| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 371917.2409 | 331497.8199 | 40419.421 | 98103.5869 | 998089.7081 | -899986.1212 |
| Total P&L (%) | 371.9172 | 331.4978 | 40.4194 | 98.1036 | 998.0897 | -899.9861 |
| Avg Daily Profit (%) | 0.1686 | 0.1502 | 0.0183 | 0.031 | 0.1087 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -252900 | -196673 | -104018 | -2761483 | -1648581 | -1669371 |
| Profit Factor | 1.3706 | 1.6026 | 1.0892 | 1.0114 | 1.2054 | 0.7585 |
| Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
| Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
| Profitability (%) | 47.1795 | 44.898 | 49.4845 | 47.1795 | 44.898 | 49.4845 |
| Ratio Avg Win / Avg Loss | 1.5345 | 1.9669 | 1.1118 | 1.1324 | 1.4794 | 0.7743 |
| Largest Winning Trade | 104807 | 104807 | 51779 | 1153725 | 1153725 | 319744 |
| Largest Losing Trade | -42709 | -32143 | -42709 | -870963 | -725422 | -870963 |
| Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
| Avg Bars in Winners | 54 | 43 | 64 | 54 | 43 | 64 |
| Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
| Bars Traded | 8671 | 3901 | 4770 | 8671 | 3901 | 4770 |
| Profit Streak | 0 | 0 | 78.2151 | 0 | 0 | 78.2151 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320508 | 286277 | -292965 | -359524 | -50288 | -580716 |
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8826,
"evaluation_days": 2206.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1571292000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759943386907,
"expiration_time": 1765644048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 25,
"offset": 0,
"std": 2.5682
}
}
} {
"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": [
[
371917.2409127474,
331497.8199102764,
40419.4210024712,
98103.5869148476,
998089.7080859006,
-899986.1211710527
],
[
371.917241,
331.49782,
40.419421,
98.103587,
998.089708,
-899.986121
],
[
0.168555,
0.150237,
0.018318,
0.030987,
0.108654,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-252900,
-196673,
-104018,
-2761483,
-1648581,
-1669371
],
[
1.370632,
1.602622,
1.089152,
1.011426,
1.205408,
0.758521
],
[
195,
98,
97,
195,
98,
97
],
[
92,
44,
48,
92,
44,
48
],
[
103,
54,
49,
103,
54,
49
],
[
47.179487,
44.897959,
49.484536,
47.179487,
44.897959,
49.484536
],
[
1.534512,
1.966854,
1.111843,
1.132357,
1.479365,
0.774323
],
[
104807,
104807,
51779,
1153725,
1153725,
319744
],
[
-42709,
-32143,
-42709,
-870963,
-725422,
-870963
],
[
44,
39,
49,
44,
39,
49
],
[
54,
43,
64,
54,
43,
64
],
[
35,
37,
34,
35,
37,
34
],
[
8671,
3901,
4770,
8671,
3901,
4770
],
[
0,
0,
78.215126,
0,
0,
78.215126
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320508,
286277,
-292965,
-359524,
-50288,
-580716
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8826,
"evaluation_days": 2206.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1571292000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759943386907,
"expiration_time": 1765644048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 25,
"offset": 0,
"std": 2.5682
}
}
}
| # | 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) |
|---|