| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88730.5657 | 62276.515 | 26454.0506 | 107820.2814 | 70706.5133 | 37113.7681 |
| Total P&L (%) | 88.7306 | 62.2765 | 26.4541 | 107.8203 | 70.7065 | 37.1138 |
| Avg Daily Profit (%) | 0.3407 | 0.2391 | 0.1016 | 0.2813 | 0.2056 | 0.1213 |
| Buy And Hold Return (%) | 25.4389 | 25.4389 | 25.4389 | 25.4389 | 25.4389 | 25.4389 |
| Max Trade Drawdown | -23346 | -27626 | -8827 | -29384 | -33492 | -12787 |
| Profit Factor | 1.8045 | 1.6992 | 2.2468 | 1.691 | 1.5531 | 2.316 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 61.7978 | 59.0909 | 64.4444 | 61.7978 | 59.0909 | 64.4444 |
| Ratio Avg Win / Avg Loss | 1.1155 | 1.1764 | 1.2396 | 1.0453 | 1.0752 | 1.2778 |
| Largest Winning Trade | 26010 | 26010 | 9865 | 28218 | 28218 | 12485 |
| Largest Losing Trade | -19144 | -19144 | -5758 | -26690 | -26690 | -8620 |
| Avg Bars in Trades | 263 | 510 | 22 | 263 | 510 | 22 |
| Avg Bars in Winners | 132 | 259 | 18 | 132 | 259 | 18 |
| Avg Bars in Losers | 476 | 874 | 30 | 476 | 874 | 30 |
| Bars Traded | 23488 | 22474 | 1014 | 23488 | 22474 | 1014 |
| Profit Streak | 17.6091 | 17.6091 | 52.7549 | 17.6091 | 17.6091 | 52.7549 |
| Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384729 | 254547 | -205141 | 382568 | 248412 | -48380 |
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736344800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758867723832,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 32,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 183,
"offset": 0,
"std": 4.78183
}
}
} {
"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": [
[
88730.5656780029,
62276.5150329445,
26454.0506450584,
107820.2814277831,
70706.513291669,
37113.7681361141
],
[
88.730566,
62.276515,
26.454051,
107.820281,
70.706513,
37.113768
],
[
0.340721,
0.239139,
0.101582,
0.281289,
0.205562,
0.121278
],
[
25.438898,
25.438898,
25.438898,
25.438898,
25.438898,
25.438898
],
[
-23346,
-27626,
-8827,
-29384,
-33492,
-12787
],
[
1.804532,
1.699185,
2.246754,
1.690996,
1.553111,
2.315999
],
[
89,
44,
45,
89,
44,
45
],
[
55,
26,
29,
55,
26,
29
],
[
34,
18,
16,
34,
18,
16
],
[
61.797753,
59.090909,
64.444444,
61.797753,
59.090909,
64.444444
],
[
1.115529,
1.176359,
1.239588,
1.045343,
1.075231,
1.277792
],
[
26010,
26010,
9865,
28218,
28218,
12485
],
[
-19144,
-19144,
-5758,
-26690,
-26690,
-8620
],
[
263,
510,
22,
263,
510,
22
],
[
132,
259,
18,
132,
259,
18
],
[
476,
874,
30,
476,
874,
30
],
[
23488,
22474,
1014,
23488,
22474,
1014
],
[
17.609072,
17.609072,
52.754905,
17.609072,
17.609072,
52.754905
],
[
5,
2,
7,
5,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384729,
254547,
-205141,
382568,
248412,
-48380
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736344800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758867723832,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 32,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 183,
"offset": 0,
"std": 4.78183
}
}
}
| # | 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) |
|---|