| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 875704.7973 | 776365.837 | 99338.9602 | 4516366.3185 | 13607578.5416 | -9091212.2231 |
| Total P&L (%) | 875.7048 | 776.3658 | 99.339 | 4516.3663 | 13607.5785 | -9091.2122 |
| Avg Daily Profit (%) | 0.3502 | 0.3105 | 0.0397 | 0.1534 | 0.197 | 0 |
| Buy And Hold Return (%) | 908.7124 | 908.7124 | 908.7124 | 908.7124 | 908.7124 | 908.7124 |
| Max Trade Drawdown | -117964 | -65151 | -109325 | -8179860 | -4480235 | -11414288 |
| Profit Factor | 2.8597 | 5.7073 | 1.3247 | 1.1747 | 2.9416 | 0.5174 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 54.2857 | 51.4286 | 57.1429 | 54.2857 | 51.4286 | 57.1429 |
| Ratio Avg Win / Avg Loss | 2.4082 | 5.3902 | 0.9935 | 0.9893 | 2.7782 | 0.3881 |
| Largest Winning Trade | 163371 | 163371 | 63703 | 5303564 | 5303564 | 1619549 |
| Largest Losing Trade | -76361 | -30391 | -76361 | -5496480 | -1873331 | -5496480 |
| Avg Bars in Trades | 65 | 74 | 56 | 65 | 74 | 56 |
| Avg Bars in Winners | 84 | 90 | 79 | 84 | 90 | 79 |
| Avg Bars in Losers | 43 | 57 | 26 | 43 | 57 | 26 |
| Bars Traded | 4587 | 2600 | 1987 | 4587 | 2600 | 1987 |
| Profit Streak | 120.8843 | 120.8843 | 194.8843 | 120.8843 | 120.8843 | 194.8843 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -247982 | -147741 | -305538 | -120689 | 517311 | -579271 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1550102400000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1758014002549,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 130,
"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": [
[
875704.7972888608,
776365.8370434435,
99338.9602454174,
4516366.31852233,
13607578.541606667,
-9091212.223084336
],
[
875.704797,
776.365837,
99.33896,
4516.366319,
13607.578542,
-9091.212223
],
[
0.350212,
0.310484,
0.039728,
0.153375,
0.196976,
0
],
[
908.712424,
908.712424,
908.712424,
908.712424,
908.712424,
908.712424
],
[
-117964,
-65151,
-109325,
-8179860,
-4480235,
-11414288
],
[
2.859707,
5.707282,
1.324685,
1.174737,
2.941588,
0.517406
],
[
70,
35,
35,
70,
35,
35
],
[
38,
18,
20,
38,
18,
20
],
[
32,
17,
15,
32,
17,
15
],
[
54.285714,
51.428571,
57.142857,
54.285714,
51.428571,
57.142857
],
[
2.408174,
5.390211,
0.993514,
0.989252,
2.778166,
0.388054
],
[
163371,
163371,
63703,
5303564,
5303564,
1619549
],
[
-76361,
-30391,
-76361,
-5496480,
-1873331,
-5496480
],
[
65,
74,
56,
65,
74,
56
],
[
84,
90,
79,
84,
90,
79
],
[
43,
57,
26,
43,
57,
26
],
[
4587,
2600,
1987,
4587,
2600,
1987
],
[
120.884289,
120.884289,
194.884289,
120.884289,
120.884289,
194.884289
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-247982,
-147741,
-305538,
-120689,
517311,
-579271
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541980800000,
"first_datapoint_time": 1550102400000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1758014002549,
"expiration_time": 1764462096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 130,
"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) |
|---|