| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 952164.4469 | 825402.6837 | 126761.7632 | 15076724.9972 | 19449237.9187 | -4372512.9215 |
| Total P&L (%) | 952.1644 | 825.4027 | 126.7618 | 15076.725 | 19449.2379 | -4372.5129 |
| Avg Daily Profit (%) | 0.3808 | 0.3301 | 0.0507 | 0.2011 | 0.2112 | 0 |
| Buy And Hold Return (%) | 718.9396 | 718.9396 | 718.9396 | 718.9396 | 718.9396 | 718.9396 |
| Max Trade Drawdown | -115828 | -89133 | -79447 | -10098791 | -6146309 | -9147754 |
| Profit Factor | 2.4284 | 3.3542 | 1.4012 | 1.4216 | 2.1444 | 0.767 |
| Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Profitability (%) | 44.0945 | 42.8571 | 45.3125 | 44.0945 | 42.8571 | 45.3125 |
| Ratio Avg Win / Avg Loss | 3.0789 | 4.4722 | 1.6911 | 1.8024 | 2.8592 | 0.9256 |
| Largest Winning Trade | 159977 | 159977 | 63230 | 5737698 | 5737698 | 2744193 |
| Largest Losing Trade | -61125 | -33661 | -61125 | -6325466 | -2968674 | -6325466 |
| Avg Bars in Trades | 57 | 55 | 59 | 57 | 55 | 59 |
| Avg Bars in Winners | 84 | 72 | 94 | 84 | 72 | 94 |
| Avg Bars in Losers | 36 | 41 | 30 | 36 | 41 | 30 |
| Bars Traded | 7309 | 3472 | 3837 | 7309 | 3472 | 3837 |
| Profit Streak | 160.9267 | 174.9267 | 160.9267 | 160.9267 | 174.9267 | 160.9267 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -51220 | -252910 | -429489 | 338676 | -136554 | -721093 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542470400000,
"first_datapoint_time": 1546992000000,
"last_datapoint_time": 1758470400000,
"evaluation_time": 1758492864985,
"expiration_time": 1764951264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"offset": 12,
"scalar": 3
}
}
}
{
"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": [
[
952164.4468905434,
825402.6836546666,
126761.7632358766,
15076724.997191932,
19449237.91872298,
-4372512.921531048
],
[
952.164447,
825.402684,
126.761763,
15076.724997,
19449.237919,
-4372.512922
],
[
0.380816,
0.330117,
0.050698,
0.201069,
0.211216,
0
],
[
718.939582,
718.939582,
718.939582,
718.939582,
718.939582,
718.939582
],
[
-115828,
-89133,
-79447,
-10098791,
-6146309,
-9147754
],
[
2.428399,
3.354179,
1.401165,
1.421636,
2.144375,
0.766951
],
[
127,
63,
64,
127,
63,
64
],
[
56,
27,
29,
56,
27,
29
],
[
71,
36,
35,
71,
36,
35
],
[
44.094488,
42.857143,
45.3125,
44.094488,
42.857143,
45.3125
],
[
3.078863,
4.472238,
1.691062,
1.802431,
2.859167,
0.925631
],
[
159977,
159977,
63230,
5737698,
5737698,
2744193
],
[
-61125,
-33661,
-61125,
-6325466,
-2968674,
-6325466
],
[
57,
55,
59,
57,
55,
59
],
[
84,
72,
94,
84,
72,
94
],
[
36,
41,
30,
36,
41,
30
],
[
7309,
3472,
3837,
7309,
3472,
3837
],
[
160.926678,
174.926678,
160.926678,
160.926678,
174.926678,
160.926678
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51220,
-252910,
-429489,
338676,
-136554,
-721093
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542470400000,
"first_datapoint_time": 1546992000000,
"last_datapoint_time": 1758470400000,
"evaluation_time": 1758492864985,
"expiration_time": 1764951264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"offset": 12,
"scalar": 3
}
}
}
| # | 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) |
|---|