| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 858702.0142 | 733487.7938 | 125214.2203 | -2918535.8199 | 39637856.162 | -42556391.9819 |
| Total P&L (%) | 858.702 | 733.4878 | 125.2142 | -2918.5358 | 39637.8562 | -42556.392 |
| Avg Daily Profit (%) | 0.3434 | 0.2934 | 0.0501 | 0 | 0.2397 | 0 |
| Buy And Hold Return (%) | 815.1817 | 815.1817 | 815.1817 | 815.1817 | 815.1817 | 815.1817 |
| Max Trade Drawdown | -104085 | -34140 | -144015 | -53034287 | -11842578 | -62581836 |
| Profit Factor | 3.1143 | 6.0523 | 1.4798 | 0.9757 | 2.042 | 0.4803 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 38 | 22 | 16 | 35 | 20 | 15 |
| Losing Trades | 25 | 10 | 15 | 28 | 12 | 16 |
| Profitability (%) | 60.3175 | 68.75 | 51.6129 | 55.5556 | 62.5 | 48.3871 |
| Ratio Avg Win / Avg Loss | 2.0489 | 2.751 | 1.3873 | 0.7805 | 1.2252 | 0.5123 |
| Largest Winning Trade | 157157 | 157157 | 59252 | 19475603 | 19475603 | 6735524 |
| Largest Losing Trade | -104085 | -24207 | -104085 | -47722014 | -11842578 | -47722014 |
| Avg Bars in Trades | 111 | 105 | 117 | 111 | 105 | 117 |
| Avg Bars in Winners | 116 | 93 | 148 | 115 | 90 | 149 |
| Avg Bars in Losers | 103 | 133 | 83 | 106 | 131 | 87 |
| Bars Traded | 7016 | 3383 | 3633 | 7016 | 3383 | 3633 |
| Profit Streak | 194.6955 | 354.0288 | 194.6955 | 0 | 0 | 0 |
| Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -282256 | -144672 | -289869 | -731057 | 458455 | -581445 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758588089345,
"expiration_time": 1765037664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 90,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
858702.0141598628,
733487.793842641,
125214.220317222,
-2918535.819915495,
39637856.161954455,
-42556391.98186994
],
[
858.702014,
733.487794,
125.21422,
-2918.53582,
39637.856162,
-42556.391982
],
[
0.343435,
0.293356,
0.050079,
0,
0.239651,
0
],
[
815.18173,
815.18173,
815.18173,
815.18173,
815.18173,
815.18173
],
[
-104085,
-34140,
-144015,
-53034287,
-11842578,
-62581836
],
[
3.114342,
6.052308,
1.479834,
0.975664,
2.042038,
0.480319
],
[
63,
32,
31,
63,
32,
31
],
[
38,
22,
16,
35,
20,
15
],
[
25,
10,
15,
28,
12,
16
],
[
60.31746,
68.75,
51.612903,
55.555556,
62.5,
48.387097
],
[
2.048909,
2.751049,
1.387344,
0.780531,
1.225223,
0.51234
],
[
157157,
157157,
59252,
19475603,
19475603,
6735524
],
[
-104085,
-24207,
-104085,
-47722014,
-11842578,
-47722014
],
[
111,
105,
117,
111,
105,
117
],
[
116,
93,
148,
115,
90,
149
],
[
103,
133,
83,
106,
131,
87
],
[
7016,
3383,
3633,
7016,
3383,
3633
],
[
194.695478,
354.028812,
194.695478,
0,
0,
0
],
[
3,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-282256,
-144672,
-289869,
-731057,
458455,
-581445
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1758556800000,
"evaluation_time": 1758588089345,
"expiration_time": 1765037664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 90,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|