| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1139031.9406 | 914415.5538 | 224616.3868 | 74642250.5754 | 89320629.2051 | -14678378.6297 |
| Total P&L (%) | 1139.0319 | 914.4156 | 224.6164 | 74642.2506 | 89320.6292 | -14678.3786 |
| Avg Daily Profit (%) | 0.4556 | 0.3658 | 0.0898 | 0.265 | 0.2722 | 0 |
| Buy And Hold Return (%) | 755.2322 | 755.2322 | 755.2322 | 755.2322 | 755.2322 | 755.2322 |
| Max Trade Drawdown | -73513 | -54319 | -60555 | -39499989 | -12587302 | -40800993 |
| Profit Factor | 4.2687 | 6.2719 | 2.2834 | 1.9669 | 4.3864 | 0.7112 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
| Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
| Profitability (%) | 65.7534 | 58.3333 | 72.973 | 65.7534 | 58.3333 | 72.973 |
| Ratio Avg Win / Avg Loss | 2.2233 | 4.4799 | 0.8457 | 1.0244 | 3.1331 | 0.2634 |
| Largest Winning Trade | 361290 | 361290 | 44818 | 64835662 | 64835662 | 6532317 |
| Largest Losing Trade | -60555 | -39605 | -60555 | -29769368 | -8703421 | -29769368 |
| Avg Bars in Trades | 132 | 141 | 124 | 132 | 141 | 124 |
| Avg Bars in Winners | 139 | 139 | 140 | 139 | 139 | 140 |
| Avg Bars in Losers | 119 | 145 | 80 | 119 | 145 | 80 |
| Bars Traded | 9692 | 5104 | 4588 | 9692 | 5104 | 4588 |
| Profit Streak | 122.2006 | 122.2006 | 242.9506 | 122.2006 | 122.2006 | 242.9506 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -65292 | -80577 | -232881 | -61387 | 635161 | -576440 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542110400000,
"first_datapoint_time": 1546668000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758127728206,
"expiration_time": 1764590400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 62,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
1139031.9406307633,
914415.5538163184,
224616.3868144447,
74642250.5753625,
89320629.20510408,
-14678378.62974159
],
[
1139.031941,
914.415554,
224.616387,
74642.250575,
89320.629205,
-14678.37863
],
[
0.455613,
0.365766,
0.089847,
0.265016,
0.272207,
0
],
[
755.232212,
755.232212,
755.232212,
755.232212,
755.232212,
755.232212
],
[
-73513,
-54319,
-60555,
-39499989,
-12587302,
-40800993
],
[
4.268699,
6.271862,
2.283417,
1.966864,
4.386369,
0.711191
],
[
73,
36,
37,
73,
36,
37
],
[
48,
21,
27,
48,
21,
27
],
[
25,
15,
10,
25,
15,
10
],
[
65.753425,
58.333333,
72.972973,
65.753425,
58.333333,
72.972973
],
[
2.223281,
4.479901,
0.84571,
1.024408,
3.133121,
0.263404
],
[
361290,
361290,
44818,
64835662,
64835662,
6532317
],
[
-60555,
-39605,
-60555,
-29769368,
-8703421,
-29769368
],
[
132,
141,
124,
132,
141,
124
],
[
139,
139,
140,
139,
139,
140
],
[
119,
145,
80,
119,
145,
80
],
[
9692,
5104,
4588,
9692,
5104,
4588
],
[
122.200558,
122.200558,
242.950558,
122.200558,
122.200558,
242.950558
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-65292,
-80577,
-232881,
-61387,
635161,
-576440
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542110400000,
"first_datapoint_time": 1546668000000,
"last_datapoint_time": 1758110400000,
"evaluation_time": 1758127728206,
"expiration_time": 1764590400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 62,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|