| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1087893.5659 | 910898.3993 | 176995.1666 | 41031694.7491 | 51300328.5821 | -10268633.833 |
| Total P&L (%) | 1087.8936 | 910.8984 | 176.9952 | 41031.6947 | 51300.3286 | -10268.6338 |
| Avg Daily Profit (%) | 0.4351 | 0.3643 | 0.0708 | 0.241 | 0.25 | 0 |
| Buy And Hold Return (%) | 670.5028 | 670.5028 | 670.5028 | 670.5028 | 670.5028 | 670.5028 |
| Max Trade Drawdown | -81872 | -43447 | -78051 | -42695493 | -25582766 | -25015590 |
| Profit Factor | 3.6091 | 5.1236 | 1.9028 | 1.506 | 2.1719 | 0.7248 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 51.5464 | 47.9167 | 55.102 | 51.5464 | 47.9167 | 55.102 |
| Ratio Avg Win / Avg Loss | 3.3926 | 5.5691 | 1.5504 | 1.4156 | 2.3608 | 0.5906 |
| Largest Winning Trade | 384274 | 384274 | 52308 | 55455566 | 55455566 | 4320434 |
| Largest Losing Trade | -29190 | -29190 | -18336 | -18808289 | -18808289 | -8340925 |
| Avg Bars in Trades | 49 | 63 | 36 | 49 | 63 | 36 |
| Avg Bars in Winners | 64 | 88 | 43 | 64 | 88 | 43 |
| Avg Bars in Losers | 34 | 39 | 28 | 34 | 39 | 28 |
| Bars Traded | 4827 | 3026 | 1801 | 4827 | 3026 | 1801 |
| Profit Streak | 0 | 105.8333 | 0 | 0 | 105.8333 | 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 | 283507 | -37067 | -259835 | 366837 | 447713 | -580020 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1545652800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757707198662,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 93,
"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": [
[
1087893.5658933297,
910898.3993416495,
176995.1665516807,
41031694.74910419,
51300328.58210086,
-10268633.83299668
],
[
1087.893566,
910.898399,
176.995167,
41031.694749,
51300.328582,
-10268.633833
],
[
0.43507,
0.364287,
0.070784,
0.241016,
0.249951,
0
],
[
670.502843,
670.502843,
670.502843,
670.502843,
670.502843,
670.502843
],
[
-81872,
-43447,
-78051,
-42695493,
-25582766,
-25015590
],
[
3.609108,
5.123608,
1.902753,
1.506,
2.171891,
0.72481
],
[
97,
48,
49,
97,
48,
49
],
[
50,
23,
27,
50,
23,
27
],
[
47,
25,
22,
47,
25,
22
],
[
51.546392,
47.916667,
55.102041,
51.546392,
47.916667,
55.102041
],
[
3.392562,
5.569139,
1.550392,
1.41564,
2.360751,
0.590586
],
[
384274,
384274,
52308,
55455566,
55455566,
4320434
],
[
-29190,
-29190,
-18336,
-18808289,
-18808289,
-8340925
],
[
49,
63,
36,
49,
63,
36
],
[
64,
88,
43,
64,
88,
43
],
[
34,
39,
28,
34,
39,
28
],
[
4827,
3026,
1801,
4827,
3026,
1801
],
[
0,
105.833318,
0,
0,
105.833318,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
283507,
-37067,
-259835,
366837,
447713,
-580020
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1545652800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757707198662,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 93,
"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) |
|---|