| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 362009.8454 | 307147.9067 | 54861.9387 | 170584.918 | 331461.0802 | -160876.1622 |
| Total P&L (%) | 362.0098 | 307.1479 | 54.8619 | 170.5849 | 331.4611 | -160.8762 |
| Avg Daily Profit (%) | 0.1642 | 0.1393 | 0.0249 | 0.0452 | 0.0663 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162924 | -129330 | -115702 | -455344 | -268732 | -379594 |
| Profit Factor | 1.2892 | 1.4752 | 1.0906 | 1.0622 | 1.2483 | 0.8858 |
| Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
| Winning Trades | 206 | 95 | 111 | 206 | 95 | 111 |
| Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
| Profitability (%) | 47.6852 | 43.9815 | 51.3889 | 47.6852 | 43.9815 | 51.3889 |
| Ratio Avg Win / Avg Loss | 1.4143 | 1.8789 | 1.0317 | 1.1653 | 1.59 | 0.8379 |
| Largest Winning Trade | 128757 | 128757 | 43796 | 143501 | 143501 | 124476 |
| Largest Losing Trade | -30900 | -30900 | -27282 | -123701 | -93851 | -123701 |
| Avg Bars in Trades | 30 | 29 | 30 | 30 | 29 | 30 |
| Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
| Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
| Bars Traded | 13100 | 6459 | 6641 | 13100 | 6459 | 6641 |
| Profit Streak | 0 | 7.5399 | 0 | 0 | 7.5399 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312850 | -5636 | -280739 | -283384 | -104308 | -580022 |
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13231,
"evaluation_days": 2205.17,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1570752000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759856246408,
"expiration_time": 1765554192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 67,
"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": [
[
362009.8453727395,
307147.9066822504,
54861.9386904897,
170584.9180199305,
331461.0802063396,
-160876.1621864088
],
[
362.009845,
307.147907,
54.861939,
170.584918,
331.46108,
-160.876162
],
[
0.164164,
0.139285,
0.024879,
0.04515,
0.066321,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-162924,
-129330,
-115702,
-455344,
-268732,
-379594
],
[
1.289185,
1.475173,
1.090615,
1.062174,
1.248345,
0.885822
],
[
432,
216,
216,
432,
216,
216
],
[
206,
95,
111,
206,
95,
111
],
[
226,
121,
105,
226,
121,
105
],
[
47.685185,
43.981481,
51.388889,
47.685185,
43.981481,
51.388889
],
[
1.414348,
1.878905,
1.031663,
1.165298,
1.589998,
0.83794
],
[
128757,
128757,
43796,
143501,
143501,
124476
],
[
-30900,
-30900,
-27282,
-123701,
-93851,
-123701
],
[
30,
29,
30,
30,
29,
30
],
[
38,
40,
36,
38,
40,
36
],
[
22,
21,
24,
22,
21,
24
],
[
13100,
6459,
6641,
13100,
6459,
6641
],
[
0,
7.539889,
0,
0,
7.539889,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312850,
-5636,
-280739,
-283384,
-104308,
-580022
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13231,
"evaluation_days": 2205.17,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1570752000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759856246408,
"expiration_time": 1765554192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 67,
"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) |
|---|