| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 914858.4566 | 790185.6925 | 124672.7641 | 10856956.0677 | 8886647.2921 | 1970308.7756 |
| Total P&L (%) | 914.8585 | 790.1857 | 124.6728 | 10856.9561 | 8886.6473 | 1970.3088 |
| Avg Daily Profit (%) | 0.3659 | 0.316 | 0.0499 | 0.188 | 0.1801 | 0.1213 |
| Buy And Hold Return (%) | 816.2971 | 816.2971 | 816.2971 | 816.2971 | 816.2971 | 816.2971 |
| Max Trade Drawdown | -113108 | -77873 | -62100 | -3552323 | -1818655 | -1733668 |
| Profit Factor | 3.3144 | 4.3434 | 1.7844 | 2.9347 | 3.7055 | 1.8467 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Profitability (%) | 61.039 | 63.1579 | 58.9744 | 61.039 | 63.1579 | 58.9744 |
| Ratio Avg Win / Avg Loss | 2.1156 | 2.5336 | 1.2413 | 1.8732 | 2.1615 | 1.2847 |
| Largest Winning Trade | 350593 | 350593 | 43321 | 4997054 | 4997054 | 1363894 |
| Largest Losing Trade | -51116 | -51116 | -44625 | -1246983 | -1246983 | -978316 |
| Avg Bars in Trades | 92 | 125 | 59 | 92 | 125 | 59 |
| Avg Bars in Winners | 105 | 125 | 84 | 105 | 125 | 84 |
| Avg Bars in Losers | 70 | 125 | 22 | 70 | 125 | 22 |
| Bars Traded | 7093 | 4783 | 2310 | 7093 | 4783 | 2310 |
| Profit Streak | 98.2652 | 135.9318 | 98.2652 | 98.2652 | 135.9318 | 98.2652 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -156031 | -147146 | -288083 | -30071 | 612043 | -30691 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542297600000,
"first_datapoint_time": 1547884800000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758320509519,
"expiration_time": 1764778464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 122,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 195,
"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": [
[
914858.4566493571,
790185.6925440462,
124672.7641053109,
10856956.067686865,
8886647.292090863,
1970308.7755960007
],
[
914.858457,
790.185693,
124.672764,
10856.956068,
8886.647292,
1970.308776
],
[
0.365895,
0.316033,
0.049863,
0.188014,
0.180071,
0.121269
],
[
816.297134,
816.297134,
816.297134,
816.297134,
816.297134,
816.297134
],
[
-113108,
-77873,
-62100,
-3552323,
-1818655,
-1733668
],
[
3.314422,
4.343393,
1.784385,
2.93468,
3.705455,
1.846701
],
[
77,
38,
39,
77,
38,
39
],
[
47,
24,
23,
47,
24,
23
],
[
30,
14,
16,
30,
14,
16
],
[
61.038961,
63.157895,
58.974359,
61.038961,
63.157895,
58.974359
],
[
2.115589,
2.533646,
1.241311,
1.8732,
2.161515,
1.284661
],
[
350593,
350593,
43321,
4997054,
4997054,
1363894
],
[
-51116,
-51116,
-44625,
-1246983,
-1246983,
-978316
],
[
92,
125,
59,
92,
125,
59
],
[
105,
125,
84,
105,
125,
84
],
[
70,
125,
22,
70,
125,
22
],
[
7093,
4783,
2310,
7093,
4783,
2310
],
[
98.265156,
135.931823,
98.265156,
98.265156,
135.931823,
98.265156
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-156031,
-147146,
-288083,
-30071,
612043,
-30691
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542297600000,
"first_datapoint_time": 1547884800000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758320509519,
"expiration_time": 1764778464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 122,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 195,
"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) |
|---|