| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 970754.1876 | 844926.0445 | 125828.143 | 15365418.2561 | 16715181.8945 | -1349763.6383 |
| Total P&L (%) | 970.7542 | 844.926 | 125.8281 | 15365.4183 | 16715.1819 | -1349.7636 |
| Avg Daily Profit (%) | 0.3883 | 0.3379 | 0.0503 | 0.2018 | 0.2052 | 0 |
| Buy And Hold Return (%) | 868.0696 | 868.0696 | 868.0696 | 868.0696 | 868.0696 | 868.0696 |
| Max Trade Drawdown | -75098 | -64875 | -37886 | -6454511 | -4465864 | -3839138 |
| Profit Factor | 2.6762 | 3.8004 | 1.4536 | 1.8267 | 2.7984 | 0.8547 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
| Profitability (%) | 43.0894 | 47.541 | 38.7097 | 43.0894 | 47.541 | 38.7097 |
| Ratio Avg Win / Avg Loss | 3.5346 | 4.1936 | 2.3015 | 2.4127 | 3.0879 | 1.3533 |
| Largest Winning Trade | 346560 | 346560 | 50250 | 12265423 | 12265423 | 1784757 |
| Largest Losing Trade | -30094 | -30094 | -28103 | -3197076 | -3197076 | -3063574 |
| Avg Bars in Trades | 58 | 59 | 58 | 58 | 59 | 58 |
| Avg Bars in Winners | 90 | 82 | 99 | 90 | 82 | 99 |
| Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
| Bars Traded | 7236 | 3637 | 3599 | 7236 | 3637 | 3599 |
| Profit Streak | 110.0895 | 110.0895 | 111.0895 | 110.0895 | 110.0895 | 111.0895 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -115232 | -311720 | -447241 | 378414 | -148651 | -737002 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541548800000,
"first_datapoint_time": 1548950400000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556535777,
"expiration_time": 1764029664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 18,
"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": [
[
970754.1875946859,
844926.0445451585,
125828.1430495271,
15365418.256147733,
16715181.89448607,
-1349763.6383383363
],
[
970.754188,
844.926045,
125.828143,
15365.418256,
16715.181894,
-1349.763638
],
[
0.38825,
0.337926,
0.050325,
0.201824,
0.205178,
0
],
[
868.069619,
868.069619,
868.069619,
868.069619,
868.069619,
868.069619
],
[
-75098,
-64875,
-37886,
-6454511,
-4465864,
-3839138
],
[
2.676186,
3.80041,
1.45355,
1.826724,
2.79839,
0.854729
],
[
123,
61,
62,
123,
61,
62
],
[
53,
29,
24,
53,
29,
24
],
[
70,
32,
38,
70,
32,
38
],
[
43.089431,
47.540984,
38.709677,
43.089431,
47.540984,
38.709677
],
[
3.534585,
4.193555,
2.301454,
2.412655,
3.087878,
1.353322
],
[
346560,
346560,
50250,
12265423,
12265423,
1784757
],
[
-30094,
-30094,
-28103,
-3197076,
-3197076,
-3063574
],
[
58,
59,
58,
58,
59,
58
],
[
90,
82,
99,
90,
82,
99
],
[
35,
38,
32,
35,
38,
32
],
[
7236,
3637,
3599,
7236,
3637,
3599
],
[
110.089534,
110.089534,
111.089534,
110.089534,
110.089534,
111.089534
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115232,
-311720,
-447241,
378414,
-148651,
-737002
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541548800000,
"first_datapoint_time": 1548950400000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757556535777,
"expiration_time": 1764029664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 18,
"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) |
|---|