| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1091002.7476 | 877620.8736 | 213381.874 | 66286989.7931 | 126040421.0278 | -59753431.2347 |
| Total P&L (%) | 1091.0027 | 877.6209 | 213.3819 | 66286.9898 | 126040.421 | -59753.4312 |
| Avg Daily Profit (%) | 0.4363 | 0.351 | 0.0853 | 0.2602 | 0.2859 | 0 |
| Buy And Hold Return (%) | 856.9611 | 856.9611 | 856.9611 | 856.9611 | 856.9611 | 856.9611 |
| Max Trade Drawdown | -92505 | -83606 | -69174 | -82460854 | -7672107 | -79654156 |
| Profit Factor | 4.4024 | 7.5655 | 2.1412 | 1.5757 | 7.7302 | 0.3802 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
| Profitability (%) | 75 | 76.6667 | 73.3333 | 75 | 76.6667 | 73.3333 |
| Ratio Avg Win / Avg Loss | 1.4675 | 2.3025 | 0.7786 | 0.5252 | 2.3527 | 0.1382 |
| Largest Winning Trade | 173176 | 173176 | 64290 | 75943767 | 75943767 | 7065030 |
| Largest Losing Trade | -65205 | -45916 | -65205 | -78114312 | -7032557 | -78114312 |
| Avg Bars in Trades | 114 | 125 | 104 | 114 | 125 | 104 |
| Avg Bars in Winners | 109 | 102 | 116 | 109 | 102 | 116 |
| Avg Bars in Losers | 131 | 201 | 70 | 131 | 201 | 70 |
| Bars Traded | 6881 | 3756 | 3125 | 6881 | 3756 | 3125 |
| Profit Streak | 118.0401 | 118.0401 | 193.3734 | 118.0401 | 118.0401 | 193.3734 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -233809 | -136447 | -239948 | -160646 | 765865 | -577210 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541664000000,
"first_datapoint_time": 1548172800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757696261027,
"expiration_time": 1764174528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 227,
"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": [
[
1091002.7475645046,
877620.8735549507,
213381.8740095539,
66286989.793093115,
126040421.02778612,
-59753431.23469299
],
[
1091.002748,
877.620874,
213.381874,
66286.989793,
126040.421028,
-59753.431235
],
[
0.436284,
0.350954,
0.08533,
0.260192,
0.285931,
0
],
[
856.961149,
856.961149,
856.961149,
856.961149,
856.961149,
856.961149
],
[
-92505,
-83606,
-69174,
-82460854,
-7672107,
-79654156
],
[
4.40238,
7.565514,
2.141157,
1.575744,
7.730164,
0.380184
],
[
60,
30,
30,
60,
30,
30
],
[
45,
23,
22,
45,
23,
22
],
[
15,
7,
8,
15,
7,
8
],
[
75,
76.666667,
73.333333,
75,
76.666667,
73.333333
],
[
1.46746,
2.302548,
0.778602,
0.525248,
2.352658,
0.138249
],
[
173176,
173176,
64290,
75943767,
75943767,
7065030
],
[
-65205,
-45916,
-65205,
-78114312,
-7032557,
-78114312
],
[
114,
125,
104,
114,
125,
104
],
[
109,
102,
116,
109,
102,
116
],
[
131,
201,
70,
131,
201,
70
],
[
6881,
3756,
3125,
6881,
3756,
3125
],
[
118.040058,
118.040058,
193.373391,
118.040058,
118.040058,
193.373391
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-233809,
-136447,
-239948,
-160646,
765865,
-577210
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541664000000,
"first_datapoint_time": 1548172800000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757696261027,
"expiration_time": 1764174528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 227,
"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) |
|---|