| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 579319.812 | 524321.2006 | 54998.6114 | 999814.8501 | 4494598.9215 | -3494784.0714 |
| Total P&L (%) | 579.3198 | 524.3212 | 54.9986 | 999.8149 | 4494.5989 | -3494.7841 |
| Avg Daily Profit (%) | 0.2317 | 0.2097 | 0.022 | 0.0959 | 0.1532 | 0 |
| Buy And Hold Return (%) | 891.4938 | 891.4938 | 891.4938 | 891.4938 | 891.4938 | 891.4938 |
| Max Trade Drawdown | -161935 | -57454 | -136484 | -5531759 | -595708 | -5340007 |
| Profit Factor | 2.2889 | 5.2728 | 1.1683 | 1.1357 | 5.6591 | 0.4543 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 59.4595 | 59.4595 | 59.4595 | 59.4595 | 59.4595 | 59.4595 |
| Ratio Avg Win / Avg Loss | 1.5606 | 3.5951 | 0.7966 | 0.7743 | 3.8585 | 0.3098 |
| Largest Winning Trade | 149348 | 149348 | 54943 | 2092243 | 2092243 | 852102 |
| Largest Losing Trade | -80555 | -33818 | -80555 | -4662676 | -365338 | -4662676 |
| Avg Bars in Trades | 61 | 72 | 49 | 61 | 72 | 49 |
| Avg Bars in Winners | 75 | 79 | 72 | 75 | 79 | 72 |
| Avg Bars in Losers | 39 | 62 | 16 | 39 | 62 | 16 |
| Bars Traded | 4520 | 2687 | 1833 | 4520 | 2687 | 1833 |
| Profit Streak | 0 | 0 | 292.959 | 0 | 0 | 292.959 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -220385 | -148430 | -363720 | -332671 | 570314 | -578198 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1552132800000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758193256310,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 232,
"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": [
[
579319.8120402565,
524321.2005968567,
54998.6114433997,
999814.8500879263,
4494598.921514379,
-3494784.071426453
],
[
579.319812,
524.321201,
54.998611,
999.81485,
4494.598922,
-3494.784071
],
[
0.231682,
0.209687,
0.021995,
0.095936,
0.153185,
0
],
[
891.493835,
891.493835,
891.493835,
891.493835,
891.493835,
891.493835
],
[
-161935,
-57454,
-136484,
-5531759,
-595708,
-5340007
],
[
2.288909,
5.272769,
1.168319,
1.135679,
5.659114,
0.454307
],
[
74,
37,
37,
74,
37,
37
],
[
44,
22,
22,
44,
22,
22
],
[
30,
15,
15,
30,
15,
15
],
[
59.459459,
59.459459,
59.459459,
59.459459,
59.459459,
59.459459
],
[
1.56062,
3.59507,
0.796581,
0.774326,
3.858487,
0.309755
],
[
149348,
149348,
54943,
2092243,
2092243,
852102
],
[
-80555,
-33818,
-80555,
-4662676,
-365338,
-4662676
],
[
61,
72,
49,
61,
72,
49
],
[
75,
79,
72,
75,
79,
72
],
[
39,
62,
16,
39,
62,
16
],
[
4520,
2687,
1833,
4520,
2687,
1833
],
[
0,
0,
292.958985,
0,
0,
292.958985
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-220385,
-148430,
-363720,
-332671,
570314,
-578198
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542153600000,
"first_datapoint_time": 1552132800000,
"last_datapoint_time": 1758153600000,
"evaluation_time": 1758193256310,
"expiration_time": 1764634896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 232,
"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) |
|---|