| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1015428.5335 | 858435.1042 | 156993.4293 | 20730475.0439 | 27005796.289 | -6275321.2451 |
| Total P&L (%) | 1015.4285 | 858.4351 | 156.9934 | 20730.475 | 27005.7963 | -6275.3212 |
| Avg Daily Profit (%) | 0.4061 | 0.3433 | 0.0628 | 0.2138 | 0.2243 | 0 |
| Buy And Hold Return (%) | 720.0391 | 720.0391 | 720.0391 | 720.0391 | 720.0391 | 720.0391 |
| Max Trade Drawdown | -89073 | -38896 | -88865 | -13761312 | -3716730 | -17027388 |
| Profit Factor | 3.094 | 4.8398 | 1.6007 | 1.6158 | 3.3742 | 0.7185 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 53.4653 | 50 | 56.8627 | 53.4653 | 50 | 56.8627 |
| Ratio Avg Win / Avg Loss | 2.6929 | 4.8398 | 1.2143 | 1.4063 | 3.3742 | 0.5451 |
| Largest Winning Trade | 374930 | 374930 | 48892 | 15906468 | 15906468 | 1914353 |
| Largest Losing Trade | -64327 | -20947 | -64327 | -11514603 | -2371405 | -11514603 |
| Avg Bars in Trades | 96 | 99 | 93 | 96 | 99 | 93 |
| Avg Bars in Winners | 117 | 125 | 110 | 117 | 125 | 110 |
| Avg Bars in Losers | 71 | 72 | 69 | 71 | 72 | 69 |
| Bars Traded | 9705 | 4959 | 4746 | 9705 | 4959 | 4746 |
| Profit Streak | 169.2612 | 169.2612 | 248.0112 | 169.2612 | 169.2612 | 248.0112 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -20307 | -268127 | -450733 | 440361 | -164389 | -758567 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542391200000,
"first_datapoint_time": 1546927200000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758413765156,
"expiration_time": 1764893448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 82,
"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": [
[
1015428.5335403618,
858435.1041953366,
156993.429345025,
20730475.043913025,
27005796.289024193,
-6275321.245111169
],
[
1015.428534,
858.435104,
156.993429,
20730.475044,
27005.796289,
-6275.321245
],
[
0.406131,
0.34334,
0.062791,
0.213767,
0.224322,
0
],
[
720.039098,
720.039098,
720.039098,
720.039098,
720.039098,
720.039098
],
[
-89073,
-38896,
-88865,
-13761312,
-3716730,
-17027388
],
[
3.093961,
4.839812,
1.600655,
1.615784,
3.374238,
0.718478
],
[
101,
50,
51,
101,
50,
51
],
[
54,
25,
29,
54,
25,
29
],
[
47,
25,
22,
47,
25,
22
],
[
53.465347,
50,
56.862745,
53.465347,
50,
56.862745
],
[
2.692892,
4.839812,
1.21429,
1.40633,
3.374238,
0.545052
],
[
374930,
374930,
48892,
15906468,
15906468,
1914353
],
[
-64327,
-20947,
-64327,
-11514603,
-2371405,
-11514603
],
[
96,
99,
93,
96,
99,
93
],
[
117,
125,
110,
117,
125,
110
],
[
71,
72,
69,
71,
72,
69
],
[
9705,
4959,
4746,
9705,
4959,
4746
],
[
169.261171,
169.261171,
248.011171,
169.261171,
169.261171,
248.011171
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-20307,
-268127,
-450733,
440361,
-164389,
-758567
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542391200000,
"first_datapoint_time": 1546927200000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758413765156,
"expiration_time": 1764893448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 82,
"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) |
|---|