| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 474123.6253 | 348345.0886 | 125778.5367 | 934132.7251 | 1157925.2571 | -223792.532 |
| Total P&L (%) | 474.1236 | 348.3451 | 125.7785 | 934.1327 | 1157.9253 | -223.7925 |
| Avg Daily Profit (%) | 0.2155 | 0.1584 | 0.0572 | 0.1063 | 0.1152 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96976 | -91473 | -104477 | -1038063 | -474722 | -1114825 |
| Profit Factor | 1.7035 | 2.0712 | 1.3607 | 1.202 | 1.5682 | 0.9135 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
| Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
| Profitability (%) | 50.3268 | 48.0519 | 52.6316 | 50.3268 | 48.0519 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.6814 | 2.2392 | 1.2246 | 1.1864 | 1.6954 | 0.8221 |
| Largest Winning Trade | 122714 | 122714 | 44752 | 534572 | 534572 | 291946 |
| Largest Losing Trade | -39168 | -24021 | -39168 | -463005 | -178939 | -463005 |
| Avg Bars in Trades | 85 | 83 | 87 | 85 | 83 | 87 |
| Avg Bars in Winners | 110 | 102 | 117 | 110 | 102 | 117 |
| Avg Bars in Losers | 60 | 64 | 54 | 60 | 64 | 54 |
| Bars Traded | 13050 | 6392 | 6658 | 13050 | 6392 | 6658 |
| Profit Streak | 0 | 0 | 53.6188 | 0 | 0 | 53.6188 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 425740 | -31512 | -164664 | -50379 | -78701 | -629332 |
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13198,
"evaluation_days": 2199.67,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1570867200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759373462620,
"expiration_time": 1765064736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 41,
"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": [
[
474123.6252866744,
348345.0885944184,
125778.536692256,
934132.7251266335,
1157925.257139447,
-223792.5320128137
],
[
474.123625,
348.345089,
125.778537,
934.132725,
1157.925257,
-223.792532
],
[
0.215543,
0.158362,
0.057181,
0.106261,
0.115177,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-96976,
-91473,
-104477,
-1038063,
-474722,
-1114825
],
[
1.703521,
2.071234,
1.360657,
1.201999,
1.568211,
0.91348
],
[
153,
77,
76,
153,
77,
76
],
[
77,
37,
40,
77,
37,
40
],
[
76,
40,
36,
76,
40,
36
],
[
50.326797,
48.051948,
52.631579,
50.326797,
48.051948,
52.631579
],
[
1.681397,
2.239172,
1.224591,
1.186388,
1.695364,
0.822132
],
[
122714,
122714,
44752,
534572,
534572,
291946
],
[
-39168,
-24021,
-39168,
-463005,
-178939,
-463005
],
[
85,
83,
87,
85,
83,
87
],
[
110,
102,
117,
110,
102,
117
],
[
60,
64,
54,
60,
64,
54
],
[
13050,
6392,
6658,
13050,
6392,
6658
],
[
0,
0,
53.61878,
0,
0,
53.61878
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
425740,
-31512,
-164664,
-50379,
-78701,
-629332
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13198,
"evaluation_days": 2199.67,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1570867200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759373462620,
"expiration_time": 1765064736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 41,
"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) |
|---|