| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 629864.1181 | 595039.6811 | 34824.4369 | 380378.8809 | 4460694.74 | -4080315.8591 |
| Total P&L (%) | 629.8641 | 595.0397 | 34.8244 | 380.3789 | 4460.6947 | -4080.3159 |
| Avg Daily Profit (%) | 0.2519 | 0.238 | 0.0139 | 0.0628 | 0.1529 | 0 |
| Buy And Hold Return (%) | 851.0031 | 851.0031 | 851.0031 | 851.0031 | 851.0031 | 851.0031 |
| Max Trade Drawdown | -130772 | -80259 | -134124 | -3370580 | -1126081 | -4484103 |
| Profit Factor | 2.2356 | 4.8005 | 1.0986 | 1.0464 | 4.209 | 0.4013 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Profitability (%) | 61.194 | 63.6364 | 58.8235 | 61.194 | 63.6364 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.4177 | 2.7432 | 0.769 | 0.6635 | 2.4051 | 0.2809 |
| Largest Winning Trade | 137265 | 137265 | 61624 | 1906161 | 1906161 | 352291 |
| Largest Losing Trade | -85795 | -43493 | -85795 | -2176670 | -496725 | -2176670 |
| Avg Bars in Trades | 70 | 75 | 65 | 70 | 75 | 65 |
| Avg Bars in Winners | 77 | 67 | 87 | 77 | 67 | 87 |
| Avg Bars in Losers | 59 | 88 | 33 | 59 | 88 | 33 |
| Bars Traded | 4707 | 2483 | 2224 | 4707 | 2483 | 2224 |
| Profit Streak | 71.575 | 134.575 | 71.575 | 71.575 | 134.575 | 71.575 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -272734 | -147063 | -452065 | -564657 | 589706 | -579093 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894477640,
"expiration_time": 1765196496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 136,
"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": [
[
629864.1180629883,
595039.681134013,
34824.436928975,
380378.880903124,
4460694.739988366,
-4080315.8590852404
],
[
629.864118,
595.039681,
34.824437,
380.378881,
4460.69474,
-4080.315859
],
[
0.251895,
0.237968,
0.013927,
0.062783,
0.152889,
0
],
[
851.003099,
851.003099,
851.003099,
851.003099,
851.003099,
851.003099
],
[
-130772,
-80259,
-134124,
-3370580,
-1126081,
-4484103
],
[
2.235609,
4.800535,
1.098599,
1.046356,
4.209006,
0.401323
],
[
67,
33,
34,
67,
33,
34
],
[
41,
21,
20,
41,
21,
20
],
[
26,
12,
14,
26,
12,
14
],
[
61.19403,
63.636364,
58.823529,
61.19403,
63.636364,
58.823529
],
[
1.417703,
2.743163,
0.769019,
0.663543,
2.405146,
0.280926
],
[
137265,
137265,
61624,
1906161,
1906161,
352291
],
[
-85795,
-43493,
-85795,
-2176670,
-496725,
-2176670
],
[
70,
75,
65,
70,
75,
65
],
[
77,
67,
87,
77,
67,
87
],
[
59,
88,
33,
59,
88,
33
],
[
4707,
2483,
2224,
4707,
2483,
2224
],
[
71.574973,
134.574973,
71.574973,
71.574973,
134.574973,
71.574973
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-272734,
-147063,
-452065,
-564657,
589706,
-579093
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894477640,
"expiration_time": 1765196496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 136,
"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) |
|---|