| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 927475.4795 | 814463.6301 | 113011.8494 | -121594840.4062 | 65504981.9934 | -187099822.3995 |
| Total P&L (%) | 927.4755 | 814.4636 | 113.0118 | -121594.8404 | 65504.982 | -187099.8224 |
| Avg Daily Profit (%) | 0.371 | 0.3258 | 0.0452 | 0 | 0.2598 | 0 |
| Buy And Hold Return (%) | 707.1365 | 707.1365 | 707.1365 | 707.1365 | 707.1365 | 707.1365 |
| Max Trade Drawdown | -202755 | -103030 | -179180 | -228625746 | -37331475 | -212644194 |
| Profit Factor | 2.714 | 4.2277 | 1.3913 | 0.5771 | 2.0353 | 0.1656 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 101 | 47 | 54 | 101 | 51 | 50 |
| Losing Trades | 66 | 36 | 30 | 66 | 32 | 34 |
| Profitability (%) | 60.479 | 56.6265 | 64.2857 | 60.479 | 61.4458 | 59.5238 |
| Ratio Avg Win / Avg Loss | 1.7735 | 3.2383 | 0.773 | 0.3771 | 1.277 | 0.1126 |
| Largest Winning Trade | 239485 | 239485 | 66239 | 51657054 | 51657054 | 6002040 |
| Largest Losing Trade | -176876 | -51275 | -176876 | -189489913 | -37331475 | -189489913 |
| Avg Bars in Trades | 57 | 85 | 29 | 57 | 85 | 29 |
| Avg Bars in Winners | 58 | 85 | 35 | 59 | 84 | 34 |
| Avg Bars in Losers | 56 | 87 | 20 | 54 | 88 | 23 |
| Bars Traded | 9633 | 7136 | 2497 | 9633 | 7136 | 2497 |
| Profit Streak | 102.5069 | 102.5069 | 201.0069 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -50571 | -101129 | -295877 | -578544 | 458469 | -579317 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541354400000,
"first_datapoint_time": 1545696000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757376593215,
"expiration_time": 1763856648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 202,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 198
}
}
}
{
"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": [
[
927475.4794813695,
814463.6300848112,
113011.8493965582,
-121594840.40615675,
65504981.993392274,
-187099822.39954898
],
[
927.475479,
814.46363,
113.011849,
-121594.840406,
65504.981993,
-187099.8224
],
[
0.370953,
0.325753,
0.0452,
0,
0.25976,
0
],
[
707.136466,
707.136466,
707.136466,
707.136466,
707.136466,
707.136466
],
[
-202755,
-103030,
-179180,
-228625746,
-37331475,
-212644194
],
[
2.713997,
4.227744,
1.391334,
0.577055,
2.035283,
0.165563
],
[
167,
83,
84,
167,
83,
84
],
[
101,
47,
54,
101,
51,
50
],
[
66,
36,
30,
66,
32,
34
],
[
60.479042,
56.626506,
64.285714,
60.479042,
61.445783,
59.52381
],
[
1.773503,
3.238272,
0.772963,
0.377085,
1.27704,
0.112583
],
[
239485,
239485,
66239,
51657054,
51657054,
6002040
],
[
-176876,
-51275,
-176876,
-189489913,
-37331475,
-189489913
],
[
57,
85,
29,
57,
85,
29
],
[
58,
85,
35,
59,
84,
34
],
[
56,
87,
20,
54,
88,
23
],
[
9633,
7136,
2497,
9633,
7136,
2497
],
[
102.506866,
102.506866,
201.006866,
0,
0,
0
],
[
3,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-50571,
-101129,
-295877,
-578544,
458469,
-579317
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541354400000,
"first_datapoint_time": 1545696000000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757376593215,
"expiration_time": 1763856648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 202,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 198
}
}
}
| # | 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) |
|---|