| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 737180.7607 | 617735.5254 | 119445.2353 | 5942375.803 | 8601710.4938 | -2659334.6908 |
| Total P&L (%) | 737.1808 | 617.7355 | 119.4452 | 5942.3758 | 8601.7105 | -2659.3347 |
| Avg Daily Profit (%) | 0.2948 | 0.247 | 0.0478 | 0.1641 | 0.1787 | 0 |
| Buy And Hold Return (%) | 839.9054 | 839.9054 | 839.9054 | 839.9054 | 839.9054 | 839.9054 |
| Max Trade Drawdown | -65746 | -57827 | -65746 | -5179220 | -1026227 | -5179220 |
| Profit Factor | 3.4699 | 6.0267 | 1.6803 | 1.7936 | 7.5536 | 0.5694 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
| Profitability (%) | 74.026 | 73.6842 | 74.359 | 74.026 | 73.6842 | 74.359 |
| Ratio Avg Win / Avg Loss | 1.2175 | 2.1524 | 0.5794 | 0.6293 | 2.6977 | 0.1963 |
| Largest Winning Trade | 168259 | 168259 | 36161 | 4913319 | 4913319 | 529155 |
| Largest Losing Trade | -65746 | -57827 | -65746 | -5179220 | -1026227 | -5179220 |
| Avg Bars in Trades | 59 | 99 | 19 | 59 | 99 | 19 |
| Avg Bars in Winners | 53 | 89 | 18 | 53 | 89 | 18 |
| Avg Bars in Losers | 75 | 127 | 23 | 75 | 127 | 23 |
| Bars Traded | 4564 | 3787 | 777 | 4564 | 3787 | 777 |
| Profit Streak | 107.0129 | 377.5129 | 107.0129 | 107.0129 | 377.5129 | 107.0129 |
| Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -192897 | -144308 | -290085 | -33137 | 751896 | -576364 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541289600000,
"first_datapoint_time": 1548374400000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757333916562,
"expiration_time": 1763815392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 165,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
737180.7606567307,
617735.5253588356,
119445.2352978951,
5942375.802995067,
8601710.493802674,
-2659334.6908076056
],
[
737.180761,
617.735525,
119.445235,
5942.375803,
8601.710494,
-2659.334691
],
[
0.294754,
0.246995,
0.047759,
0.164124,
0.178732,
0
],
[
839.905383,
839.905383,
839.905383,
839.905383,
839.905383,
839.905383
],
[
-65746,
-57827,
-65746,
-5179220,
-1026227,
-5179220
],
[
3.469884,
6.026703,
1.680301,
1.79359,
7.553602,
0.56937
],
[
77,
38,
39,
77,
38,
39
],
[
57,
28,
29,
57,
28,
29
],
[
20,
10,
10,
20,
10,
10
],
[
74.025974,
73.684211,
74.358974,
74.025974,
73.684211,
74.358974
],
[
1.217503,
2.152394,
0.579414,
0.62933,
2.697715,
0.196335
],
[
168259,
168259,
36161,
4913319,
4913319,
529155
],
[
-65746,
-57827,
-65746,
-5179220,
-1026227,
-5179220
],
[
59,
99,
19,
59,
99,
19
],
[
53,
89,
18,
53,
89,
18
],
[
75,
127,
23,
75,
127,
23
],
[
4564,
3787,
777,
4564,
3787,
777
],
[
107.012923,
377.512923,
107.012923,
107.012923,
377.512923,
107.012923
],
[
4,
7,
2,
4,
7,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-192897,
-144308,
-290085,
-33137,
751896,
-576364
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1541289600000,
"first_datapoint_time": 1548374400000,
"last_datapoint_time": 1757332800000,
"evaluation_time": 1757333916562,
"expiration_time": 1763815392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 165,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|