| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 361108.7264 | 298888.5269 | 62220.1995 | 225078.3674 | -71358.0559 | 296436.4233 |
| Total P&L (%) | 361.1087 | 298.8885 | 62.2202 | 225.0784 | -71.3581 | 296.4364 |
| Avg Daily Profit (%) | 0.1647 | 0.1363 | 0.0284 | 0.0538 | -0.057 | 0.0628 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -205315 | -150347 | -99405 | -1700908 | -1349130 | -739090 |
| Profit Factor | 1.5756 | 2.0696 | 1.1789 | 1.0521 | 0.9663 | 1.1346 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
| Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
| Profitability (%) | 50 | 45.614 | 54.386 | 50 | 45.614 | 54.386 |
| Ratio Avg Win / Avg Loss | 1.5756 | 2.4676 | 0.9887 | 1.0521 | 1.1522 | 0.9516 |
| Largest Winning Trade | 132203 | 132203 | 47915 | 553531 | 553531 | 551260 |
| Largest Losing Trade | -38291 | -24219 | -38291 | -350994 | -350994 | -258704 |
| Avg Bars in Trades | 76 | 67 | 84 | 76 | 67 | 84 |
| Avg Bars in Winners | 106 | 90 | 119 | 106 | 90 | 119 |
| Avg Bars in Losers | 46 | 48 | 42 | 46 | 48 | 42 |
| Bars Traded | 8671 | 3857 | 4814 | 8671 | 3857 | 4814 |
| Profit Streak | 0 | 0 | 45.3417 | 0 | 0 | 45.3417 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 378061 | -188868 | -359867 | -284018 | -760872 | -362030 |
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1571248800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852720310,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 83,
"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": [
[
361108.7263811891,
298888.5269254562,
62220.1994557329,
225078.3674051624,
-71358.0559130829,
296436.423318245
],
[
361.108726,
298.888527,
62.220199,
225.078367,
-71.358056,
296.436423
],
[
0.164702,
0.136323,
0.028379,
0.053784,
-0.05701,
0.062841
],
[
10,
10,
10,
10,
10,
10
],
[
-205315,
-150347,
-99405,
-1700908,
-1349130,
-739090
],
[
1.575648,
2.069624,
1.178858,
1.052091,
0.96633,
1.134648
],
[
114,
57,
57,
114,
57,
57
],
[
57,
26,
31,
57,
26,
31
],
[
57,
31,
26,
57,
31,
26
],
[
50,
45.614035,
54.385965,
50,
45.614035,
54.385965
],
[
1.575648,
2.467628,
0.98872,
1.052091,
1.152163,
0.95164
],
[
132203,
132203,
47915,
553531,
553531,
551260
],
[
-38291,
-24219,
-38291,
-350994,
-350994,
-258704
],
[
76,
67,
84,
76,
67,
84
],
[
106,
90,
119,
106,
90,
119
],
[
46,
48,
42,
46,
48,
42
],
[
8671,
3857,
4814,
8671,
3857,
4814
],
[
0,
0,
45.34167,
0,
0,
45.34167
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378061,
-188868,
-359867,
-284018,
-760872,
-362030
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1571248800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852720310,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 83,
"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) |
|---|