| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 493783.6526 | 397282.2337 | 96501.419 | 458765.0887 | 1509278.6 | -1050513.5114 |
| Total P&L (%) | 493.7837 | 397.2822 | 96.5014 | 458.7651 | 1509.2786 | -1050.5135 |
| Avg Daily Profit (%) | 0.2244 | 0.1806 | 0.0439 | 0.0782 | 0.1264 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -236373 | -178618 | -75217 | -4190382 | -2042695 | -2202256 |
| Profit Factor | 1.533 | 1.858 | 1.2083 | 1.0461 | 1.3358 | 0.8075 |
| Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
| Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
| Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
| Profitability (%) | 46.9194 | 44.3396 | 49.5238 | 46.9194 | 44.3396 | 49.5238 |
| Ratio Avg Win / Avg Loss | 1.7343 | 2.3323 | 1.2315 | 1.1835 | 1.6769 | 0.823 |
| Largest Winning Trade | 158180 | 158180 | 41336 | 1332219 | 1332219 | 723142 |
| Largest Losing Trade | -52563 | -29666 | -52563 | -1483047 | -771295 | -1483047 |
| Avg Bars in Trades | 61 | 56 | 67 | 61 | 56 | 67 |
| Avg Bars in Winners | 86 | 76 | 95 | 86 | 76 | 95 |
| Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
| Bars Traded | 13041 | 5968 | 7073 | 13041 | 5968 | 7073 |
| Profit Streak | 0 | 0 | 46.3268 | 0 | 0 | 46.3268 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 372779 | 306282 | -134277 | -258411 | -24982 | -580249 |
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13202,
"evaluation_days": 2200.33,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1570737600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759434637478,
"expiration_time": 1765124064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 68,
"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": [
[
493783.6526312099,
397282.2336700308,
96501.4189611788,
458765.0886700483,
1509278.6000297158,
-1050513.511359667
],
[
493.783653,
397.282234,
96.501419,
458.765089,
1509.2786,
-1050.513511
],
[
0.224413,
0.180556,
0.043858,
0.078226,
0.12635,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-236373,
-178618,
-75217,
-4190382,
-2042695,
-2202256
],
[
1.532988,
1.857962,
1.20825,
1.046104,
1.335805,
0.807461
],
[
211,
106,
105,
211,
106,
105
],
[
99,
47,
52,
99,
47,
52
],
[
112,
59,
53,
112,
59,
53
],
[
46.919431,
44.339623,
49.52381,
46.919431,
44.339623,
49.52381
],
[
1.734289,
2.332335,
1.231486,
1.183471,
1.676862,
0.822989
],
[
158180,
158180,
41336,
1332219,
1332219,
723142
],
[
-52563,
-29666,
-52563,
-1483047,
-771295,
-1483047
],
[
61,
56,
67,
61,
56,
67
],
[
86,
76,
95,
86,
76,
95
],
[
39,
39,
39,
39,
39,
39
],
[
13041,
5968,
7073,
13041,
5968,
7073
],
[
0,
0,
46.326823,
0,
0,
46.326823
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372779,
306282,
-134277,
-258411,
-24982,
-580249
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13202,
"evaluation_days": 2200.33,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1570737600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759434637478,
"expiration_time": 1765124064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 68,
"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) |
|---|