| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 818338.9192 | 740815.1124 | 77523.8068 | 4473483.7572 | 5293215.0062 | -819731.249 |
| Total P&L (%) | 818.3389 | 740.8151 | 77.5238 | 4473.4838 | 5293.215 | -819.7312 |
| Avg Daily Profit (%) | 0.3273 | 0.2963 | 0.031 | 0.153 | 0.1596 | 0 |
| Buy And Hold Return (%) | 815.4065 | 815.4065 | 815.4065 | 815.4065 | 815.4065 | 815.4065 |
| Max Trade Drawdown | -117830 | -75071 | -115632 | -2271102 | -1757629 | -2888008 |
| Profit Factor | 1.8299 | 2.6288 | 1.1459 | 1.2933 | 1.7336 | 0.898 |
| Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
| Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
| Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
| Profitability (%) | 50.1684 | 47.973 | 52.349 | 50.1684 | 47.973 | 52.349 |
| Ratio Avg Win / Avg Loss | 1.8176 | 2.8509 | 1.0431 | 1.2847 | 1.8801 | 0.8174 |
| Largest Winning Trade | 187237 | 187237 | 45316 | 1421308 | 1421308 | 729147 |
| Largest Losing Trade | -51462 | -32066 | -51462 | -1529125 | -543289 | -1529125 |
| Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
| Avg Bars in Winners | 26 | 25 | 28 | 26 | 25 | 28 |
| Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
| Bars Traded | 7301 | 3508 | 3793 | 7301 | 3508 | 3793 |
| Profit Streak | 74.7319 | 115.0652 | 74.7319 | 74.7319 | 115.0652 | 74.7319 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149242 | -151618 | -376267 | 341585 | 393293 | -579797 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1547452800000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758015235144,
"expiration_time": 1764490464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 119,
"af": 0,
"af0": 0,
"max_af": 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": [
[
818338.9192402327,
740815.1123972035,
77523.8068430291,
4473483.7572401455,
5293215.006244051,
-819731.249003906
],
[
818.338919,
740.815112,
77.523807,
4473.483757,
5293.215006,
-819.731249
],
[
0.327292,
0.296287,
0.031005,
0.153011,
0.159615,
0
],
[
815.406484,
815.406484,
815.406484,
815.406484,
815.406484,
815.406484
],
[
-117830,
-75071,
-115632,
-2271102,
-1757629,
-2888008
],
[
1.829898,
2.62877,
1.14593,
1.293348,
1.733567,
0.897967
],
[
297,
148,
149,
297,
148,
149
],
[
149,
71,
78,
149,
71,
78
],
[
148,
77,
71,
148,
77,
71
],
[
50.16835,
47.972973,
52.348993,
50.16835,
47.972973,
52.348993
],
[
1.817617,
2.85092,
1.04309,
1.284668,
1.880065,
0.817381
],
[
187237,
187237,
45316,
1421308,
1421308,
729147
],
[
-51462,
-32066,
-51462,
-1529125,
-543289,
-1529125
],
[
24,
23,
25,
24,
23,
25
],
[
26,
25,
28,
26,
25,
28
],
[
22,
22,
22,
22,
22,
22
],
[
7301,
3508,
3793,
7301,
3508,
3793
],
[
74.731888,
115.065221,
74.731888,
74.731888,
115.065222,
74.731888
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149242,
-151618,
-376267,
341585,
393293,
-579797
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1547452800000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758015235144,
"expiration_time": 1764490464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 119,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|