| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1058283.0929 | 917390.0408 | 140893.0521 | 19261736.992 | 18028449.2713 | 1233287.7208 |
| Total P&L (%) | 1058.2831 | 917.39 | 140.8931 | 19261.737 | 18028.4493 | 1233.2877 |
| Avg Daily Profit (%) | 0.4233 | 0.3669 | 0.0564 | 0.2108 | 0.2082 | 0.1037 |
| Buy And Hold Return (%) | 817.2027 | 817.2027 | 817.2027 | 817.2027 | 817.2027 | 817.2027 |
| Max Trade Drawdown | -90709 | -67293 | -54847 | -16138678 | -10382475 | -5756202 |
| Profit Factor | 2.8348 | 3.6952 | 1.596 | 1.606 | 1.8772 | 1.1098 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
| Profitability (%) | 42.3729 | 37.2881 | 47.4576 | 42.3729 | 37.2881 | 47.4576 |
| Ratio Avg Win / Avg Loss | 3.8554 | 6.2146 | 1.767 | 2.1841 | 3.157 | 1.2287 |
| Largest Winning Trade | 365289 | 365289 | 60675 | 15841676 | 15841676 | 3585081 |
| Largest Losing Trade | -31249 | -31249 | -25194 | -6706525 | -6706525 | -2522886 |
| Avg Bars in Trades | 81 | 88 | 74 | 81 | 88 | 74 |
| Avg Bars in Winners | 115 | 122 | 109 | 115 | 122 | 109 |
| Avg Bars in Losers | 57 | 68 | 43 | 57 | 68 | 43 |
| Bars Traded | 9638 | 5240 | 4398 | 9638 | 5240 | 4398 |
| Profit Streak | 90.0108 | 90.5108 | 90.0108 | 90.0108 | 90.5108 | 90.0108 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60333 | -292676 | -457554 | 341180 | -169671 | -341205 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547748000000,
"last_datapoint_time": 1758477600000,
"evaluation_time": 1758478536359,
"expiration_time": 1764958248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 41,
"offset": 40,
"scalar": 4
}
}
}
{
"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": [
[
1058283.092911173,
917390.0408432368,
140893.0520679358,
19261736.992026947,
18028449.2712716,
1233287.7207553391
],
[
1058.283093,
917.390041,
140.893052,
19261.736992,
18028.449271,
1233.287721
],
[
0.423271,
0.366919,
0.056352,
0.210836,
0.208198,
0.103653
],
[
817.202746,
817.202746,
817.202746,
817.202746,
817.202746,
817.202746
],
[
-90709,
-67293,
-54847,
-16138678,
-10382475,
-5756202
],
[
2.834839,
3.695195,
1.596015,
1.605991,
1.877156,
1.109799
],
[
118,
59,
59,
118,
59,
59
],
[
50,
22,
28,
50,
22,
28
],
[
68,
37,
31,
68,
37,
31
],
[
42.372881,
37.288136,
47.457627,
42.372881,
37.288136,
47.457627
],
[
3.855382,
6.214646,
1.767017,
2.184147,
3.157034,
1.228706
],
[
365289,
365289,
60675,
15841676,
15841676,
3585081
],
[
-31249,
-31249,
-25194,
-6706525,
-6706525,
-2522886
],
[
81,
88,
74,
81,
88,
74
],
[
115,
122,
109,
115,
122,
109
],
[
57,
68,
43,
57,
68,
43
],
[
9638,
5240,
4398,
9638,
5240,
4398
],
[
90.010837,
90.510837,
90.010837,
90.010837,
90.510837,
90.010837
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60333,
-292676,
-457554,
341180,
-169671,
-341205
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1547748000000,
"last_datapoint_time": 1758477600000,
"evaluation_time": 1758478536359,
"expiration_time": 1764958248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 41,
"offset": 40,
"scalar": 4
}
}
}
| # | 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) |
|---|