| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 414745.0787 | 471166.9885 | -56421.9099 | -43005617.3183 | 13155237.353 | -56160854.6713 |
| Total P&L (%) | 414.7451 | 471.167 | -56.4219 | -43005.6173 | 13155.2374 | -56160.8547 |
| Avg Daily Profit (%) | 0.1658 | 0.1884 | -0.0226 | 0 | 0.1956 | 0 |
| Buy And Hold Return (%) | 864.6046 | 864.6046 | 864.6046 | 864.6046 | 864.6046 | 864.6046 |
| Max Trade Drawdown | -301854 | -57395 | -299731 | -65783413 | -402011 | -65783413 |
| Profit Factor | 1.8023 | 6.1314 | 0.8673 | 0.3559 | 28.0398 | 0.1527 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 79 | 38 | 41 | 80 | 39 | 41 |
| Losing Trades | 18 | 11 | 7 | 17 | 10 | 7 |
| Profitability (%) | 81.4433 | 77.551 | 85.4167 | 82.4742 | 79.5918 | 85.4167 |
| Ratio Avg Win / Avg Loss | 0.4106 | 1.7749 | 0.1481 | 0.0756 | 7.1897 | 0.0261 |
| Largest Winning Trade | 89552 | 89552 | 42254 | 4331897 | 4331897 | 2521696 |
| Largest Losing Trade | -299731 | -52602 | -299731 | -65783413 | -370641 | -65783413 |
| Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
| Avg Bars in Winners | 26 | 23 | 29 | 28 | 28 | 29 |
| Avg Bars in Losers | 137 | 132 | 145 | 134 | 126 | 145 |
| Bars Traded | 4601 | 2360 | 2241 | 4601 | 2360 | 2241 |
| Profit Streak | 0 | 0 | 0 | 176.0029 | 670.5029 | 0 |
| Trades During Streak | 0 | 0 | 0 | 1 | 13 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -153242 | -146059 | -576273 | -575528 | 789720 | -576273 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1552651200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758283452388,
"expiration_time": 1764765792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 242,
"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": [
[
414745.0786573743,
471166.9885242131,
-56421.9098668387,
-43005617.3182681,
13155237.353006996,
-56160854.671275094
],
[
414.745079,
471.166989,
-56.42191,
-43005.617318,
13155.237353,
-56160.854671
],
[
0.165832,
0.188391,
-0.02256,
0,
0.195592,
0
],
[
864.604582,
864.604582,
864.604582,
864.604582,
864.604582,
864.604582
],
[
-301854,
-57395,
-299731,
-65783413,
-402011,
-65783413
],
[
1.802288,
6.131395,
0.867284,
0.3559,
28.039841,
0.152699
],
[
97,
49,
48,
97,
49,
48
],
[
79,
38,
41,
80,
39,
41
],
[
18,
11,
7,
17,
10,
7
],
[
81.443299,
77.55102,
85.416667,
82.474227,
79.591837,
85.416667
],
[
0.410648,
1.774878,
0.148073,
0.075629,
7.189703,
0.026071
],
[
89552,
89552,
42254,
4331897,
4331897,
2521696
],
[
-299731,
-52602,
-299731,
-65783413,
-370641,
-65783413
],
[
47,
48,
46,
47,
48,
46
],
[
26,
23,
29,
28,
28,
29
],
[
137,
132,
145,
134,
126,
145
],
[
4601,
2360,
2241,
4601,
2360,
2241
],
[
0,
0,
0,
176.002921,
670.502921,
0
],
[
0,
0,
0,
1,
13,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-153242,
-146059,
-576273,
-575528,
789720,
-576273
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1552651200000,
"last_datapoint_time": 1758283200000,
"evaluation_time": 1758283452388,
"expiration_time": 1764765792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 242,
"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) |
|---|