| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1175070.8313 | 926498.7406 | 248572.0907 | 149499739.44 | 140554368.356 | 8945371.084 |
| Total P&L (%) | 1175.0708 | 926.4987 | 248.5721 | 149499.7394 | 140554.3684 | 8945.3711 |
| Avg Daily Profit (%) | 0.4698 | 0.3705 | 0.0994 | 0.2927 | 0.2903 | 0.1803 |
| Buy And Hold Return (%) | 877.5507 | 877.5507 | 877.5507 | 877.5507 | 877.5507 | 877.5507 |
| Max Trade Drawdown | -58050 | -26580 | -52648 | -17667859 | -7235463 | -20229645 |
| Profit Factor | 5.7548 | 9.8818 | 2.7405 | 3.5689 | 8.1147 | 1.2327 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
| Profitability (%) | 61.6438 | 52.7778 | 70.2703 | 61.6438 | 52.7778 | 70.2703 |
| Ratio Avg Win / Avg Loss | 3.5808 | 8.8416 | 1.1594 | 2.2206 | 7.2605 | 0.5215 |
| Largest Winning Trade | 371139 | 371139 | 47466 | 78291809 | 78291809 | 12084474 |
| Largest Losing Trade | -52648 | -21760 | -52648 | -16849168 | -3387768 | -16849168 |
| Avg Bars in Trades | 96 | 107 | 85 | 96 | 107 | 85 |
| Avg Bars in Winners | 103 | 130 | 83 | 103 | 130 | 83 |
| Avg Bars in Losers | 84 | 80 | 90 | 84 | 80 | 90 |
| Bars Traded | 7027 | 3864 | 3163 | 7027 | 3864 | 3163 |
| Profit Streak | 0 | 170.3494 | 0 | 0 | 170.3494 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -116098 | -129075 | -219314 | -58914 | 671883 | 306297 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549411200000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758644589934,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 239,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
1175070.8313441444,
926498.7406232754,
248572.090720869,
149499739.43999416,
140554368.35599485,
8945371.083999306
],
[
1175.070831,
926.498741,
248.572091,
149499.73944,
140554.368356,
8945.371084
],
[
0.46984,
0.370451,
0.099389,
0.292733,
0.29026,
0.180284
],
[
877.550741,
877.550741,
877.550741,
877.550741,
877.550741,
877.550741
],
[
-58050,
-26580,
-52648,
-17667859,
-7235463,
-20229645
],
[
5.754824,
9.881822,
2.740478,
3.568864,
8.114653,
1.232703
],
[
73,
36,
37,
73,
36,
37
],
[
45,
19,
26,
45,
19,
26
],
[
28,
17,
11,
28,
17,
11
],
[
61.643836,
52.777778,
70.27027,
61.643836,
52.777778,
70.27027
],
[
3.58078,
8.84163,
1.159433,
2.220626,
7.260479,
0.521528
],
[
371139,
371139,
47466,
78291809,
78291809,
12084474
],
[
-52648,
-21760,
-52648,
-16849168,
-3387768,
-16849168
],
[
96,
107,
85,
96,
107,
85
],
[
103,
130,
83,
103,
130,
83
],
[
84,
80,
90,
84,
80,
90
],
[
7027,
3864,
3163,
7027,
3864,
3163
],
[
0,
170.34942,
0,
0,
170.349421,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-116098,
-129075,
-219314,
-58914,
671883,
306297
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549411200000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758644589934,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 239,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|