| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 914587.4 | 835521.7156 | 79065.6844 | 4777618.1029 | 5447073.2156 | -669455.1127 |
| Total P&L (%) | 914.5874 | 835.5217 | 79.0657 | 4777.6181 | 5447.0732 | -669.4551 |
| Avg Daily Profit (%) | 0.3659 | 0.3343 | 0.0316 | 0.1556 | 0.1608 | 0 |
| Buy And Hold Return (%) | 708.1671 | 708.1671 | 708.1671 | 708.1671 | 708.1671 | 708.1671 |
| Max Trade Drawdown | -73909 | -71924 | -69148 | -2614111 | -1559942 | -2338552 |
| Profit Factor | 2.1737 | 2.9853 | 1.2206 | 1.4423 | 1.8994 | 0.8589 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Profitability (%) | 43.8272 | 43.2099 | 44.4444 | 43.8272 | 43.2099 | 44.4444 |
| Ratio Avg Win / Avg Loss | 2.786 | 3.9235 | 1.5258 | 1.8486 | 2.4964 | 1.0736 |
| Largest Winning Trade | 337606 | 337606 | 65661 | 4151254 | 4151254 | 497555 |
| Largest Losing Trade | -52900 | -37646 | -52900 | -988907 | -869085 | -988907 |
| Avg Bars in Trades | 90 | 93 | 87 | 90 | 93 | 87 |
| Avg Bars in Winners | 118 | 112 | 125 | 118 | 112 | 125 |
| Avg Bars in Losers | 68 | 80 | 56 | 68 | 80 | 56 |
| Bars Traded | 14661 | 7613 | 7048 | 14661 | 7613 | 7048 |
| Profit Streak | 34.0667 | 0 | 39.0667 | 34.0667 | 0 | 39.0667 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -62512 | -109540 | -329268 | 307592 | -3289 | -592683 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1545292800000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758303366965,
"expiration_time": 1764776304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 88,
"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": [
[
914587.4000377173,
835521.7155890575,
79065.6844486603,
4777618.102909282,
5447073.215620872,
-669455.1127115893
],
[
914.5874,
835.521716,
79.065684,
4777.618103,
5447.073216,
-669.455113
],
[
0.365908,
0.334276,
0.031633,
0.155642,
0.160795,
0
],
[
708.167116,
708.167116,
708.167116,
708.167116,
708.167116,
708.167116
],
[
-73909,
-71924,
-69148,
-2614111,
-1559942,
-2338552
],
[
2.17367,
2.985292,
1.220608,
1.442345,
1.899442,
0.858902
],
[
162,
81,
81,
162,
81,
81
],
[
71,
35,
36,
71,
35,
36
],
[
91,
46,
45,
91,
46,
45
],
[
43.82716,
43.209877,
44.444444,
43.82716,
43.209877,
44.444444
],
[
2.785972,
3.923527,
1.52576,
1.848639,
2.49641,
1.073627
],
[
337606,
337606,
65661,
4151254,
4151254,
497555
],
[
-52900,
-37646,
-52900,
-988907,
-869085,
-988907
],
[
90,
93,
87,
90,
93,
87
],
[
118,
112,
125,
118,
112,
125
],
[
68,
80,
56,
68,
80,
56
],
[
14661,
7613,
7048,
14661,
7613,
7048
],
[
34.066747,
0,
39.066747,
34.066747,
0,
39.066747
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-62512,
-109540,
-329268,
307592,
-3289,
-592683
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14997,
"evaluation_days": 2499.5,
"actual_first_datapoint_time": 1542283200000,
"first_datapoint_time": 1545292800000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758303366965,
"expiration_time": 1764776304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 88,
"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) |
|---|