| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1076506.4919 | 914181.2789 | 162325.213 | 35989822.4025 | 37293352.0427 | -1303529.6402 |
| Total P&L (%) | 1076.5065 | 914.1813 | 162.3252 | 35989.8224 | 37293.352 | -1303.5296 |
| Avg Daily Profit (%) | 0.4305 | 0.3656 | 0.0649 | 0.2358 | 0.2372 | 0 |
| Buy And Hold Return (%) | 843.4945 | 843.4945 | 843.4945 | 843.4945 | 843.4945 | 843.4945 |
| Max Trade Drawdown | -74542 | -57585 | -76765 | -9336263 | -7447210 | -14020891 |
| Profit Factor | 2.7404 | 3.6429 | 1.5954 | 1.5777 | 2.1076 | 0.9545 |
| Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Profitability (%) | 39.1608 | 39.4366 | 38.8889 | 39.1608 | 39.4366 | 38.8889 |
| Ratio Avg Win / Avg Loss | 4.2573 | 5.5944 | 2.507 | 2.451 | 3.2367 | 1.4999 |
| Largest Winning Trade | 266646 | 266646 | 63842 | 21178050 | 21178050 | 4827551 |
| Largest Losing Trade | -31873 | -31873 | -26618 | -7751272 | -3560160 | -7751272 |
| Avg Bars in Trades | 51 | 47 | 54 | 51 | 47 | 54 |
| Avg Bars in Winners | 81 | 74 | 87 | 81 | 74 | 87 |
| Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
| Bars Traded | 7302 | 3391 | 3912 | 7302 | 3391 | 3912 |
| Profit Streak | 154.1814 | 169.1814 | 154.1814 | 154.1814 | 169.1814 | 154.1814 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -67051 | -213551 | -351836 | 316110 | -77734 | -661926 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1547193600000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757823671087,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
1076506.491858775,
914181.2788829809,
162325.2129757939,
35989822.402533635,
37293352.042692244,
-1303529.6401586162
],
[
1076.506492,
914.181279,
162.325213,
35989.822403,
37293.352043,
-1303.52964
],
[
0.430546,
0.365624,
0.064922,
0.23579,
0.237213,
0
],
[
843.494515,
843.494515,
843.494515,
843.494515,
843.494515,
843.494515
],
[
-74542,
-57585,
-76765,
-9336263,
-7447210,
-14020891
],
[
2.74035,
3.64286,
1.595358,
1.577655,
2.107647,
0.954477
],
[
143,
71,
72,
143,
71,
72
],
[
56,
28,
28,
56,
28,
28
],
[
87,
43,
44,
87,
43,
44
],
[
39.160839,
39.43662,
38.888889,
39.160839,
39.43662,
38.888889
],
[
4.257329,
5.594392,
2.506991,
2.451,
3.236743,
1.499892
],
[
266646,
266646,
63842,
21178050,
21178050,
4827551
],
[
-31873,
-31873,
-26618,
-7751272,
-3560160,
-7751272
],
[
51,
47,
54,
51,
47,
54
],
[
81,
74,
87,
81,
74,
87
],
[
31,
30,
33,
31,
30,
33
],
[
7302,
3391,
3912,
7302,
3391,
3912
],
[
154.181378,
169.181378,
154.181378,
154.181378,
169.181378,
154.181378
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-67051,
-213551,
-351836,
316110,
-77734,
-661926
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1547193600000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757823671087,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|