| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 592689.9545 | 512640.2799 | 80049.6746 | 4992642.5986 | 4086675.6326 | 905966.966 |
| Total P&L (%) | 592.69 | 512.6403 | 80.0497 | 4992.6426 | 4086.6756 | 905.967 |
| Avg Daily Profit (%) | 0.2371 | 0.2051 | 0.032 | 0.1574 | 0.1495 | 0.0924 |
| Buy And Hold Return (%) | 711.3259 | 711.3259 | 711.3259 | 711.3259 | 711.3259 | 711.3259 |
| Max Trade Drawdown | -75223 | -68490 | -30700 | -1045629 | -685233 | -674071 |
| Profit Factor | 3.5834 | 4.2036 | 2.1534 | 3.2865 | 4.6753 | 1.8455 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 66.1972 | 68.5714 | 63.8889 | 66.1972 | 68.5714 | 63.8889 |
| Ratio Avg Win / Avg Loss | 1.8298 | 1.9266 | 1.2171 | 1.6782 | 2.1428 | 1.0431 |
| Largest Winning Trade | 157821 | 157821 | 13896 | 1402188 | 1402188 | 610432 |
| Largest Losing Trade | -39920 | -39920 | -17006 | -604599 | -604599 | -389557 |
| Avg Bars in Trades | 177 | 336 | 22 | 177 | 336 | 22 |
| Avg Bars in Winners | 126 | 219 | 28 | 126 | 219 | 28 |
| Avg Bars in Losers | 277 | 591 | 11 | 277 | 591 | 11 |
| Bars Traded | 12590 | 11771 | 819 | 12590 | 11771 | 819 |
| Profit Streak | 133.1023 | 134.1023 | 133.1023 | 133.1023 | 134.1023 | 133.1023 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -238606 | -147518 | -310250 | -73983 | 600192 | -144790 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542398400000,
"first_datapoint_time": 1545350400000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758407240141,
"expiration_time": 1764876672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 53,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 206,
"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": [
[
592689.9545052039,
512640.2798619838,
80049.6746432201,
4992642.598638302,
4086675.632633819,
905966.9660044828
],
[
592.689955,
512.64028,
80.049675,
4992.642599,
4086.675633,
905.966966
],
[
0.23714,
0.205111,
0.032028,
0.157381,
0.149531,
0.092409
],
[
711.325892,
711.325892,
711.325892,
711.325892,
711.325892,
711.325892
],
[
-75223,
-68490,
-30700,
-1045629,
-685233,
-674071
],
[
3.583372,
4.203584,
2.153386,
3.286532,
4.675307,
1.845456
],
[
71,
35,
36,
71,
35,
36
],
[
47,
24,
23,
47,
24,
23
],
[
24,
11,
13,
24,
11,
13
],
[
66.197183,
68.571429,
63.888889,
66.197183,
68.571429,
63.888889
],
[
1.829807,
1.926643,
1.217131,
1.678229,
2.142849,
1.043084
],
[
157821,
157821,
13896,
1402188,
1402188,
610432
],
[
-39920,
-39920,
-17006,
-604599,
-604599,
-389557
],
[
177,
336,
22,
177,
336,
22
],
[
126,
219,
28,
126,
219,
28
],
[
277,
591,
11,
277,
591,
11
],
[
12590,
11771,
819,
12590,
11771,
819
],
[
133.102316,
134.102316,
133.102316,
133.102316,
134.102316,
133.102316
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-238606,
-147518,
-310250,
-73983,
600192,
-144790
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542398400000,
"first_datapoint_time": 1545350400000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758407240141,
"expiration_time": 1764876672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 53,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 206,
"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) |
|---|