| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 759300.8487 | 669380.7305 | 89920.1183 | 4880156.2943 | 4966725.9576 | -86569.6634 |
| Total P&L (%) | 759.3008 | 669.3807 | 89.9201 | 4880.1563 | 4966.726 | -86.5697 |
| Avg Daily Profit (%) | 0.3037 | 0.2677 | 0.036 | 0.1564 | 0.1571 | -0.0803 |
| Buy And Hold Return (%) | 780.2254 | 780.2254 | 780.2254 | 780.2254 | 780.2254 | 780.2254 |
| Max Trade Drawdown | -81669 | -44927 | -76101 | -1543787 | -859906 | -1864169 |
| Profit Factor | 3.3536 | 5.888 | 1.4843 | 2.4661 | 5.3794 | 0.9606 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
| Ratio Avg Win / Avg Loss | 3.3536 | 6.9271 | 1.2616 | 2.4661 | 6.3287 | 0.8165 |
| Largest Winning Trade | 281872 | 281872 | 50875 | 2981214 | 2981214 | 348767 |
| Largest Losing Trade | -50383 | -17658 | -50383 | -1007144 | -202595 | -1007144 |
| Avg Bars in Trades | 65 | 90 | 41 | 65 | 90 | 41 |
| Avg Bars in Winners | 69 | 99 | 44 | 69 | 99 | 44 |
| Avg Bars in Losers | 61 | 83 | 36 | 61 | 83 | 36 |
| Bars Traded | 4862 | 3345 | 1517 | 4862 | 3345 | 1517 |
| Profit Streak | 117.4933 | 117.4933 | 192.4933 | 117.4933 | 117.4933 | 192.4933 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -217867 | -149722 | -307920 | -55557 | 515322 | -579272 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1546603200000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757721022206,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 205,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 115,
"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": [
[
759300.848748949,
669380.7304871386,
89920.1182618105,
4880156.294260789,
4966725.957631466,
-86569.6633706767
],
[
759.300849,
669.38073,
89.920118,
4880.156294,
4966.725958,
-86.569663
],
[
0.30366,
0.267699,
0.035961,
0.156413,
0.157103,
-0.080258
],
[
780.225445,
780.225445,
780.225445,
780.225445,
780.225445,
780.225445
],
[
-81669,
-44927,
-76101,
-1543787,
-859906,
-1864169
],
[
3.353572,
5.88803,
1.484292,
2.466139,
5.379436,
0.960551
],
[
74,
37,
37,
74,
37,
37
],
[
37,
17,
20,
37,
17,
20
],
[
37,
20,
17,
37,
20,
17
],
[
50,
45.945946,
54.054054,
50,
45.945946,
54.054054
],
[
3.353572,
6.927094,
1.261648,
2.466139,
6.328748,
0.816468
],
[
281872,
281872,
50875,
2981214,
2981214,
348767
],
[
-50383,
-17658,
-50383,
-1007144,
-202595,
-1007144
],
[
65,
90,
41,
65,
90,
41
],
[
69,
99,
44,
69,
99,
44
],
[
61,
83,
36,
61,
83,
36
],
[
4862,
3345,
1517,
4862,
3345,
1517
],
[
117.493312,
117.493312,
192.493312,
117.493313,
117.493313,
192.493313
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-217867,
-149722,
-307920,
-55557,
515322,
-579272
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1546603200000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757721022206,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 205,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 115,
"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) |
|---|