| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 927495.0036 | 781831.5068 | 145663.4968 | 18894904.9491 | 27820708.3379 | -8925803.3888 |
| Total P&L (%) | 927.495 | 781.8315 | 145.6635 | 18894.9049 | 27820.7083 | -8925.8034 |
| Avg Daily Profit (%) | 0.371 | 0.3127 | 0.0583 | 0.2101 | 0.2255 | 0 |
| Buy And Hold Return (%) | 876.8727 | 876.8727 | 876.8727 | 876.8727 | 876.8727 | 876.8727 |
| Max Trade Drawdown | -97825 | -47090 | -90905 | -16481362 | -5958409 | -21218903 |
| Profit Factor | 2.383 | 3.5455 | 1.4007 | 1.2907 | 2.0018 | 0.7602 |
| Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
| Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
| Profitability (%) | 46.9072 | 44.3299 | 49.4845 | 46.9072 | 44.3299 | 49.4845 |
| Ratio Avg Win / Avg Loss | 2.6972 | 4.4525 | 1.4299 | 1.4609 | 2.5139 | 0.7761 |
| Largest Winning Trade | 172123 | 172123 | 50329 | 9238419 | 9238419 | 5381230 |
| Largest Losing Trade | -66544 | -24585 | -66544 | -14288485 | -4466672 | -14288485 |
| Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
| Avg Bars in Winners | 63 | 60 | 65 | 63 | 60 | 65 |
| Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
| Bars Traded | 9597 | 4320 | 5277 | 9597 | 4320 | 5277 |
| Profit Streak | 0 | 171.2799 | 0 | 0 | 171.2799 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -133965 | -151580 | -280693 | 286704 | 378987 | -581273 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1547402400000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758069785813,
"expiration_time": 1764547200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
927495.003587884,
781831.5067944967,
145663.4967933871,
18894904.94910614,
27820708.337878752,
-8925803.388772596
],
[
927.495004,
781.831507,
145.663497,
18894.904949,
27820.708338,
-8925.803389
],
[
0.370998,
0.312733,
0.058265,
0.210091,
0.225532,
0
],
[
876.872671,
876.872671,
876.872671,
876.872671,
876.872671,
876.872671
],
[
-97825,
-47090,
-90905,
-16481362,
-5958409,
-21218903
],
[
2.382956,
3.545482,
1.400707,
1.290698,
2.001785,
0.760234
],
[
194,
97,
97,
194,
97,
97
],
[
91,
43,
48,
91,
43,
48
],
[
103,
54,
49,
103,
54,
49
],
[
46.907216,
44.329897,
49.484536,
46.907216,
44.329897,
49.484536
],
[
2.697192,
4.452466,
1.429888,
1.4609,
2.513869,
0.776073
],
[
172123,
172123,
50329,
9238419,
9238419,
5381230
],
[
-66544,
-24585,
-66544,
-14288485,
-4466672,
-14288485
],
[
49,
44,
54,
49,
44,
54
],
[
63,
60,
65,
63,
60,
65
],
[
37,
31,
43,
37,
31,
43
],
[
9597,
4320,
5277,
9597,
4320,
5277
],
[
0,
171.279928,
0,
0,
171.279928,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133965,
-151580,
-280693,
286704,
378987,
-581273
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1547402400000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758069785813,
"expiration_time": 1764547200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|