| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 965776.5605 | 848870.8672 | 116905.6933 | 12197396.5645 | 17271271.6564 | -5073875.0919 |
| Total P&L (%) | 965.7766 | 848.8709 | 116.9057 | 12197.3966 | 17271.2717 | -5073.8751 |
| Avg Daily Profit (%) | 0.3863 | 0.3395 | 0.0468 | 0.1926 | 0.2065 | 0 |
| Buy And Hold Return (%) | 794.1068 | 794.1068 | 794.1068 | 794.1068 | 794.1068 | 794.1068 |
| Max Trade Drawdown | -106182 | -49961 | -80197 | -8272387 | -2813658 | -9990758 |
| Profit Factor | 2.8379 | 4.9788 | 1.3745 | 1.4932 | 3.0137 | 0.6859 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 43 | 40 | 46 | 43 | 40 | 46 |
| Ratio Avg Win / Avg Loss | 3.7618 | 7.4682 | 1.6136 | 1.9793 | 4.5206 | 0.8052 |
| Largest Winning Trade | 294835 | 294835 | 54899 | 11319995 | 11319995 | 1890410 |
| Largest Losing Trade | -53227 | -20967 | -53227 | -6531088 | -1261486 | -6531088 |
| Avg Bars in Trades | 71 | 65 | 77 | 71 | 65 | 77 |
| Avg Bars in Winners | 102 | 95 | 108 | 102 | 95 | 108 |
| Avg Bars in Losers | 48 | 45 | 51 | 48 | 45 | 51 |
| Bars Traded | 7153 | 3290 | 3863 | 7153 | 3290 | 3863 |
| Profit Streak | 160.0478 | 160.0478 | 174.7145 | 160.0478 | 160.0478 | 174.7145 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -84548 | -310292 | -475234 | 333957 | -169129 | -761419 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541318400000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757322533811,
"expiration_time": 1763799264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 34,
"offset": 0,
"poles": 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": [
[
965776.5604582813,
848870.867190436,
116905.6932678453,
12197396.564496906,
17271271.656436477,
-5073875.091939574
],
[
965.77656,
848.870867,
116.905693,
12197.396564,
17271.271656,
-5073.875092
],
[
0.38626,
0.339504,
0.046756,
0.192639,
0.206482,
0
],
[
794.106814,
794.106814,
794.106814,
794.106814,
794.106814,
794.106814
],
[
-106182,
-49961,
-80197,
-8272387,
-2813658,
-9990758
],
[
2.837861,
4.978777,
1.37453,
1.493169,
3.013726,
0.685943
],
[
100,
50,
50,
100,
50,
50
],
[
43,
20,
23,
43,
20,
23
],
[
57,
30,
27,
57,
30,
27
],
[
43,
40,
46,
43,
40,
46
],
[
3.761816,
7.468166,
1.613579,
1.979317,
4.520589,
0.805238
],
[
294835,
294835,
54899,
11319995,
11319995,
1890410
],
[
-53227,
-20967,
-53227,
-6531088,
-1261486,
-6531088
],
[
71,
65,
77,
71,
65,
77
],
[
102,
95,
108,
102,
95,
108
],
[
48,
45,
51,
48,
45,
51
],
[
7153,
3290,
3863,
7153,
3290,
3863
],
[
160.047845,
160.047845,
174.714512,
160.047845,
160.047845,
174.714512
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-84548,
-310292,
-475234,
333957,
-169129,
-761419
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541318400000,
"first_datapoint_time": 1547222400000,
"last_datapoint_time": 1757318400000,
"evaluation_time": 1757322533811,
"expiration_time": 1763799264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 34,
"offset": 0,
"poles": 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) |
|---|