| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 889836.5534 | 764335.5012 | 125501.0522 | 10775467.2576 | 15940199.628 | -5164732.3704 |
| Total P&L (%) | 889.8366 | 764.3355 | 125.5011 | 10775.4673 | 15940.1996 | -5164.7324 |
| Avg Daily Profit (%) | 0.3559 | 0.3057 | 0.0502 | 0.1877 | 0.2033 | 0 |
| Buy And Hold Return (%) | 820.4308 | 820.4308 | 820.4308 | 820.4308 | 820.4308 | 820.4308 |
| Max Trade Drawdown | -87899 | -47177 | -106901 | -9553726 | -3895034 | -11740091 |
| Profit Factor | 1.8493 | 2.5372 | 1.2279 | 1.2083 | 1.6885 | 0.8193 |
| Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
| Winning Trades | 201 | 100 | 101 | 201 | 100 | 101 |
| Losing Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Profitability (%) | 55.6787 | 55.5556 | 55.8011 | 55.6787 | 55.5556 | 55.8011 |
| Ratio Avg Win / Avg Loss | 1.472 | 2.0298 | 0.9726 | 0.9618 | 1.3508 | 0.6489 |
| Largest Winning Trade | 176983 | 176983 | 49126 | 5249526 | 5249526 | 2811935 |
| Largest Losing Trade | -66926 | -24907 | -66926 | -7828014 | -2029889 | -7828014 |
| Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
| Avg Bars in Winners | 28 | 26 | 31 | 28 | 26 | 31 |
| Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
| Bars Traded | 9731 | 4633 | 5098 | 9731 | 4633 | 5098 |
| Profit Streak | 0 | 170.4707 | 0 | 0 | 170.4707 | 0 |
| Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -124788 | -149174 | -292251 | 312876 | 467219 | -579355 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757999870846,
"expiration_time": 1764460800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
889836.553434272,
764335.5012014438,
125501.0522328275,
10775467.257603006,
15940199.627993694,
-5164732.370390693
],
[
889.836553,
764.335501,
125.501052,
10775.467258,
15940.199628,
-5164.73237
],
[
0.355935,
0.305734,
0.0502,
0.18774,
0.203314,
0
],
[
820.430769,
820.430769,
820.430769,
820.430769,
820.430769,
820.430769
],
[
-87899,
-47177,
-106901,
-9553726,
-3895034,
-11740091
],
[
1.84925,
2.537247,
1.227943,
1.208303,
1.688464,
0.819267
],
[
361,
180,
181,
361,
180,
181
],
[
201,
100,
101,
201,
100,
101
],
[
160,
80,
80,
160,
80,
80
],
[
55.67867,
55.555556,
55.801105,
55.67867,
55.555556,
55.801105
],
[
1.47204,
2.029798,
0.972628,
0.961833,
1.350771,
0.648924
],
[
176983,
176983,
49126,
5249526,
5249526,
2811935
],
[
-66926,
-24907,
-66926,
-7828014,
-2029889,
-7828014
],
[
26,
25,
28,
26,
25,
28
],
[
28,
26,
31,
28,
26,
31
],
[
24,
25,
23,
24,
25,
23
],
[
9731,
4633,
5098,
9731,
4633,
5098
],
[
0,
170.470727,
0,
0,
170.470727,
0
],
[
0,
6,
0,
0,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-124788,
-149174,
-292251,
312876,
467219,
-579355
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1547251200000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757999870846,
"expiration_time": 1764460800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|