| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 168284.922 | 95582.078 | 72702.8441 | 324743.3375 | 214289.4079 | 110453.9296 |
| Total P&L (%) | 168.2849 | 95.5821 | 72.7028 | 324.7433 | 214.2894 | 110.4539 |
| Avg Daily Profit (%) | 0.6462 | 0.367 | 0.2792 | 0.5569 | 0.4407 | 0.2861 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -20969 | -18295 | -24751 | -92727 | -84844 | -100949 |
| Profit Factor | 1.6485 | 1.7364 | 1.5606 | 1.3451 | 1.4513 | 1.2369 |
| Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
| Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
| Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
| Profitability (%) | 42.3729 | 39.8305 | 44.9153 | 42.3729 | 39.8305 | 44.9153 |
| Ratio Avg Win / Avg Loss | 2.242 | 2.6231 | 1.9139 | 1.8293 | 2.1924 | 1.517 |
| Largest Winning Trade | 25282 | 25282 | 22919 | 82777 | 82777 | 46310 |
| Largest Losing Trade | -12291 | -6080 | -12291 | -47551 | -27896 | -47551 |
| Avg Bars in Trades | 104 | 103 | 104 | 104 | 103 | 104 |
| Avg Bars in Winners | 149 | 150 | 148 | 149 | 150 | 148 |
| Avg Bars in Losers | 71 | 72 | 69 | 71 | 72 | 69 |
| Bars Traded | 24633 | 12252 | 12381 | 24633 | 12252 | 12381 |
| Profit Streak | 2.9898 | 5.9377 | 0 | 2.9898 | 5.9377 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369802 | 285113 | 268974 | 282876 | 265586 | 199914 |
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737065700000,
"first_datapoint_time": 1737286200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759565715168,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 122,
"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": [
[
168284.9220107858,
95582.0779570927,
72702.8440536932,
324743.3374667536,
214289.4078600268,
110453.9296067267
],
[
168.284922,
95.582078,
72.702844,
324.743337,
214.289408,
110.45393
],
[
0.646206,
0.36703,
0.279175,
0.556923,
0.440698,
0.286138
],
[
10,
10,
10,
10,
10,
10
],
[
-20969,
-18295,
-24751,
-92727,
-84844,
-100949
],
[
1.648513,
1.736406,
1.560554,
1.345073,
1.45128,
1.236904
],
[
236,
118,
118,
236,
118,
118
],
[
100,
47,
53,
100,
47,
53
],
[
136,
71,
65,
136,
71,
65
],
[
42.372881,
39.830508,
44.915254,
42.372881,
39.830508,
44.915254
],
[
2.241977,
2.623081,
1.913887,
1.829299,
2.19236,
1.516958
],
[
25282,
25282,
22919,
82777,
82777,
46310
],
[
-12291,
-6080,
-12291,
-47551,
-27896,
-47551
],
[
104,
103,
104,
104,
103,
104
],
[
149,
150,
148,
149,
150,
148
],
[
71,
72,
69,
71,
72,
69
],
[
24633,
12252,
12381,
24633,
12252,
12381
],
[
2.989759,
5.937675,
0,
2.989759,
5.937676,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369802,
285113,
268974,
282876,
265586,
199914
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737065700000,
"first_datapoint_time": 1737286200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759565715168,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 122,
"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) |
|---|