| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 749050.4221 | 690709.8431 | 58340.5789 | 4172595.5417 | 3879858.7181 | 292736.8236 |
| Total P&L (%) | 749.0504 | 690.7098 | 58.3406 | 4172.5955 | 3879.8587 | 292.7368 |
| Avg Daily Profit (%) | 0.3597 | 0.3316 | 0.028 | 0.1805 | 0.177 | 0.0657 |
| Buy And Hold Return (%) | 1218.1638 | 1218.1638 | 1218.1638 | 1218.1638 | 1218.1638 | 1218.1638 |
| Max Trade Drawdown | -85857 | -81870 | -51543 | -1154600 | -1113960 | -956366 |
| Profit Factor | 2.1206 | 2.3892 | 1.3407 | 1.5174 | 1.682 | 1.1233 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
| Losing Trades | 97 | 46 | 51 | 97 | 46 | 51 |
| Profitability (%) | 50.2564 | 52.5773 | 47.9592 | 50.2564 | 52.5773 | 47.9592 |
| Ratio Avg Win / Avg Loss | 2.0989 | 2.1549 | 1.4548 | 1.502 | 1.5171 | 1.2189 |
| Largest Winning Trade | 209477 | 209477 | 26032 | 1682630 | 1682630 | 290931 |
| Largest Losing Trade | -57864 | -57864 | -15378 | -575021 | -575021 | -317172 |
| Avg Bars in Trades | 127 | 234 | 20 | 127 | 234 | 20 |
| Avg Bars in Winners | 103 | 178 | 21 | 103 | 178 | 21 |
| Avg Bars in Losers | 150 | 296 | 19 | 150 | 296 | 19 |
| Bars Traded | 24774 | 22771 | 2003 | 24774 | 22771 | 2003 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151288 | -152024 | -321710 | 313760 | 292320 | -356726 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1578340800000,
"first_datapoint_time": 1579168800000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758349500413,
"expiration_time": 1764825926400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 40,
"offset": 0,
"std": 1.38427
}
}
}
{
"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": [
[
749050.4220542811,
690709.8431464832,
58340.5789077979,
4172595.541705573,
3879858.71807886,
292736.823626712
],
[
749.050422,
690.709843,
58.340579,
4172.595542,
3879.858718,
292.736824
],
[
0.359659,
0.331646,
0.028012,
0.180451,
0.177037,
0.065705
],
[
1218.163848,
1218.163848,
1218.163848,
1218.163848,
1218.163848,
1218.163848
],
[
-85857,
-81870,
-51543,
-1154600,
-1113960,
-956366
],
[
2.120569,
2.389181,
1.340677,
1.517437,
1.681988,
1.123261
],
[
195,
97,
98,
195,
97,
98
],
[
98,
51,
47,
98,
51,
47
],
[
97,
46,
51,
97,
46,
51
],
[
50.25641,
52.57732,
47.959184,
50.25641,
52.57732,
47.959184
],
[
2.098931,
2.154947,
1.454778,
1.501953,
1.517088,
1.218858
],
[
209477,
209477,
26032,
1682630,
1682630,
290931
],
[
-57864,
-57864,
-15378,
-575021,
-575021,
-317172
],
[
127,
234,
20,
127,
234,
20
],
[
103,
178,
21,
103,
178,
21
],
[
150,
296,
19,
150,
296,
19
],
[
24774,
22771,
2003,
24774,
22771,
2003
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151288,
-152024,
-321710,
313760,
292320,
-356726
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1578340800000,
"first_datapoint_time": 1579168800000,
"last_datapoint_time": 1758348000000,
"evaluation_time": 1758349500413,
"expiration_time": 1764825926400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 40,
"offset": 0,
"std": 1.38427
}
}
}
| # | 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) |
|---|