| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 704321.7557 | 609933.869 | 94387.8866 | -3086033.2359 | 12050888.8896 | -15136922.1254 |
| Total P&L (%) | 704.3218 | 609.9339 | 94.3879 | -3086.0332 | 12050.8889 | -15136.9221 |
| Avg Daily Profit (%) | 0.2816 | 0.2438 | 0.0377 | 0 | 0.1921 | 0 |
| Buy And Hold Return (%) | 859.7181 | 859.7181 | 859.7181 | 859.7181 | 859.7181 | 859.7181 |
| Max Trade Drawdown | -112078 | -57262 | -112078 | -18321534 | -981061 | -17529834 |
| Profit Factor | 3.3216 | 7.923 | 1.4385 | 0.8582 | 7.3013 | 0.2374 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 47 | 23 | 24 | 45 | 22 | 23 |
| Losing Trades | 17 | 9 | 8 | 19 | 10 | 9 |
| Profitability (%) | 73.4375 | 71.875 | 75 | 70.3125 | 68.75 | 71.875 |
| Ratio Avg Win / Avg Loss | 1.2014 | 3.1003 | 0.4795 | 0.3623 | 3.3188 | 0.0929 |
| Largest Winning Trade | 161719 | 161719 | 47399 | 8186739 | 8186739 | 1084689 |
| Largest Losing Trade | -112078 | -35389 | -112078 | -17187810 | -791699 | -17187810 |
| Avg Bars in Trades | 75 | 114 | 35 | 75 | 114 | 35 |
| Avg Bars in Winners | 72 | 110 | 36 | 66 | 100 | 33 |
| Avg Bars in Losers | 82 | 126 | 32 | 96 | 147 | 40 |
| Bars Traded | 4816 | 3675 | 1141 | 4816 | 3675 | 1141 |
| Profit Streak | 232.7946 | 1083.7946 | 232.7946 | 0 | 0 | 0 |
| Trades During Streak | 2 | 10 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -291292 | -144605 | -305211 | -721644 | 680271 | -577974 |
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549281600000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758654256596,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 15,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 157,
"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": [
[
704321.7556561079,
609933.8690078689,
94387.886648239,
-3086033.23587895,
12050888.889550885,
-15136922.125429833
],
[
704.321756,
609.933869,
94.387887,
-3086.033236,
12050.88889,
-15136.922125
],
[
0.28156,
0.243827,
0.037733,
0,
0.192069,
0
],
[
859.718093,
859.718093,
859.718093,
859.718093,
859.718093,
859.718093
],
[
-112078,
-57262,
-112078,
-18321534,
-981061,
-17529834
],
[
3.321613,
7.922978,
1.438456,
0.858195,
7.3013,
0.23744
],
[
64,
32,
32,
64,
32,
32
],
[
47,
23,
24,
45,
22,
23
],
[
17,
9,
8,
19,
10,
9
],
[
73.4375,
71.875,
75,
70.3125,
68.75,
71.875
],
[
1.201435,
3.100296,
0.479485,
0.362349,
3.318773,
0.092911
],
[
161719,
161719,
47399,
8186739,
8186739,
1084689
],
[
-112078,
-35389,
-112078,
-17187810,
-791699,
-17187810
],
[
75,
114,
35,
75,
114,
35
],
[
72,
110,
36,
66,
100,
33
],
[
82,
126,
32,
96,
147,
40
],
[
4816,
3675,
1141,
4816,
3675,
1141
],
[
232.794636,
1083.794636,
232.794636,
0,
0,
0
],
[
2,
10,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-291292,
-144605,
-305211,
-721644,
680271,
-577974
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1542542400000,
"first_datapoint_time": 1549281600000,
"last_datapoint_time": 1758628800000,
"evaluation_time": 1758654256596,
"expiration_time": 1765112688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 15,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 157,
"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) |
|---|