| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343038.7495 | 283258.8244 | 59779.925 | 49529.1727 | -315168.271 | 364697.4437 |
| Total P&L (%) | 343.0387 | 283.2588 | 59.7799 | 49.5292 | -315.1683 | 364.6974 |
| Avg Daily Profit (%) | 0.1563 | 0.1291 | 0.0272 | 0.0183 | 0 | 0.07 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132686 | -152778 | -44168 | -1451955 | -1453709 | -340543 |
| Profit Factor | 1.585 | 1.7024 | 1.3264 | 1.0146 | 0.8818 | 1.5086 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 61.1111 | 60 | 62.2222 | 61.1111 | 60 | 62.2222 |
| Ratio Avg Win / Avg Loss | 1.0086 | 1.1349 | 0.8053 | 0.6457 | 0.5879 | 0.916 |
| Largest Winning Trade | 105683 | 105683 | 25924 | 626943 | 626943 | 155916 |
| Largest Losing Trade | -59862 | -59862 | -44168 | -790043 | -790043 | -340543 |
| Avg Bars in Trades | 68 | 119 | 18 | 68 | 119 | 18 |
| Avg Bars in Winners | 42 | 72 | 13 | 42 | 72 | 13 |
| Avg Bars in Losers | 109 | 188 | 26 | 109 | 188 | 26 |
| Bars Traded | 6191 | 5356 | 835 | 6191 | 5356 | 835 |
| Profit Streak | 69.6772 | 83.6772 | 69.6772 | 69.6772 | 83.6772 | 69.6772 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421997 | -15848 | -156098 | -373174 | -578050 | -97250 |
{
"trading_pair": "XTZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6583,
"evaluation_days": 2194.33,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1575417600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758903314337,
"expiration_time": 1764561312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 212,
"offset": 0,
"std": 2.53169
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 213,
"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": [
[
343038.7494685012,
283258.8244487081,
59779.9250197935,
49529.1726636835,
-315168.2710072007,
364697.4436708836
],
[
343.038749,
283.258824,
59.779925,
49.529173,
-315.168271,
364.697444
],
[
0.15633,
0.129087,
0.027243,
0.018336,
0,
0.070033
],
[
10,
10,
10,
10,
10,
10
],
[
-132686,
-152778,
-44168,
-1451955,
-1453709,
-340543
],
[
1.584967,
1.702396,
1.326401,
1.01464,
0.88179,
1.508637
],
[
90,
45,
45,
90,
45,
45
],
[
55,
27,
28,
55,
27,
28
],
[
35,
18,
17,
35,
18,
17
],
[
61.111111,
60,
62.222222,
61.111111,
60,
62.222222
],
[
1.008616,
1.134931,
0.805315,
0.64568,
0.58786,
0.915958
],
[
105683,
105683,
25924,
626943,
626943,
155916
],
[
-59862,
-59862,
-44168,
-790043,
-790043,
-340543
],
[
68,
119,
18,
68,
119,
18
],
[
42,
72,
13,
42,
72,
13
],
[
109,
188,
26,
109,
188,
26
],
[
6191,
5356,
835,
6191,
5356,
835
],
[
69.677249,
83.677249,
69.677249,
69.677249,
83.677249,
69.677249
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421997,
-15848,
-156098,
-373174,
-578050,
-97250
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6583,
"evaluation_days": 2194.33,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1575417600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758903314337,
"expiration_time": 1764561312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 212,
"offset": 0,
"std": 2.53169
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 213,
"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) |
|---|