| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 436915.994 | 359513.7428 | 77402.2512 | 281095.3177 | -124270.5669 | 405365.8846 |
| Total P&L (%) | 436.916 | 359.5137 | 77.4023 | 281.0953 | -124.2706 | 405.3659 |
| Avg Daily Profit (%) | 0.1993 | 0.164 | 0.0353 | 0.061 | 0 | 0.0739 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144911 | -151633 | -52382 | -907672 | -1044394 | -135998 |
| Profit Factor | 1.4368 | 1.501 | 1.274 | 1.0795 | 0.9547 | 1.5124 |
| Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
| Winning Trades | 179 | 80 | 99 | 179 | 80 | 99 |
| Losing Trades | 116 | 67 | 49 | 116 | 67 | 49 |
| Profitability (%) | 60.678 | 54.4218 | 66.8919 | 60.678 | 54.4218 | 66.8919 |
| Ratio Avg Win / Avg Loss | 0.9311 | 1.2571 | 0.6306 | 0.6996 | 0.7996 | 0.7486 |
| Largest Winning Trade | 137008 | 137008 | 15436 | 304902 | 304902 | 92286 |
| Largest Losing Trade | -54101 | -54101 | -22480 | -335165 | -335165 | -84388 |
| Avg Bars in Trades | 29 | 52 | 6 | 29 | 52 | 6 |
| Avg Bars in Winners | 24 | 47 | 5 | 24 | 47 | 5 |
| Avg Bars in Losers | 37 | 58 | 8 | 37 | 58 | 8 |
| Bars Traded | 8700 | 7739 | 961 | 8700 | 7739 | 961 |
| Profit Streak | 22.6833 | 22.6833 | 75.9333 | 22.6833 | 22.6833 | 75.9333 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 418470 | 362650 | -143703 | -241379 | -579329 | -90756 |
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860633534,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.31295,
"nb": 0.07194,
"nc": 0.2456
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 12,
"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": [
[
436915.9939618967,
359513.7427502644,
77402.2512116324,
281095.3177485726,
-124270.5668945114,
405365.8846430838
],
[
436.915994,
359.513743,
77.402251,
281.095318,
-124.270567,
405.365885
],
[
0.199278,
0.163974,
0.035303,
0.061039,
0,
0.073921
],
[
10,
10,
10,
10,
10,
10
],
[
-144911,
-151633,
-52382,
-907672,
-1044394,
-135998
],
[
1.436849,
1.50096,
1.273986,
1.079527,
0.954703,
1.512383
],
[
295,
147,
148,
295,
147,
148
],
[
179,
80,
99,
179,
80,
99
],
[
116,
67,
49,
116,
67,
49
],
[
60.677966,
54.421769,
66.891892,
60.677966,
54.421769,
66.891892
],
[
0.931142,
1.257054,
0.630559,
0.699582,
0.799564,
0.748553
],
[
137008,
137008,
15436,
304902,
304902,
92286
],
[
-54101,
-54101,
-22480,
-335165,
-335165,
-84388
],
[
29,
52,
6,
29,
52,
6
],
[
24,
47,
5,
24,
47,
5
],
[
37,
58,
8,
37,
58,
8
],
[
8700,
7739,
961,
8700,
7739,
961
],
[
22.683258,
22.683258,
75.933258,
22.683258,
22.683258,
75.933258
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
418470,
362650,
-143703,
-241379,
-579329,
-90756
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860633534,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.31295,
"nb": 0.07194,
"nc": 0.2456
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 12,
"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) |
|---|