| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 888174.3984 | 796301.2054 | 91873.193 | 6069527.9714 | 8148948.6851 | -2079420.7137 |
| Total P&L (%) | 888.1744 | 796.3012 | 91.8732 | 6069.528 | 8148.9487 | -2079.4207 |
| Avg Daily Profit (%) | 0.3552 | 0.3184 | 0.0367 | 0.165 | 0.1766 | 0 |
| Buy And Hold Return (%) | 761.0758 | 761.0758 | 761.0758 | 761.0758 | 761.0758 | 761.0758 |
| Max Trade Drawdown | -86512 | -56226 | -91063 | -3650125 | -1568007 | -4911706 |
| Profit Factor | 2.8483 | 5.095 | 1.3211 | 1.5482 | 3.2245 | 0.7193 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 51.8987 | 53.8462 | 50 | 51.8987 | 53.8462 | 50 |
| Ratio Avg Win / Avg Loss | 2.6399 | 4.3671 | 1.3211 | 1.4349 | 2.7638 | 0.7193 |
| Largest Winning Trade | 361218 | 361218 | 49889 | 4084210 | 4084210 | 878779 |
| Largest Losing Trade | -71582 | -22630 | -71582 | -3422229 | -531779 | -3422229 |
| Avg Bars in Trades | 91 | 95 | 88 | 91 | 95 | 88 |
| Avg Bars in Winners | 118 | 115 | 122 | 118 | 115 | 122 |
| Avg Bars in Losers | 62 | 72 | 54 | 62 | 72 | 54 |
| Bars Traded | 7261 | 3725 | 3536 | 7261 | 3725 | 3536 |
| Profit Streak | 0 | 168.1801 | 0 | 0 | 168.1801 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -130052 | -132977 | -309357 | -21692 | 557555 | -580749 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1545264000000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758053961804,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 54,
"offset": 0,
"a": 0.33796
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 114,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
888174.3984078994,
796301.2053678777,
91873.1930400216,
6069527.9714059355,
8148948.685107118,
-2079420.7137011837
],
[
888.174398,
796.301205,
91.873193,
6069.527971,
8148.948685,
-2079.420714
],
[
0.355175,
0.318435,
0.036739,
0.16498,
0.176615,
0
],
[
761.075779,
761.075779,
761.075779,
761.075779,
761.075779,
761.075779
],
[
-86512,
-56226,
-91063,
-3650125,
-1568007,
-4911706
],
[
2.848288,
5.094977,
1.321144,
1.548198,
3.224459,
0.719318
],
[
79,
39,
40,
79,
39,
40
],
[
41,
21,
20,
41,
21,
20
],
[
38,
18,
20,
38,
18,
20
],
[
51.898734,
53.846154,
50,
51.898734,
53.846154,
50
],
[
2.639877,
4.367123,
1.321144,
1.434915,
2.763822,
0.719318
],
[
361218,
361218,
49889,
4084210,
4084210,
878779
],
[
-71582,
-22630,
-71582,
-3422229,
-531779,
-3422229
],
[
91,
95,
88,
91,
95,
88
],
[
118,
115,
122,
118,
115,
122
],
[
62,
72,
54,
62,
72,
54
],
[
7261,
3725,
3536,
7261,
3725,
3536
],
[
0,
168.180113,
0,
0,
168.180113,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-130052,
-132977,
-309357,
-21692,
557555,
-580749
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1545264000000,
"last_datapoint_time": 1758038400000,
"evaluation_time": 1758053961804,
"expiration_time": 1764520128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 54,
"offset": 0,
"a": 0.33796
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 114,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|