| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 912610.1515 | 820543.7411 | 92066.4105 | 5509014.565 | 8005428.0385 | -2496413.4735 |
| Total P&L (%) | 912.6102 | 820.5437 | 92.0664 | 5509.0146 | 8005.428 | -2496.4135 |
| Avg Daily Profit (%) | 0.365 | 0.3282 | 0.0368 | 0.1612 | 0.1759 | 0 |
| Buy And Hold Return (%) | 877.9505 | 877.9505 | 877.9505 | 877.9505 | 877.9505 | 877.9505 |
| Max Trade Drawdown | -87403 | -58615 | -73746 | -2830763 | -1448140 | -3890248 |
| Profit Factor | 2.6474 | 4.9304 | 1.2667 | 1.456 | 2.9964 | 0.6907 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Profitability (%) | 46.8085 | 51.0638 | 42.5532 | 46.8085 | 51.0638 | 42.5532 |
| Ratio Avg Win / Avg Loss | 3.0085 | 4.725 | 1.7101 | 1.6546 | 2.8716 | 0.9324 |
| Largest Winning Trade | 337886 | 337886 | 56471 | 4468511 | 4468511 | 1095343 |
| Largest Losing Trade | -73588 | -24729 | -73588 | -2630015 | -831677 | -2630015 |
| Avg Bars in Trades | 76 | 67 | 85 | 76 | 67 | 85 |
| Avg Bars in Winners | 106 | 86 | 130 | 106 | 86 | 130 |
| Avg Bars in Losers | 50 | 47 | 52 | 50 | 47 | 52 |
| Bars Traded | 7203 | 3177 | 4026 | 7203 | 3177 | 4026 |
| Profit Streak | 171.6397 | 171.6397 | 183.6397 | 171.6397 | 171.6397 | 183.6397 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -138577 | -147713 | -309954 | 352495 | 530731 | -582235 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542211200000,
"first_datapoint_time": 1548432000000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758237672993,
"expiration_time": 1764692064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 41,
"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": [
[
912610.1515469312,
820543.7410933287,
92066.410453603,
5509014.564994859,
8005428.038489261,
-2496413.4734944026
],
[
912.610152,
820.543741,
92.06641,
5509.014565,
8005.428038,
-2496.413473
],
[
0.364996,
0.328174,
0.036822,
0.161187,
0.175936,
0
],
[
877.950548,
877.950548,
877.950548,
877.950548,
877.950548,
877.950548
],
[
-87403,
-58615,
-73746,
-2830763,
-1448140,
-3890248
],
[
2.647439,
4.930436,
1.266712,
1.456024,
2.996407,
0.690678
],
[
94,
47,
47,
94,
47,
47
],
[
44,
24,
20,
44,
24,
20
],
[
50,
23,
27,
50,
23,
27
],
[
46.808511,
51.06383,
42.553191,
46.808511,
51.06383,
42.553191
],
[
3.008454,
4.725001,
1.710061,
1.654573,
2.871557,
0.932416
],
[
337886,
337886,
56471,
4468511,
4468511,
1095343
],
[
-73588,
-24729,
-73588,
-2630015,
-831677,
-2630015
],
[
76,
67,
85,
76,
67,
85
],
[
106,
86,
130,
106,
86,
130
],
[
50,
47,
52,
50,
47,
52
],
[
7203,
3177,
4026,
7203,
3177,
4026
],
[
171.639734,
171.639734,
183.639734,
171.639734,
171.639734,
183.639734
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-138577,
-147713,
-309954,
352495,
530731,
-582235
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542211200000,
"first_datapoint_time": 1548432000000,
"last_datapoint_time": 1758211200000,
"evaluation_time": 1758237672993,
"expiration_time": 1764692064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 41,
"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) |
|---|