| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1017034.9394 | 795176.5255 | 221858.4139 | 85069344.0615 | 86481431.5544 | -1412087.4929 |
| Total P&L (%) | 1017.0349 | 795.1765 | 221.8584 | 85069.3441 | 86481.4316 | -1412.0875 |
| Avg Daily Profit (%) | 0.4065 | 0.3179 | 0.0887 | 0.2701 | 0.2707 | 0 |
| Buy And Hold Return (%) | 799.597 | 799.597 | 799.597 | 799.597 | 799.597 | 799.597 |
| Max Trade Drawdown | -83722 | -65214 | -65420 | -27373749 | -2014636 | -34787655 |
| Profit Factor | 3.4562 | 4.8529 | 2.0682 | 2.9104 | 13.5999 | 0.9625 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 69.2982 | 70.1754 | 68.4211 | 69.2982 | 70.1754 | 68.4211 |
| Ratio Avg Win / Avg Loss | 1.5312 | 2.0625 | 0.9546 | 1.2894 | 5.78 | 0.4442 |
| Largest Winning Trade | 194654 | 194654 | 46674 | 36123203 | 36123203 | 6207371 |
| Largest Losing Trade | -50628 | -50628 | -44794 | -23201586 | -1395725 | -23201586 |
| Avg Bars in Trades | 62 | 96 | 28 | 62 | 96 | 28 |
| Avg Bars in Winners | 61 | 92 | 29 | 61 | 92 | 29 |
| Avg Bars in Losers | 66 | 106 | 28 | 66 | 106 | 28 |
| Bars Traded | 7153 | 5512 | 1641 | 7153 | 5512 | 1641 |
| Profit Streak | 143 | 143 | 251 | 143 | 143 | 251 |
| Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60450 | -325102 | -415152 | 626221 | -158886 | -756746 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548172800000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758700798656,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 41,
"offset": 195,
"std": 2.98027
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 196,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
1017034.9394249788,
795176.5255190199,
221858.4139059586,
85069344.06150283,
86481431.55437681,
-1412087.4928739686
],
[
1017.034939,
795.176526,
221.858414,
85069.344062,
86481.431554,
-1412.087493
],
[
0.406542,
0.317858,
0.088684,
0.270073,
0.270732,
0
],
[
799.597003,
799.597003,
799.597003,
799.597003,
799.597003,
799.597003
],
[
-83722,
-65214,
-65420,
-27373749,
-2014636,
-34787655
],
[
3.456197,
4.852894,
2.068246,
2.910369,
13.599893,
0.962511
],
[
114,
57,
57,
114,
57,
57
],
[
79,
40,
39,
79,
40,
39
],
[
35,
17,
18,
35,
17,
18
],
[
69.298246,
70.175439,
68.421053,
69.298246,
70.175439,
68.421053
],
[
1.531226,
2.06248,
0.954575,
1.289404,
5.779955,
0.444236
],
[
194654,
194654,
46674,
36123203,
36123203,
6207371
],
[
-50628,
-50628,
-44794,
-23201586,
-1395725,
-23201586
],
[
62,
96,
28,
62,
96,
28
],
[
61,
92,
29,
61,
92,
29
],
[
66,
106,
28,
66,
106,
28
],
[
7153,
5512,
1641,
7153,
5512,
1641
],
[
142.999984,
142.999984,
250.999984,
142.999984,
142.999984,
250.999984
],
[
8,
4,
6,
8,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60450,
-325102,
-415152,
626221,
-158886,
-756746
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548172800000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758700798656,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 41,
"offset": 195,
"std": 2.98027
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 196,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|