578 | 0.0242 | 0.1142 | 0.1673 | 0 |
| Buy And Hold Return (%) | 858.2601 | 858.2601 | 858.2601 | 858.2601 | 858.2601 | 858.2601 |
| Max Trade Drawdown | -83988 | -50807 | -86273 | -3750612 | -885605 | -5410691 |
| Profit Factor | 2.891 | 6.2544 | 1.2422 | 1.1859 | 5.9406 | 0.3592 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
| Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 61.6667 | 56.6667 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.7971 | 4.7828 | 0.6211 | 0.7372 | 4.5428 | 0.1796 |
| Largest Winning Trade | 157884 | 157884 | 62480 | 2795700 | 2795700 | 423859 |
| Largest Losing Trade | -78957 | -26595 | -78957 | -3736476 | -382145 | -3736476 |
| Avg Bars in Trades | 76 | 87 | 65 | 76 | 87 | 65 |
| Avg Bars in Winners | 78 | 93 | 65 | 78 | 93 | 65 |
| Avg Bars in Losers | 72 | 79 | 64 | 72 | 79 | 64 |
| Bars Traded | 4578 | 2627 | 1951 | 4578 | 2627 | 1951 |
| Profit Streak | 96.5274 | 101.5274 | 0 | 96.5274 | 101.5274 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -322947 | -147340 | -326093 | -236663 | 634339 | -578665 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1552219200000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757507968953,
"expiration_time": 1763988192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 250,
"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": [
[
705253.8556186685,
644641.5352814768,
60612.3203371921,
1638446.9399771208,
6448672.377220778,
-4810225.437243655
],
[
705.253856,
644.641535,
60.61232,
1638.44694,
6448.672377,
-4810.225437
],
[
0.281989,
0.257754,
0.024235,
0.114243,
0.167347,
0
],
[
858.260091,
858.260091,
858.260091,
858.260091,
858.260091,
858.260091
],
[
-83988,
-50807,
-86273,
-3750612,
-885605,
-5410691
],
[
2.890969,
6.254412,
1.242185,
1.185927,
5.940565,
0.35924
],
[
60,
30,
30,
60,
30,
30
],
[
37,
17,
20,
37,
17,
20
],
[
23,
13,
10,
23,
13,
10
],
[
61.666667,
56.666667,
66.666667,
61.666667,
56.666667,
66.666667
],
[
1.797089,
4.782786,
0.621092,
0.737198,
4.542785,
0.17962
],
[
157884,
157884,
62480,
2795700,
2795700,
423859
],
[
-78957,
-26595,
-78957,
-3736476,
-382145,
-3736476
],
[
76,
87,
65,
76,
87,
65
],
[
78,
93,
65,
78,
93,
65
],
[
72,
79,
64,
72,
79,
64
],
[
4578,
2627,
1951,
4578,
2627,
1951
],
[
96.527418,
101.527418,
0,
96.527418,
101.527418,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-322947,
-147340,
-326093,
-236663,
634339,
-578665
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1552219200000,
"last_datapoint_time": 1757505600000,
"evaluation_time": 1757507968953,
"expiration_time": 1763988192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 250,
"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) |
|---|