| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100392.6683 | 319894.153 | -219501.4847 | 5599172.6018 | 1269007.7454 | 4330164.8564 |
| Total P&L (%) | 100.3927 | 319.8942 | -219.5015 | 5599.1726 | 1269.0077 | 4330.1649 |
| Avg Daily Profit (%) | 0.0401 | 0.1279 | -0.0878 | 0.1618 | 0.1047 | 0.1517 |
| Buy And Hold Return (%) | 850.2644 | 850.2644 | 850.2644 | 850.2644 | 850.2644 | 850.2644 |
| Max Trade Drawdown | -273819 | -62194 | -290364 | -2412376 | -1053836 | -1807407 |
| Profit Factor | 1.1374 | 3.4313 | 0.6335 | 2.0259 | 1.7491 | 2.1505 |
| Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
| Winning Trades | 138 | 70 | 68 | 78 | 39 | 39 |
| Losing Trades | 26 | 12 | 14 | 86 | 43 | 43 |
| Profitability (%) | 84.1463 | 85.3659 | 82.9268 | 47.561 | 47.561 | 47.561 |
| Ratio Avg Win / Avg Loss | 0.2143 | 0.5882 | 0.1304 | 2.2337 | 1.9285 | 2.371 |
| Largest Winning Trade | 65238 | 65238 | 42376 | 5720695 | 1234642 | 5720695 |
| Largest Losing Trade | -273819 | -46471 | -273819 | -1807407 | -303192 | -1807407 |
| Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
| Avg Bars in Winners | 16 | 17 | 14 | 29 | 34 | 25 |
| Avg Bars in Losers | 93 | 117 | 72 | 27 | 31 | 24 |
| Bars Traded | 4689 | 2667 | 2022 | 4689 | 2667 | 2022 |
| Profit Streak | 9.4544 | 94.4544 | 0 | 9.4544 | 94.4544 | 0 |
| Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -369694 | -182510 | -580507 | 437018 | -65955 | 191352 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1549627200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757501661221,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 190,
"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": [
[
100392.6683479703,
319894.1529992215,
-219501.4846512511,
5599172.601821748,
1269007.7454051897,
4330164.856416555
],
[
100.392668,
319.894153,
-219.501485,
5599.172602,
1269.007745,
4330.164856
],
[
0.040149,
0.127932,
-0.087783,
0.161815,
0.104701,
0.151726
],
[
850.264381,
850.264381,
850.264381,
850.264381,
850.264381,
850.264381
],
[
-273819,
-62194,
-290364,
-2412376,
-1053836,
-1807407
],
[
1.137435,
3.431348,
0.633495,
2.025901,
1.749142,
2.150459
],
[
164,
82,
82,
164,
82,
82
],
[
138,
70,
68,
78,
39,
39
],
[
26,
12,
14,
86,
43,
43
],
[
84.146341,
85.365854,
82.926829,
47.560976,
47.560976,
47.560976
],
[
0.214299,
0.588231,
0.130425,
2.233686,
1.928541,
2.371019
],
[
65238,
65238,
42376,
5720695,
1234642,
5720695
],
[
-273819,
-46471,
-273819,
-1807407,
-303192,
-1807407
],
[
28,
32,
24,
28,
32,
24
],
[
16,
17,
14,
29,
34,
25
],
[
93,
117,
72,
27,
31,
24
],
[
4689,
2667,
2022,
4689,
2667,
2022
],
[
9.454412,
94.454412,
0,
9.454412,
94.454412,
0
],
[
1,
6,
0,
1,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-369694,
-182510,
-580507,
437018,
-65955,
191352
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541462400000,
"first_datapoint_time": 1549627200000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757501661221,
"expiration_time": 1763943696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 190,
"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) |
|---|