| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 883551.3666 | 778698.0474 | 104853.3192 | 7136364.4176 | 8332333.6878 | -1195969.2702 |
| Total P&L (%) | 883.5514 | 778.698 | 104.8533 | 7136.3644 | 8332.3337 | -1195.9693 |
| Avg Daily Profit (%) | 0.3534 | 0.3114 | 0.0419 | 0.1714 | 0.1775 | 0 |
| Buy And Hold Return (%) | 830.0881 | 830.0881 | 830.0881 | 830.0881 | 830.0881 | 830.0881 |
| Max Trade Drawdown | -119593 | -92573 | -75802 | -4183748 | -2705506 | -3641694 |
| Profit Factor | 2.9745 | 4.821 | 1.4303 | 1.675 | 2.9179 | 0.808 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Profitability (%) | 64 | 64.8649 | 63.1579 | 64 | 64.8649 | 63.1579 |
| Ratio Avg Win / Avg Loss | 1.6731 | 2.6114 | 0.8343 | 0.9422 | 1.5806 | 0.4713 |
| Largest Winning Trade | 325124 | 325124 | 45308 | 3711716 | 3711716 | 921485 |
| Largest Losing Trade | -65835 | -37996 | -65835 | -3258072 | -1026012 | -3258072 |
| Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
| Avg Bars in Winners | 73 | 83 | 64 | 73 | 83 | 64 |
| Avg Bars in Losers | 44 | 61 | 28 | 44 | 61 | 28 |
| Bars Traded | 4734 | 2794 | 1940 | 4734 | 2794 | 1940 |
| Profit Streak | 79.8371 | 84.3371 | 79.8371 | 79.8371 | 84.3371 | 79.8371 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -188932 | -146633 | -301183 | -50033 | 572676 | -578501 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541851200000,
"first_datapoint_time": 1547510400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757880322436,
"expiration_time": 1764332496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 132,
"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": [
[
883551.3665831262,
778698.0474236866,
104853.3191594397,
7136364.41760222,
8332333.68778757,
-1195969.2701853507
],
[
883.551367,
778.698047,
104.853319,
7136.364418,
8332.333688,
-1195.96927
],
[
0.35335,
0.311417,
0.041933,
0.171381,
0.177508,
0
],
[
830.088117,
830.088117,
830.088117,
830.088117,
830.088117,
830.088117
],
[
-119593,
-92573,
-75802,
-4183748,
-2705506,
-3641694
],
[
2.97446,
4.820992,
1.430264,
1.67495,
2.917949,
0.807993
],
[
75,
37,
38,
75,
37,
38
],
[
48,
24,
24,
48,
24,
24
],
[
27,
13,
14,
27,
13,
14
],
[
64,
64.864865,
63.157895,
64,
64.864865,
63.157895
],
[
1.673134,
2.61137,
0.834321,
0.94216,
1.580555,
0.471329
],
[
325124,
325124,
45308,
3711716,
3711716,
921485
],
[
-65835,
-37996,
-65835,
-3258072,
-1026012,
-3258072
],
[
63,
75,
51,
63,
75,
51
],
[
73,
83,
64,
73,
83,
64
],
[
44,
61,
28,
44,
61,
28
],
[
4734,
2794,
1940,
4734,
2794,
1940
],
[
79.837065,
84.337065,
79.837065,
79.837065,
84.337065,
79.837065
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-188932,
-146633,
-301183,
-50033,
572676,
-578501
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541851200000,
"first_datapoint_time": 1547510400000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757880322436,
"expiration_time": 1764332496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 132,
"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) |
|---|