| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 938074.6079 | 801856.2451 | 136218.3628 | 18236837.1654 | 20120779.5396 | -1883942.3743 |
| Total P&L (%) | 938.0746 | 801.8562 | 136.2184 | 18236.8372 | 20120.7795 | -1883.9424 |
| Avg Daily Profit (%) | 0.3752 | 0.3207 | 0.0545 | 0.2087 | 0.2126 | 0 |
| Buy And Hold Return (%) | 857.213 | 857.213 | 857.213 | 857.213 | 857.213 | 857.213 |
| Max Trade Drawdown | -55574 | -39227 | -47062 | -8826127 | -4524945 | -5810132 |
| Profit Factor | 2.8506 | 4.4246 | 1.4994 | 1.8527 | 3.0281 | 0.8357 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Profitability (%) | 47.1698 | 49.0566 | 45.283 | 47.1698 | 49.0566 | 45.283 |
| Ratio Avg Win / Avg Loss | 3.1927 | 4.5948 | 1.8118 | 2.075 | 3.1446 | 1.0098 |
| Largest Winning Trade | 332004 | 332004 | 45703 | 15014083 | 15014083 | 1960760 |
| Largest Losing Trade | -26994 | -26994 | -26193 | -3840469 | -3047038 | -3840469 |
| Avg Bars in Trades | 67 | 64 | 70 | 67 | 64 | 70 |
| Avg Bars in Winners | 90 | 83 | 98 | 90 | 83 | 98 |
| Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
| Bars Traded | 7152 | 3394 | 3759 | 7152 | 3394 | 3759 |
| Profit Streak | 151.5853 | 166.5853 | 151.5853 | 151.5853 | 166.5853 | 151.5853 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -120920 | -328790 | -464845 | 437793 | -165525 | -760426 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1547280000000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757800971967,
"expiration_time": 1764260064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 18,
"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": [
[
938074.607929001,
801856.2451001504,
136218.3628288508,
18236837.165387772,
20120779.53964286,
-1883942.3742550884
],
[
938.074608,
801.856245,
136.218363,
18236.837165,
20120.77954,
-1883.942374
],
[
0.37518,
0.3207,
0.05448,
0.20865,
0.212569,
0
],
[
857.213014,
857.213014,
857.213014,
857.213014,
857.213014,
857.213014
],
[
-55574,
-39227,
-47062,
-8826127,
-4524945,
-5810132
],
[
2.850613,
4.42463,
1.499416,
1.852694,
3.028111,
0.835699
],
[
106,
53,
53,
106,
53,
53
],
[
50,
26,
24,
50,
26,
24
],
[
56,
27,
29,
56,
27,
29
],
[
47.169811,
49.056604,
45.283019,
47.169811,
49.056604,
45.283019
],
[
3.192687,
4.594808,
1.811794,
2.075017,
3.144577,
1.009802
],
[
332004,
332004,
45703,
15014083,
15014083,
1960760
],
[
-26994,
-26994,
-26193,
-3840469,
-3047038,
-3840469
],
[
67,
64,
70,
67,
64,
70
],
[
90,
83,
98,
90,
83,
98
],
[
46,
45,
48,
46,
45,
48
],
[
7152,
3394,
3759,
7152,
3394,
3759
],
[
151.585324,
166.585324,
151.585324,
151.585324,
166.585324,
151.585324
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-120920,
-328790,
-464845,
437793,
-165525,
-760426
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541779200000,
"first_datapoint_time": 1547280000000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757800971967,
"expiration_time": 1764260064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 18,
"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) |
|---|