| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 812839.4356 | 717991.2283 | 94848.2073 | 5379722.8773 | 4847434.6588 | 532288.2185 |
| Total P&L (%) | 812.8394 | 717.9912 | 94.8482 | 5379.7229 | 4847.4347 | 532.2882 |
| Avg Daily Profit (%) | 0.3249 | 0.287 | 0.0379 | 0.1602 | 0.1561 | 0.0738 |
| Buy And Hold Return (%) | 717.8962 | 717.8962 | 717.8962 | 717.8962 | 717.8962 | 717.8962 |
| Max Trade Drawdown | -95328 | -83424 | -60762 | -796176 | -796176 | -736679 |
| Profit Factor | 2.7988 | 3.7899 | 1.4876 | 2.5397 | 3.496 | 1.343 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 62.069 | 60.4651 | 63.6364 | 62.069 | 60.4651 | 63.6364 |
| Ratio Avg Win / Avg Loss | 1.7104 | 2.478 | 0.85 | 1.552 | 2.2858 | 0.7674 |
| Largest Winning Trade | 255124 | 255124 | 57387 | 2257288 | 2257288 | 451093 |
| Largest Losing Trade | -60762 | -50192 | -60762 | -796176 | -796176 | -591034 |
| Avg Bars in Trades | 55 | 70 | 40 | 55 | 70 | 40 |
| Avg Bars in Winners | 54 | 60 | 48 | 54 | 60 | 48 |
| Avg Bars in Losers | 57 | 86 | 27 | 57 | 86 | 27 |
| Bars Traded | 4828 | 3029 | 1798 | 4828 | 3029 | 1798 |
| Profit Streak | 145.2262 | 145.2262 | 295.7262 | 145.2262 | 145.2262 | 295.7262 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -106759 | -148067 | -305269 | 574745 | 581918 | -257959 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1546214400000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758648342053,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 86,
"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": [
[
812839.4355911257,
717991.228328239,
94848.2072628868,
5379722.877302898,
4847434.658830382,
532288.2184725172
],
[
812.839436,
717.991228,
94.848207,
5379.722877,
4847.434659,
532.288218
],
[
0.324941,
0.287024,
0.037917,
0.160178,
0.156086,
0.07375
],
[
717.89621,
717.89621,
717.89621,
717.89621,
717.89621,
717.89621
],
[
-95328,
-83424,
-60762,
-796176,
-796176,
-736679
],
[
2.798773,
3.789942,
1.487562,
2.53965,
3.495971,
1.342966
],
[
87,
43,
44,
87,
43,
44
],
[
54,
26,
28,
54,
26,
28
],
[
33,
17,
16,
33,
17,
16
],
[
62.068966,
60.465116,
63.636364,
62.068966,
60.465116,
63.636364
],
[
1.710361,
2.478039,
0.850035,
1.552008,
2.285827,
0.767409
],
[
255124,
255124,
57387,
2257288,
2257288,
451093
],
[
-60762,
-50192,
-60762,
-796176,
-796176,
-591034
],
[
55,
70,
40,
55,
70,
40
],
[
54,
60,
48,
54,
60,
48
],
[
57,
86,
27,
57,
86,
27
],
[
4828,
3029,
1798,
4828,
3029,
1798
],
[
145.226181,
145.226181,
295.726181,
145.226181,
145.226181,
295.726181
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106759,
-148067,
-305269,
574745,
581918,
-257959
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1546214400000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758648342053,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 86,
"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) |
|---|