| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 852791.955 | 727975.4597 | 124816.4953 | 8395004.2224 | 7501406.0805 | 893598.1419 |
| Total P&L (%) | 852.792 | 727.9755 | 124.8165 | 8395.0042 | 7501.4061 | 893.5981 |
| Avg Daily Profit (%) | 0.341 | 0.2911 | 0.0499 | 0.1778 | 0.1734 | 0.0919 |
| Buy And Hold Return (%) | 891.9729 | 891.9729 | 891.9729 | 891.9729 | 891.9729 | 891.9729 |
| Max Trade Drawdown | -85349 | -85261 | -60990 | -1222619 | -782426 | -547852 |
| Profit Factor | 3.3641 | 4.5421 | 1.8042 | 4.4004 | 6.2612 | 1.8568 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Profitability (%) | 61.1111 | 61.1111 | 61.1111 | 61.1111 | 61.1111 | 61.1111 |
| Ratio Avg Win / Avg Loss | 2.1408 | 2.8904 | 1.1481 | 2.8003 | 3.9844 | 1.1816 |
| Largest Winning Trade | 320735 | 320735 | 44508 | 3619828 | 3619828 | 513682 |
| Largest Losing Trade | -60990 | -42728 | -60990 | -605301 | -605301 | -347284 |
| Avg Bars in Trades | 62 | 83 | 41 | 62 | 83 | 41 |
| Avg Bars in Winners | 78 | 94 | 63 | 78 | 94 | 63 |
| Avg Bars in Losers | 36 | 65 | 7 | 36 | 65 | 7 |
| Bars Traded | 4488 | 2995 | 1493 | 4488 | 2995 | 1493 |
| Profit Streak | 427.194 | 438.694 | 427.194 | 427.194 | 438.694 | 427.194 |
| Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -230748 | -146688 | -286939 | -65443 | 689450 | -229917 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542024000000,
"first_datapoint_time": 1548590400000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758040759561,
"expiration_time": 1764505296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 74,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 153,
"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": [
[
852791.9550203808,
727975.4597056841,
124816.495314697,
8395004.22238992,
7501406.080451654,
893598.141938265
],
[
852.791955,
727.97546,
124.816495,
8395.004222,
7501.40608,
893.598142
],
[
0.341049,
0.291132,
0.049917,
0.177805,
0.173352,
0.09187
],
[
891.972851,
891.972851,
891.972851,
891.972851,
891.972851,
891.972851
],
[
-85349,
-85261,
-60990,
-1222619,
-782426,
-547852
],
[
3.364114,
4.542058,
1.804228,
4.400443,
6.261188,
1.85676
],
[
72,
36,
36,
72,
36,
36
],
[
44,
22,
22,
44,
22,
22
],
[
28,
14,
14,
28,
14,
14
],
[
61.111111,
61.111111,
61.111111,
61.111111,
61.111111,
61.111111
],
[
2.1408,
2.8904,
1.148145,
2.800282,
3.984393,
1.181575
],
[
320735,
320735,
44508,
3619828,
3619828,
513682
],
[
-60990,
-42728,
-60990,
-605301,
-605301,
-347284
],
[
62,
83,
41,
62,
83,
41
],
[
78,
94,
63,
78,
94,
63
],
[
36,
65,
7,
36,
65,
7
],
[
4488,
2995,
1493,
4488,
2995,
1493
],
[
427.193976,
438.693976,
427.193976,
427.193976,
438.693976,
427.193976
],
[
7,
5,
3,
7,
5,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-230748,
-146688,
-286939,
-65443,
689450,
-229917
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5001,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542024000000,
"first_datapoint_time": 1548590400000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758040759561,
"expiration_time": 1764505296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 74,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 153,
"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) |
|---|