| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1091995.6821 | 884632.4854 | 207363.1968 | 51624999.3553 | 53266249.2474 | -1641249.892 |
| Total P&L (%) | 1091.9957 | 884.6325 | 207.3632 | 51624.9994 | 53266.2492 | -1641.2499 |
| Avg Daily Profit (%) | 0.4367 | 0.3538 | 0.0829 | 0.2502 | 0.2515 | 0 |
| Buy And Hold Return (%) | 820.1456 | 820.1456 | 820.1456 | 820.1456 | 820.1456 | 820.1456 |
| Max Trade Drawdown | -104502 | -38128 | -92845 | -25724078 | -3744313 | -28534648 |
| Profit Factor | 4.7889 | 8.8198 | 2.1844 | 2.1827 | 6.5761 | 0.9519 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
| Profitability (%) | 69.2308 | 62.5 | 75.7576 | 69.2308 | 62.5 | 75.7576 |
| Ratio Avg Win / Avg Loss | 2.1284 | 5.2919 | 0.699 | 0.9701 | 3.9457 | 0.3046 |
| Largest Winning Trade | 366021 | 366021 | 46499 | 22696492 | 22696492 | 6632706 |
| Largest Losing Trade | -67432 | -22459 | -67432 | -21508224 | -2332961 | -21508224 |
| Avg Bars in Trades | 72 | 89 | 56 | 72 | 89 | 56 |
| Avg Bars in Winners | 73 | 94 | 57 | 73 | 94 | 57 |
| Avg Bars in Losers | 70 | 81 | 53 | 70 | 81 | 53 |
| Bars Traded | 4726 | 2863 | 1863 | 4726 | 2863 | 1863 |
| Profit Streak | 232.6208 | 340.1208 | 232.6208 | 232.6208 | 340.1208 | 232.6208 |
| Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -177034 | -120483 | -241964 | -122238 | 718482 | -576108 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757991239363,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 123,
"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": [
[
1091995.6821382733,
884632.4853775993,
207363.1967606737,
51624999.35534163,
53266249.247356415,
-1641249.8920147899
],
[
1091.995682,
884.632485,
207.363197,
51624.999355,
53266.249247,
-1641.249892
],
[
0.436711,
0.353782,
0.082929,
0.250204,
0.251456,
0
],
[
820.145639,
820.145639,
820.145639,
820.145639,
820.145639,
820.145639
],
[
-104502,
-38128,
-92845,
-25724078,
-3744313,
-28534648
],
[
4.788942,
8.819804,
2.1844,
2.182682,
6.576085,
0.951867
],
[
65,
32,
33,
65,
32,
33
],
[
45,
20,
25,
45,
20,
25
],
[
20,
12,
8,
20,
12,
8
],
[
69.230769,
62.5,
75.757576,
69.230769,
62.5,
75.757576
],
[
2.128419,
5.291883,
0.699008,
0.970081,
3.945651,
0.304597
],
[
366021,
366021,
46499,
22696492,
22696492,
6632706
],
[
-67432,
-22459,
-67432,
-21508224,
-2332961,
-21508224
],
[
72,
89,
56,
72,
89,
56
],
[
73,
94,
57,
73,
94,
57
],
[
70,
81,
53,
70,
81,
53
],
[
4726,
2863,
1863,
4726,
2863,
1863
],
[
232.620826,
340.120826,
232.620826,
232.620826,
340.120826,
232.620826
],
[
6,
4,
3,
6,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-177034,
-120483,
-241964,
-122238,
718482,
-576108
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757991239363,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 123,
"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) |
|---|