Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364236.7442 | 327498.8202 | 36737.9241 | -590551.8568 | 1480419.0675 | -2070970.9243 |
Total P&L (%) | 364.2367 | 327.4988 | 36.7379 | -590.5519 | 1480.4191 | -2070.9709 |
Avg Daily Profit (%) | 0.1658 | 0.149 | 0.0167 | 0 | 0.1257 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -277444 | -148399 | -162193 | -3076956 | -445580 | -2874667 |
Profit Factor | 1.6842 | 2.2452 | 1.1364 | 0.8755 | 2.3248 | 0.4289 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 16 | 21 | 37 | 20 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 14 | 17 |
Profitability (%) | 54.4118 | 47.0588 | 61.7647 | 54.4118 | 58.8235 | 50 |
Ratio Avg Win / Avg Loss | 1.4111 | 2.5258 | 0.7035 | 0.7335 | 1.6274 | 0.4289 |
Largest Winning Trade | 118280 | 118280 | 44229 | 626697 | 544522 | 626697 |
Largest Losing Trade | -136595 | -53931 | -136595 | -2685593 | -299642 | -2685593 |
Avg Bars in Trades | 190 | 213 | 168 | 190 | 213 | 168 |
Avg Bars in Winners | 214 | 232 | 200 | 206 | 251 | 153 |
Avg Bars in Losers | 162 | 196 | 116 | 172 | 159 | 182 |
Bars Traded | 12969 | 7253 | 5716 | 12969 | 7253 | 5716 |
Profit Streak | 39.1623 | 0 | 48.4957 | 0 | 60.329 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102973 | 324553 | -243125 | -693705 | -18690 | -580795 |
{ "trading_pair": "XTZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13185, "evaluation_days": 2197.5, "actual_first_datapoint_time": 1569312000000, "first_datapoint_time": 1571083200000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759190026409, "expiration_time": 1764871920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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": [ [ 364236.7442265819, 327498.8201752941, 36737.9240512878, -590551.8568110566, 1480419.0674631626, -2070970.9242742197 ], [ 364.236744, 327.49882, 36.737924, -590.551857, 1480.419067, -2070.970924 ], [ 0.165751, 0.149032, 0.016718, 0, 0.125689, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -277444, -148399, -162193, -3076956, -445580, -2874667 ], [ 1.684166, 2.245156, 1.136388, 0.875508, 2.3248, 0.428891 ], [ 68, 34, 34, 68, 34, 34 ], [ 37, 16, 21, 37, 20, 17 ], [ 31, 18, 13, 31, 14, 17 ], [ 54.411765, 47.058824, 61.764706, 54.411765, 58.823529, 50 ], [ 1.411058, 2.525801, 0.703479, 0.733534, 1.62736, 0.428891 ], [ 118280, 118280, 44229, 626697, 544522, 626697 ], [ -136595, -53931, -136595, -2685593, -299642, -2685593 ], [ 190, 213, 168, 190, 213, 168 ], [ 214, 232, 200, 206, 251, 153 ], [ 162, 196, 116, 172, 159, 182 ], [ 12969, 7253, 5716, 12969, 7253, 5716 ], [ 39.162343, 0, 48.495676, 0, 60.329009, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -102973, 324553, -243125, -693705, -18690, -580795 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13185, "evaluation_days": 2197.5, "actual_first_datapoint_time": 1569312000000, "first_datapoint_time": 1571083200000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759190026409, "expiration_time": 1764871920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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) |
---|