| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 333622.257 | 249833.9713 | 83788.2857 | -11887.0913 | 250596.5984 | -262483.6897 |
| Total P&L (%) | 333.6223 | 249.834 | 83.7883 | -11.8871 | 250.5966 | -262.4837 |
| Avg Daily Profit (%) | 0.1512 | 0.1132 | 0.038 | -0.0057 | 0.0569 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119697 | -92538 | -92578 | -425447 | -157765 | -428775 |
| Profit Factor | 1.4705 | 1.8956 | 1.1948 | 0.992 | 1.5229 | 0.7414 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 55.7377 | 55.7377 | 55.7377 | 55.7377 | 55.7377 | 55.7377 |
| Ratio Avg Win / Avg Loss | 1.1678 | 1.5054 | 0.9488 | 0.7878 | 1.2094 | 0.5887 |
| Largest Winning Trade | 72750 | 72750 | 52134 | 75712 | 71647 | 75712 |
| Largest Losing Trade | -81420 | -30729 | -81420 | -391693 | -63420 | -391693 |
| Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
| Avg Bars in Winners | 29 | 23 | 34 | 29 | 23 | 34 |
| Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
| Bars Traded | 4250 | 1829 | 2421 | 4250 | 1829 | 2421 |
| Profit Streak | 0 | 0 | 68.1284 | 0 | 0 | 68.1284 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338302 | -198898 | -310057 | -579710 | -276193 | -740744 |
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4413,
"evaluation_days": 2206.5,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1574726400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759892696007,
"expiration_time": 1765600848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 126,
"offset": 0,
"multiplier": 3.13295
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 95,
"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": [
[
333622.2570022586,
249833.9713189602,
83788.2856832985,
-11887.0912511956,
250596.5984028162,
-262483.689654012
],
[
333.622257,
249.833971,
83.788286,
-11.887091,
250.596598,
-262.48369
],
[
0.1512,
0.113226,
0.037973,
-0.005735,
0.056869,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-119697,
-92538,
-92578,
-425447,
-157765,
-428775
],
[
1.470507,
1.895647,
1.194799,
0.992044,
1.522931,
0.74135
],
[
122,
61,
61,
122,
61,
61
],
[
68,
34,
34,
68,
34,
34
],
[
54,
27,
27,
54,
27,
27
],
[
55.737705,
55.737705,
55.737705,
55.737705,
55.737705,
55.737705
],
[
1.167755,
1.505367,
0.948811,
0.787799,
1.209386,
0.588719
],
[
72750,
72750,
52134,
75712,
71647,
75712
],
[
-81420,
-30729,
-81420,
-391693,
-63420,
-391693
],
[
34,
29,
39,
34,
29,
39
],
[
29,
23,
34,
29,
23,
34
],
[
41,
38,
45,
41,
38,
45
],
[
4250,
1829,
2421,
4250,
1829,
2421
],
[
0,
0,
68.128426,
0,
0,
68.128426
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338302,
-198898,
-310057,
-579710,
-276193,
-740744
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4413,
"evaluation_days": 2206.5,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1574726400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759892696007,
"expiration_time": 1765600848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 126,
"offset": 0,
"multiplier": 3.13295
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 95,
"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) |
|---|