| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 919610.1247 | 812489.746 | 107120.3787 | 10817449.701 | 11263139.2578 | -445689.5567 |
| Total P&L (%) | 919.6101 | 812.4897 | 107.1204 | 10817.4497 | 11263.1393 | -445.6896 |
| Avg Daily Profit (%) | 0.3677 | 0.3249 | 0.0428 | 0.1878 | 0.1894 | 0 |
| Buy And Hold Return (%) | 774.9197 | 774.9197 | 774.9197 | 774.9197 | 774.9197 | 774.9197 |
| Max Trade Drawdown | -94282 | -99388 | -72153 | -8838308 | -3823352 | -5014956 |
| Profit Factor | 1.9492 | 2.6493 | 1.225 | 1.2999 | 1.6429 | 0.976 |
| Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Winning Trades | 119 | 62 | 57 | 119 | 62 | 57 |
| Losing Trades | 128 | 61 | 67 | 128 | 61 | 67 |
| Profitability (%) | 48.1781 | 50.4065 | 45.9677 | 48.1781 | 50.4065 | 45.9677 |
| Ratio Avg Win / Avg Loss | 2.0967 | 2.6065 | 1.4399 | 1.3982 | 1.6164 | 1.1472 |
| Largest Winning Trade | 304019 | 304019 | 63587 | 8413857 | 8413857 | 3059103 |
| Largest Losing Trade | -36914 | -31865 | -36914 | -3342155 | -3342155 | -2549764 |
| Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
| Avg Bars in Winners | 37 | 40 | 34 | 37 | 40 | 34 |
| Avg Bars in Losers | 21 | 27 | 17 | 21 | 27 | 17 |
| Bars Traded | 7286 | 4162 | 3124 | 7286 | 4162 | 3124 |
| Profit Streak | 76.3493 | 94.016 | 76.3493 | 76.3493 | 94.016 | 76.3493 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -92688 | -136151 | -302808 | 354353 | 411938 | -580068 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547884800000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758644580593,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 106,
"offset": 0,
"multiplier": 3.21761
}
}
}
{
"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": [
[
919610.1246963943,
812489.7460079354,
107120.3786884596,
10817449.701008972,
11263139.257750202,
-445689.55674123
],
[
919.610125,
812.489746,
107.120379,
10817.449701,
11263.139258,
-445.689557
],
[
0.367697,
0.324866,
0.042831,
0.187819,
0.189422,
0
],
[
774.919722,
774.919722,
774.919722,
774.919722,
774.919722,
774.919722
],
[
-94282,
-99388,
-72153,
-8838308,
-3823352,
-5014956
],
[
1.949231,
2.649266,
1.224968,
1.299899,
1.642895,
0.975975
],
[
247,
123,
124,
247,
123,
124
],
[
119,
62,
57,
119,
62,
57
],
[
128,
61,
67,
128,
61,
67
],
[
48.178138,
50.406504,
45.967742,
48.178138,
50.406504,
45.967742
],
[
2.096652,
2.606536,
1.439875,
1.39821,
1.616396,
1.147198
],
[
304019,
304019,
63587,
8413857,
8413857,
3059103
],
[
-36914,
-31865,
-36914,
-3342155,
-3342155,
-2549764
],
[
29,
33,
25,
29,
33,
25
],
[
37,
40,
34,
37,
40,
34
],
[
21,
27,
17,
21,
27,
17
],
[
7286,
4162,
3124,
7286,
4162,
3124
],
[
76.349312,
94.015979,
76.349312,
76.349312,
94.015979,
76.349312
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-92688,
-136151,
-302808,
354353,
411938,
-580068
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547884800000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758644580593,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 106,
"offset": 0,
"multiplier": 3.21761
}
}
}
| # | 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) |
|---|