| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 371492.3542 | 313775.7402 | 57716.6139 | 143179.7495 | 915951.1638 | -772771.4143 |
| Total P&L (%) | 371.4924 | 313.7757 | 57.7166 | 143.1797 | 915.9512 | -772.7714 |
| Avg Daily Profit (%) | 0.1693 | 0.143 | 0.0263 | 0.0405 | 0.1057 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128043 | -112187 | -140871 | -1085500 | -333684 | -1247119 |
| Profit Factor | 1.5217 | 1.9493 | 1.1513 | 1.0461 | 1.8636 | 0.6226 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
| Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
| Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
| Ratio Avg Win / Avg Loss | 1.6304 | 2.7615 | 0.9354 | 1.1208 | 2.64 | 0.5058 |
| Largest Winning Trade | 111768 | 111768 | 45146 | 367637 | 367637 | 328396 |
| Largest Losing Trade | -59480 | -26028 | -59480 | -323918 | -134791 | -323918 |
| Avg Bars in Trades | 56 | 53 | 58 | 56 | 53 | 58 |
| Avg Bars in Winners | 81 | 82 | 80 | 81 | 82 | 80 |
| Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
| Bars Traded | 6510 | 3131 | 3379 | 6510 | 3131 | 3379 |
| Profit Streak | 0 | 0 | 43.8397 | 0 | 0 | 43.8397 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343655 | -181882 | -393159 | -309024 | -231335 | -759609 |
{
"trading_pair": "XTZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6584,
"evaluation_days": 2194.67,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1571126400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758917353208,
"expiration_time": 1764590976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 64,
"offset": 0,
"std": 2.56639
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 48,
"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": [
[
371492.3541575294,
313775.7402273178,
57716.6139302117,
143179.7494966976,
915951.163795696,
-772771.4142989989
],
[
371.492354,
313.77574,
57.716614,
143.179749,
915.951164,
-772.771414
],
[
0.16927,
0.142972,
0.026299,
0.040499,
0.105694,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-128043,
-112187,
-140871,
-1085500,
-333684,
-1247119
],
[
1.521742,
1.949276,
1.151296,
1.046066,
1.863562,
0.622579
],
[
116,
58,
58,
116,
58,
58
],
[
56,
24,
32,
56,
24,
32
],
[
60,
34,
26,
60,
34,
26
],
[
48.275862,
41.37931,
55.172414,
48.275862,
41.37931,
55.172414
],
[
1.630437,
2.761474,
0.935428,
1.120785,
2.640047,
0.505845
],
[
111768,
111768,
45146,
367637,
367637,
328396
],
[
-59480,
-26028,
-59480,
-323918,
-134791,
-323918
],
[
56,
53,
58,
56,
53,
58
],
[
81,
82,
80,
81,
82,
80
],
[
32,
33,
31,
32,
33,
31
],
[
6510,
3131,
3379,
6510,
3131,
3379
],
[
0,
0,
43.839736,
0,
0,
43.839736
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343655,
-181882,
-393159,
-309024,
-231335,
-759609
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6584,
"evaluation_days": 2194.67,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1571126400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758917353208,
"expiration_time": 1764590976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 64,
"offset": 0,
"std": 2.56639
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 48,
"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) |
|---|