| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 888133.9526 | 795896.7146 | 92237.238 | 6390214.3728 | 14142754.9033 | -7752540.5305 |
| Total P&L (%) | 888.134 | 795.8967 | 92.2372 | 6390.2144 | 14142.7549 | -7752.5405 |
| Avg Daily Profit (%) | 0.3552 | 0.3183 | 0.0369 | 0.167 | 0.1985 | 0 |
| Buy And Hold Return (%) | 857.1361 | 857.1361 | 857.1361 | 857.1361 | 857.1361 | 857.1361 |
| Max Trade Drawdown | -126753 | -53793 | -112250 | -15264953 | -5213610 | -12599292 |
| Profit Factor | 2.9415 | 5.0183 | 1.3556 | 1.2583 | 2.5745 | 0.5079 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
| Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
| Profitability (%) | 55.4217 | 46.3415 | 64.2857 | 55.4217 | 46.3415 | 64.2857 |
| Ratio Avg Win / Avg Loss | 2.366 | 5.8107 | 0.7531 | 1.0121 | 2.981 | 0.2822 |
| Largest Winning Trade | 360128 | 360128 | 50092 | 15422380 | 15422380 | 1285565 |
| Largest Losing Trade | -34648 | -34419 | -34648 | -6827492 | -3313746 | -6827492 |
| Avg Bars in Trades | 85 | 87 | 82 | 85 | 87 | 82 |
| Avg Bars in Winners | 102 | 118 | 91 | 102 | 118 | 91 |
| Avg Bars in Losers | 64 | 61 | 68 | 64 | 61 | 68 |
| Bars Traded | 7071 | 3589 | 3483 | 7071 | 3589 | 3483 |
| Profit Streak | 62.9053 | 77.2386 | 62.9053 | 62.9053 | 77.2386 | 62.9053 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139146 | -149749 | -308185 | 287435 | 435772 | -578323 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541606400000,
"first_datapoint_time": 1548316800000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757627017268,
"expiration_time": 1764087264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 124,
"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": [
[
888133.9526036453,
795896.7146338193,
92237.2379698261,
6390214.372789009,
14142754.90330717,
-7752540.530518164
],
[
888.133953,
795.896715,
92.237238,
6390.214373,
14142.754903,
-7752.540531
],
[
0.355207,
0.318317,
0.03689,
0.167033,
0.198524,
0
],
[
857.136053,
857.136053,
857.136053,
857.136053,
857.136053,
857.136053
],
[
-126753,
-53793,
-112250,
-15264953,
-5213610,
-12599292
],
[
2.941472,
5.018316,
1.355598,
1.258327,
2.574487,
0.507914
],
[
83,
41,
42,
83,
41,
42
],
[
46,
19,
27,
46,
19,
27
],
[
37,
22,
15,
37,
22,
15
],
[
55.421687,
46.341463,
64.285714,
55.421687,
46.341463,
64.285714
],
[
2.365967,
5.810682,
0.75311,
1.012133,
2.980985,
0.282174
],
[
360128,
360128,
50092,
15422380,
15422380,
1285565
],
[
-34648,
-34419,
-34648,
-6827492,
-3313746,
-6827492
],
[
85,
87,
82,
85,
87,
82
],
[
102,
118,
91,
102,
118,
91
],
[
64,
61,
68,
64,
61,
68
],
[
7071,
3589,
3483,
7071,
3589,
3483
],
[
62.905292,
77.238626,
62.905292,
62.905292,
77.238626,
62.905292
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139146,
-149749,
-308185,
287435,
435772,
-578323
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541606400000,
"first_datapoint_time": 1548316800000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757627017268,
"expiration_time": 1764087264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 124,
"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) |
|---|