| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 591250.2232 | 571860.6906 | 19389.5327 | -5635740.9569 | 6844657.159 | -12480398.1159 |
| Total P&L (%) | 591.2502 | 571.8607 | 19.3895 | -5635.741 | 6844.6572 | -12480.3981 |
| Avg Daily Profit (%) | 0.2365 | 0.2287 | 0.0078 | 0 | 0.1697 | 0 |
| Buy And Hold Return (%) | 846.0411 | 846.0411 | 846.0411 | 846.0411 | 846.0411 | 846.0411 |
| Max Trade Drawdown | -168351 | -69830 | -159763 | -15144052 | -1548408 | -14663383 |
| Profit Factor | 2.1125 | 4.2804 | 1.0543 | 0.7215 | 2.7358 | 0.234 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 48 | 26 | 22 | 48 | 27 | 21 |
| Losing Trades | 33 | 14 | 19 | 33 | 13 | 20 |
| Profitability (%) | 59.2593 | 65 | 53.6585 | 59.2593 | 67.5 | 51.2195 |
| Ratio Avg Win / Avg Loss | 1.4524 | 2.3048 | 0.9105 | 0.496 | 1.3172 | 0.2228 |
| Largest Winning Trade | 128046 | 128046 | 50654 | 4989220 | 4989220 | 1284174 |
| Largest Losing Trade | -147128 | -52636 | -147128 | -14136546 | -1426983 | -14136546 |
| Avg Bars in Trades | 57 | 64 | 51 | 57 | 64 | 51 |
| Avg Bars in Winners | 71 | 63 | 80 | 69 | 64 | 75 |
| Avg Bars in Losers | 38 | 65 | 18 | 40 | 62 | 26 |
| Bars Traded | 4693 | 2569 | 2124 | 4693 | 2569 | 2124 |
| Profit Streak | 124.3097 | 124.3097 | 124.8097 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167970 | -147688 | -509247 | -595577 | 510650 | -580584 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1547164800000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757834761855,
"expiration_time": 1764289296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 125,
"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": [
[
591250.2232258127,
571860.6905664266,
19389.5326593862,
-5635740.956856305,
6844657.15901478,
-12480398.115871085
],
[
591.250223,
571.860691,
19.389533,
-5635.740957,
6844.657159,
-12480.398116
],
[
0.236453,
0.228699,
0.007754,
0,
0.169732,
0
],
[
846.041074,
846.041074,
846.041074,
846.041074,
846.041074,
846.041074
],
[
-168351,
-69830,
-159763,
-15144052,
-1548408,
-14663383
],
[
2.112529,
4.280401,
1.054294,
0.721497,
2.735766,
0.233979
],
[
81,
40,
41,
81,
40,
41
],
[
48,
26,
22,
48,
27,
21
],
[
33,
14,
19,
33,
13,
20
],
[
59.259259,
65,
53.658537,
59.259259,
67.5,
51.219512
],
[
1.452364,
2.304831,
0.910527,
0.496029,
1.317221,
0.222837
],
[
128046,
128046,
50654,
4989220,
4989220,
1284174
],
[
-147128,
-52636,
-147128,
-14136546,
-1426983,
-14136546
],
[
57,
64,
51,
57,
64,
51
],
[
71,
63,
80,
69,
64,
75
],
[
38,
65,
18,
40,
62,
26
],
[
4693,
2569,
2124,
4693,
2569,
2124
],
[
124.309744,
124.309744,
124.809744,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167970,
-147688,
-509247,
-595577,
510650,
-580584
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1547164800000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757834761855,
"expiration_time": 1764289296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 125,
"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) |
|---|