| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 765890.2576 | 680040.9515 | 85849.3062 | 5799868.1149 | 9444833.9515 | -3644965.8366 |
| Total P&L (%) | 765.8903 | 680.041 | 85.8493 | 5799.8681 | 9444.834 | -3644.9658 |
| Avg Daily Profit (%) | 0.3063 | 0.272 | 0.0343 | 0.1632 | 0.1825 | 0 |
| Buy And Hold Return (%) | 753.5227 | 753.5227 | 753.5227 | 753.5227 | 753.5227 | 753.5227 |
| Max Trade Drawdown | -80653 | -58225 | -109226 | -5349108 | -1924526 | -7167655 |
| Profit Factor | 1.9428 | 2.9243 | 1.187 | 1.2526 | 2.0079 | 0.7318 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
| Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
| Profitability (%) | 54.2453 | 51.8868 | 56.6038 | 54.2453 | 51.8868 | 56.6038 |
| Ratio Avg Win / Avg Loss | 1.6387 | 2.7116 | 0.9101 | 1.0565 | 1.8618 | 0.561 |
| Largest Winning Trade | 209075 | 209075 | 46857 | 3221495 | 3221495 | 1244635 |
| Largest Losing Trade | -51686 | -28610 | -51686 | -2487188 | -1132182 | -2487188 |
| Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
| Avg Bars in Winners | 37 | 33 | 41 | 37 | 33 | 41 |
| Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
| Bars Traded | 7155 | 3051 | 4104 | 7155 | 3051 | 4104 |
| Profit Streak | 163.3776 | 163.3776 | 176.3776 | 163.3776 | 163.3776 | 176.3776 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144992 | -150324 | -327705 | 380157 | 465121 | -579224 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541520000000,
"first_datapoint_time": 1546761600000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757523824847,
"expiration_time": 1764000864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
765890.2576202152,
680040.9514622376,
85849.3061579776,
5799868.1149257375,
9444833.951514341,
-3644965.836588605
],
[
765.890258,
680.040951,
85.849306,
5799.868115,
9444.833952,
-3644.965837
],
[
0.306316,
0.27198,
0.034335,
0.163212,
0.182486,
0
],
[
753.522727,
753.522727,
753.522727,
753.522727,
753.522727,
753.522727
],
[
-80653,
-58225,
-109226,
-5349108,
-1924526,
-7167655
],
[
1.942755,
2.924313,
1.187035,
1.252601,
2.007868,
0.73178
],
[
212,
106,
106,
212,
106,
106
],
[
115,
55,
60,
115,
55,
60
],
[
97,
51,
46,
97,
51,
46
],
[
54.245283,
51.886792,
56.603774,
54.245283,
51.886792,
56.603774
],
[
1.638672,
2.711636,
0.91006,
1.056542,
1.861841,
0.561031
],
[
209075,
209075,
46857,
3221495,
3221495,
1244635
],
[
-51686,
-28610,
-51686,
-2487188,
-1132182,
-2487188
],
[
33,
28,
38,
33,
28,
38
],
[
37,
33,
41,
37,
33,
41
],
[
28,
23,
34,
28,
23,
34
],
[
7155,
3051,
4104,
7155,
3051,
4104
],
[
163.377602,
163.377602,
176.377602,
163.377602,
163.377602,
176.377602
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144992,
-150324,
-327705,
380157,
465121,
-579224
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541520000000,
"first_datapoint_time": 1546761600000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757523824847,
"expiration_time": 1764000864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|