| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 908371.527 | 784131.3204 | 124240.2066 | 8567627.4098 | 21025105.6206 | -12457478.2108 |
| Total P&L (%) | 908.3715 | 784.1313 | 124.2402 | 8567.6274 | 21025.1056 | -12457.4782 |
| Avg Daily Profit (%) | 0.3633 | 0.3136 | 0.0497 | 0.1786 | 0.2143 | 0 |
| Buy And Hold Return (%) | 928.4589 | 928.4589 | 928.4589 | 928.4589 | 928.4589 | 928.4589 |
| Max Trade Drawdown | -76645 | -73911 | -81450 | -8968384 | -5868361 | -14689403 |
| Profit Factor | 3.2143 | 6.7732 | 1.4528 | 1.2766 | 4.0865 | 0.4845 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Profitability (%) | 59.6774 | 58.0645 | 61.2903 | 59.6774 | 58.0645 | 61.2903 |
| Ratio Avg Win / Avg Loss | 2.1718 | 4.8918 | 0.9175 | 0.8625 | 2.9513 | 0.306 |
| Largest Winning Trade | 174916 | 174916 | 66235 | 9079605 | 9079605 | 1794449 |
| Largest Losing Trade | -71703 | -44282 | -71703 | -8968384 | -3256240 | -8968384 |
| Avg Bars in Trades | 73 | 80 | 67 | 73 | 80 | 67 |
| Avg Bars in Winners | 85 | 88 | 83 | 85 | 88 | 83 |
| Avg Bars in Losers | 56 | 69 | 42 | 56 | 69 | 42 |
| Bars Traded | 4586 | 2499 | 2087 | 4586 | 2499 | 2087 |
| Profit Streak | 114.9932 | 114.9932 | 192.9932 | 114.9932 | 114.9932 | 192.9932 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -306488 | -146671 | -290971 | -150158 | 606744 | -578764 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1549195200000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757721015214,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 175,
"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": [
[
908371.5270231048,
784131.320395828,
124240.2066272767,
8567627.409767628,
21025105.62055152,
-12457478.210783893
],
[
908.371527,
784.13132,
124.240207,
8567.62741,
21025.105621,
-12457.478211
],
[
0.363276,
0.31359,
0.049686,
0.178611,
0.214308,
0
],
[
928.458917,
928.458917,
928.458917,
928.458917,
928.458917,
928.458917
],
[
-76645,
-73911,
-81450,
-8968384,
-5868361,
-14689403
],
[
3.21429,
6.773221,
1.452755,
1.276565,
4.086484,
0.484518
],
[
62,
31,
31,
62,
31,
31
],
[
37,
18,
19,
37,
18,
19
],
[
25,
13,
12,
25,
13,
12
],
[
59.677419,
58.064516,
61.290323,
59.677419,
58.064516,
61.290323
],
[
2.171818,
4.891771,
0.917529,
0.862544,
2.951349,
0.306011
],
[
174916,
174916,
66235,
9079605,
9079605,
1794449
],
[
-71703,
-44282,
-71703,
-8968384,
-3256240,
-8968384
],
[
73,
80,
67,
73,
80,
67
],
[
85,
88,
83,
85,
88,
83
],
[
56,
69,
42,
56,
69,
42
],
[
4586,
2499,
2087,
4586,
2499,
2087
],
[
114.993232,
114.993232,
192.993232,
114.993232,
114.993232,
192.993232
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-306488,
-146671,
-290971,
-150158,
606744,
-578764
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1541678400000,
"first_datapoint_time": 1549195200000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757721015214,
"expiration_time": 1764159696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 175,
"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) |
|---|