| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 40566.3411 | 286490.3671 | -245924.026 | 6472927.4483 | 804242.1271 | 5668685.3211 |
| Total P&L (%) | 40.5663 | 286.4904 | -245.924 | 6472.9274 | 804.2421 | 5668.6853 |
| Avg Daily Profit (%) | 0.0162 | 0.1146 | -0.0984 | 0.1675 | 0.0881 | 0.1623 |
| Buy And Hold Return (%) | 850.4374 | 850.4374 | 850.4374 | 850.4374 | 850.4374 | 850.4374 |
| Max Trade Drawdown | -301245 | -45497 | -336320 | -2043082 | -964857 | -1171367 |
| Profit Factor | 1.0542 | 3.143 | 0.5997 | 3.1675 | 1.6249 | 4.3359 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 95 | 44 | 51 | 59 | 29 | 30 |
| Losing Trades | 37 | 22 | 15 | 73 | 37 | 36 |
| Profitability (%) | 71.9697 | 66.6667 | 77.2727 | 44.697 | 43.9394 | 45.4545 |
| Ratio Avg Win / Avg Loss | 0.4106 | 1.5715 | 0.1764 | 3.9192 | 2.0732 | 5.2031 |
| Largest Winning Trade | 84729 | 84729 | 34711 | 5278758 | 508139 | 5278758 |
| Largest Losing Trade | -301245 | -45497 | -301245 | -429056 | -322744 | -429056 |
| Avg Bars in Trades | 52 | 37 | 67 | 52 | 37 | 67 |
| Avg Bars in Winners | 36 | 28 | 43 | 55 | 30 | 79 |
| Avg Bars in Losers | 94 | 56 | 149 | 50 | 43 | 57 |
| Bars Traded | 6960 | 2500 | 4460 | 6960 | 2500 | 4460 |
| Profit Streak | 199.4913 | 490.8247 | 199.4913 | 308.8247 | 308.8247 | 322.8247 |
| Trades During Streak | 9 | 11 | 4 | 10 | 5 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -494783 | -320351 | -700036 | 489381 | -363045 | -110038 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1547136000000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757706450741,
"expiration_time": 1764173664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 12,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 190,
"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": [
[
40566.3411491326,
286490.3671140034,
-245924.0259648707,
6472927.448267576,
804242.1271323718,
5668685.321135204
],
[
40.566341,
286.490367,
-245.924026,
6472.927448,
804.242127,
5668.685321
],
[
0.016224,
0.114581,
-0.098357,
0.16754,
0.088104,
0.162311
],
[
850.437408,
850.437408,
850.437408,
850.437408,
850.437408,
850.437408
],
[
-301245,
-45497,
-336320,
-2043082,
-964857,
-1171367
],
[
1.054226,
3.143046,
0.599739,
3.167545,
1.624903,
4.33588
],
[
132,
66,
66,
132,
66,
66
],
[
95,
44,
51,
59,
29,
30
],
[
37,
22,
15,
73,
37,
36
],
[
71.969697,
66.666667,
77.272727,
44.69697,
43.939394,
45.454545
],
[
0.410593,
1.571523,
0.176394,
3.919165,
2.073152,
5.203056
],
[
84729,
84729,
34711,
5278758,
508139,
5278758
],
[
-301245,
-45497,
-301245,
-429056,
-322744,
-429056
],
[
52,
37,
67,
52,
37,
67
],
[
36,
28,
43,
55,
30,
79
],
[
94,
56,
149,
50,
43,
57
],
[
6960,
2500,
4460,
6960,
2500,
4460
],
[
199.491328,
490.824661,
199.491328,
308.824661,
308.824661,
322.824661
],
[
9,
11,
4,
10,
5,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-494783,
-320351,
-700036,
489381,
-363045,
-110038
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1547136000000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757706450741,
"expiration_time": 1764173664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 12,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 190,
"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) |
|---|