| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 898933.9457 | 786363.98 | 112569.9657 | 9941725.9399 | 12530904.7288 | -2589178.7889 |
| Total P&L (%) | 898.9339 | 786.364 | 112.57 | 9941.7259 | 12530.9047 | -2589.1788 |
| Avg Daily Profit (%) | 0.3596 | 0.3145 | 0.045 | 0.1845 | 0.1937 | 0 |
| Buy And Hold Return (%) | 888.223 | 888.223 | 888.223 | 888.223 | 888.223 | 888.223 |
| Max Trade Drawdown | -102952 | -72331 | -68774 | -11466823 | -7410559 | -5623838 |
| Profit Factor | 2.0667 | 2.6323 | 1.3119 | 1.2707 | 1.5604 | 0.8198 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
| Losing Trades | 92 | 42 | 50 | 92 | 42 | 50 |
| Profitability (%) | 49.4505 | 53.8462 | 45.0549 | 49.4505 | 53.8462 | 45.0549 |
| Ratio Avg Win / Avg Loss | 2.1126 | 2.2562 | 1.5998 | 1.2989 | 1.3375 | 0.9997 |
| Largest Winning Trade | 202579 | 202579 | 63235 | 7843725 | 7843725 | 2016104 |
| Largest Losing Trade | -39754 | -39754 | -34740 | -3403083 | -3403083 | -2738521 |
| Avg Bars in Trades | 53 | 55 | 52 | 53 | 55 | 52 |
| Avg Bars in Winners | 63 | 57 | 71 | 63 | 57 | 71 |
| Avg Bars in Losers | 43 | 53 | 35 | 43 | 53 | 35 |
| Bars Traded | 9773 | 5040 | 4733 | 9773 | 5040 | 4733 |
| Profit Streak | 33.0424 | 0 | 42.7924 | 33.0424 | 0 | 42.7924 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147415 | -151553 | -298961 | 327269 | 354494 | -582460 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542564000000,
"first_datapoint_time": 1545004800000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758567662319,
"expiration_time": 1765044000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 52,
"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": [
[
898933.9456524517,
786363.9799938283,
112569.965658623,
9941725.9398707,
12530904.728756696,
-2589178.7888859934
],
[
898.933946,
786.36398,
112.569966,
9941.72594,
12530.904729,
-2589.178789
],
[
0.359574,
0.314546,
0.045028,
0.184543,
0.193737,
0
],
[
888.223033,
888.223033,
888.223033,
888.223033,
888.223033,
888.223033
],
[
-102952,
-72331,
-68774,
-11466823,
-7410559,
-5623838
],
[
2.066718,
2.632264,
1.311874,
1.270692,
1.560424,
0.819788
],
[
182,
91,
91,
182,
91,
91
],
[
90,
49,
41,
90,
49,
41
],
[
92,
42,
50,
92,
42,
50
],
[
49.450549,
53.846154,
45.054945,
49.450549,
53.846154,
45.054945
],
[
2.112645,
2.256226,
1.599846,
1.29893,
1.337506,
0.999741
],
[
202579,
202579,
63235,
7843725,
7843725,
2016104
],
[
-39754,
-39754,
-34740,
-3403083,
-3403083,
-2738521
],
[
53,
55,
52,
53,
55,
52
],
[
63,
57,
71,
63,
57,
71
],
[
43,
53,
35,
43,
53,
35
],
[
9773,
5040,
4733,
9773,
5040,
4733
],
[
33.042388,
0,
42.792388,
33.042388,
0,
42.792388
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147415,
-151553,
-298961,
327269,
354494,
-582460
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542564000000,
"first_datapoint_time": 1545004800000,
"last_datapoint_time": 1758564000000,
"evaluation_time": 1758567662319,
"expiration_time": 1765044000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 52,
"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) |
|---|