| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 361748.9174 | 427419.2993 | -65670.3819 | -35962010.7518 | 10643067.2948 | -46605078.0466 |
| Total P&L (%) | 361.7489 | 427.4193 | -65.6704 | -35962.0108 | 10643.0673 | -46605.078 |
| Avg Daily Profit (%) | 0.1447 | 0.171 | -0.0263 | 0 | 0.1872 | 0 |
| Buy And Hold Return (%) | 857.1954 | 857.1954 | 857.1954 | 857.1954 | 857.1954 | 857.1954 |
| Max Trade Drawdown | -304826 | -62083 | -300073 | -53720233 | -919259 | -54499203 |
| Profit Factor | 1.7575 | 5.5121 | 0.8285 | 0.3638 | 7.2398 | 0.1498 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 69 | 33 | 36 | 68 | 33 | 35 |
| Losing Trades | 15 | 9 | 6 | 16 | 9 | 7 |
| Profitability (%) | 82.1429 | 78.5714 | 85.7143 | 80.9524 | 78.5714 | 83.3333 |
| Ratio Avg Win / Avg Loss | 0.3821 | 1.5033 | 0.1381 | 0.0856 | 1.9745 | 0.03 |
| Largest Winning Trade | 95768 | 95768 | 42254 | 3524786 | 3524786 | 1877782 |
| Largest Losing Trade | -300073 | -46815 | -300073 | -53587747 | -919259 | -53587747 |
| Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
| Avg Bars in Winners | 30 | 27 | 33 | 33 | 32 | 34 |
| Avg Bars in Losers | 164 | 159 | 173 | 142 | 138 | 148 |
| Bars Traded | 4561 | 2326 | 2235 | 4561 | 2326 | 2235 |
| Profit Streak | 69.1762 | 69.1762 | 164.6762 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -159527 | -145929 | -575711 | -576294 | 727345 | -576521 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541289600000,
"first_datapoint_time": 1550361600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757261619443,
"expiration_time": 1763726400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 78,
"offset": 133,
"a": 0.61574
}
}
}
{
"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": [
[
361748.9174297808,
427419.2992839937,
-65670.3818542128,
-35962010.751815386,
10643067.294783887,
-46605078.04659928
],
[
361.748917,
427.419299,
-65.670382,
-35962.010752,
10643.067295,
-46605.078047
],
[
0.1447,
0.170968,
-0.026268,
0,
0.187249,
0
],
[
857.195352,
857.195352,
857.195352,
857.195352,
857.195352,
857.195352
],
[
-304826,
-62083,
-300073,
-53720233,
-919259,
-54499203
],
[
1.757492,
5.512058,
0.828462,
0.363789,
7.239845,
0.149847
],
[
84,
42,
42,
84,
42,
42
],
[
69,
33,
36,
68,
33,
35
],
[
15,
9,
6,
16,
9,
7
],
[
82.142857,
78.571429,
85.714286,
80.952381,
78.571429,
83.333333
],
[
0.382063,
1.503288,
0.138077,
0.085597,
1.974503,
0.029969
],
[
95768,
95768,
42254,
3524786,
3524786,
1877782
],
[
-300073,
-46815,
-300073,
-53587747,
-919259,
-53587747
],
[
54,
55,
53,
54,
55,
53
],
[
30,
27,
33,
33,
32,
34
],
[
164,
159,
173,
142,
138,
148
],
[
4561,
2326,
2235,
4561,
2326,
2235
],
[
69.176151,
69.176151,
164.676151,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-159527,
-145929,
-575711,
-576294,
727345,
-576521
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541289600000,
"first_datapoint_time": 1550361600000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757261619443,
"expiration_time": 1763726400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 78,
"offset": 133,
"a": 0.61574
}
}
}
| # | 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) |
|---|