| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1003427.5478 | 861865.8634 | 141561.6844 | 16086385.1603 | 17704032.1583 | -1617646.998 |
| Total P&L (%) | 1003.4275 | 861.8659 | 141.5617 | 16086.3852 | 17704.0322 | -1617.647 |
| Avg Daily Profit (%) | 0.4013 | 0.3447 | 0.0566 | 0.2037 | 0.2075 | 0 |
| Buy And Hold Return (%) | 907.4044 | 907.4044 | 907.4044 | 907.4044 | 907.4044 | 907.4044 |
| Max Trade Drawdown | -86417 | -73614 | -89759 | -7242976 | -5338642 | -8367432 |
| Profit Factor | 3.2402 | 5.9582 | 1.5165 | 1.6766 | 2.9023 | 0.8882 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Profitability (%) | 50.5882 | 55.814 | 45.2381 | 50.5882 | 55.814 | 45.2381 |
| Ratio Avg Win / Avg Loss | 3.1648 | 4.7169 | 1.8357 | 1.6376 | 2.2977 | 1.0752 |
| Largest Winning Trade | 327949 | 327949 | 53158 | 9069503 | 9069503 | 2810950 |
| Largest Losing Trade | -73588 | -25197 | -73588 | -5333729 | -2247983 | -5333729 |
| Avg Bars in Trades | 82 | 73 | 92 | 82 | 73 | 92 |
| Avg Bars in Winners | 116 | 96 | 141 | 116 | 96 | 141 |
| Avg Bars in Losers | 48 | 45 | 51 | 48 | 45 | 51 |
| Bars Traded | 7050 | 3166 | 3883 | 7050 | 3166 | 3883 |
| Profit Streak | 169.261 | 169.261 | 243.9277 | 169.261 | 169.261 | 243.9277 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -115217 | -146233 | -281031 | 465526 | 554952 | -579566 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541952000000,
"first_datapoint_time": 1548633600000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757974549060,
"expiration_time": 1764432864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 36,
"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": [
[
1003427.5478148512,
861865.8633734443,
141561.6844414063,
16086385.160332393,
17704032.158305675,
-1617646.9979732805
],
[
1003.427548,
861.865863,
141.561684,
16086.38516,
17704.032158,
-1617.646998
],
[
0.401318,
0.344701,
0.056617,
0.20365,
0.207468,
0
],
[
907.404416,
907.404416,
907.404416,
907.404416,
907.404416,
907.404416
],
[
-86417,
-73614,
-89759,
-7242976,
-5338642,
-8367432
],
[
3.240171,
5.958232,
1.516461,
1.676637,
2.902315,
0.888187
],
[
85,
43,
42,
85,
43,
42
],
[
43,
24,
19,
43,
24,
19
],
[
42,
19,
23,
42,
19,
23
],
[
50.588235,
55.813953,
45.238095,
50.588235,
55.813953,
45.238095
],
[
3.164818,
4.716934,
1.835716,
1.637645,
2.297666,
1.075174
],
[
327949,
327949,
53158,
9069503,
9069503,
2810950
],
[
-73588,
-25197,
-73588,
-5333729,
-2247983,
-5333729
],
[
82,
73,
92,
82,
73,
92
],
[
116,
96,
141,
116,
96,
141
],
[
48,
45,
51,
48,
45,
51
],
[
7050,
3166,
3883,
7050,
3166,
3883
],
[
169.260984,
169.260984,
243.927651,
169.260984,
169.260984,
243.927651
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115217,
-146233,
-281031,
465526,
554952,
-579566
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541952000000,
"first_datapoint_time": 1548633600000,
"last_datapoint_time": 1757952000000,
"evaluation_time": 1757974549060,
"expiration_time": 1764432864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 36,
"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) |
|---|