| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 804432.2055 | 742674.2697 | 61757.9358 | 5070328.0882 | 4512840.8116 | 557487.2766 |
| Total P&L (%) | 804.4322 | 742.6743 | 61.7579 | 5070.3281 | 4512.8408 | 557.4873 |
| Avg Daily Profit (%) | 0.3863 | 0.3566 | 0.0297 | 0.1896 | 0.1841 | 0.0905 |
| Buy And Hold Return (%) | 1205.2537 | 1205.2537 | 1205.2537 | 1205.2537 | 1205.2537 | 1205.2537 |
| Max Trade Drawdown | -78901 | -74812 | -27433 | -909417 | -791877 | -268543 |
| Profit Factor | 3.3581 | 3.9134 | 1.7163 | 2.3318 | 2.4847 | 1.7263 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
| Profitability (%) | 53.913 | 59.6491 | 48.2759 | 53.913 | 59.6491 | 48.2759 |
| Ratio Avg Win / Avg Loss | 2.8706 | 2.6473 | 1.8388 | 1.9933 | 1.6808 | 1.8496 |
| Largest Winning Trade | 413683 | 413683 | 24126 | 2886360 | 2886360 | 235094 |
| Largest Losing Trade | -43681 | -43681 | -7842 | -791411 | -791411 | -100591 |
| Avg Bars in Trades | 209 | 389 | 32 | 209 | 389 | 32 |
| Avg Bars in Winners | 251 | 427 | 37 | 251 | 427 | 37 |
| Avg Bars in Losers | 161 | 334 | 28 | 161 | 334 | 28 |
| Bars Traded | 24116 | 22226 | 1890 | 24116 | 22226 | 1890 |
| Profit Streak | 0 | 158.2647 | 0 | 0 | 158.2647 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148914 | -326855 | -496519 | 401899 | -167263 | -414999 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1578060000000,
"first_datapoint_time": 1579435200000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758068468743,
"expiration_time": 1764545126400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 192,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcu",
"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": [
[
804432.2054931921,
742674.2696764017,
61757.9358167904,
5070328.088200582,
4512840.811579345,
557487.2766212379
],
[
804.432205,
742.67427,
61.757936,
5070.328088,
4512.840812,
557.487277
],
[
0.38625,
0.356597,
0.029653,
0.189625,
0.184136,
0.090466
],
[
1205.253662,
1205.253662,
1205.253662,
1205.253662,
1205.253662,
1205.253662
],
[
-78901,
-74812,
-27433,
-909417,
-791877,
-268543
],
[
3.358083,
3.913426,
1.716252,
2.331789,
2.484689,
1.726302
],
[
115,
57,
58,
115,
57,
58
],
[
62,
34,
28,
62,
34,
28
],
[
53,
23,
30,
53,
23,
30
],
[
53.913043,
59.649123,
48.275862,
53.913043,
59.649123,
48.275862
],
[
2.87062,
2.647318,
1.838841,
1.993303,
1.680819,
1.849609
],
[
413683,
413683,
24126,
2886360,
2886360,
235094
],
[
-43681,
-43681,
-7842,
-791411,
-791411,
-100591
],
[
209,
389,
32,
209,
389,
32
],
[
251,
427,
37,
251,
427,
37
],
[
161,
334,
28,
161,
334,
28
],
[
24116,
22226,
1890,
24116,
22226,
1890
],
[
0,
158.264684,
0,
0,
158.264685,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148914,
-326855,
-496519,
401899,
-167263,
-414999
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1578060000000,
"first_datapoint_time": 1579435200000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758068468743,
"expiration_time": 1764545126400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 192,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcu",
"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) |
|---|