Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347963.8717 | 304274.3973 | 43689.4744 | 83400.9302 | -47945.3747 | 131346.3049 |
Total P&L (%) | 347.9639 | 304.2744 | 43.6895 | 83.4009 | -47.9454 | 131.3463 |
Avg Daily Profit (%) | 0.1583 | 0.1384 | 0.0199 | 0.0276 | -0.0297 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156598 | -99508 | -123729 | -549805 | -435830 | -384381 |
Profit Factor | 1.2347 | 1.4396 | 1.0553 | 1.0232 | 0.9736 | 1.0738 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 277 | 137 | 140 | 277 | 137 | 140 |
Losing Trades | 235 | 119 | 116 | 235 | 119 | 116 |
Profitability (%) | 54.1016 | 53.5156 | 54.6875 | 54.1016 | 53.5156 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.0475 | 1.2504 | 0.8744 | 0.868 | 0.8457 | 0.8897 |
Largest Winning Trade | 68218 | 68218 | 50024 | 135428 | 135428 | 91702 |
Largest Losing Trade | -48013 | -42767 | -48013 | -224615 | -128355 | -224615 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 6579 | 3472 | 3107 | 6579 | 3472 | 3107 |
Profit Streak | 3.8726 | 4.2059 | 0 | 3.8726 | 4.2059 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363479 | -5804 | -327899 | -349549 | -579288 | -281282 |
{ "trading_pair": "XTZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6594, "evaluation_days": 2198, "actual_first_datapoint_time": 1569312000000, "first_datapoint_time": 1569312000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759208192920, "expiration_time": 1764887616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 347963.8717010902, 304274.3973052012, 43689.4743958887, 83400.9302082296, -47945.3747354688, 131346.3049436986 ], [ 347.963872, 304.274397, 43.689474, 83.40093, -47.945375, 131.346305 ], [ 0.158309, 0.138432, 0.019877, 0.027597, -0.029699, 0.038167 ], [ 10, 10, 10, 10, 10, 10 ], [ -156598, -99508, -123729, -549805, -435830, -384381 ], [ 1.234737, 1.439561, 1.055294, 1.023189, 0.973603, 1.073781 ], [ 512, 256, 256, 512, 256, 256 ], [ 277, 137, 140, 277, 137, 140 ], [ 235, 119, 116, 235, 119, 116 ], [ 54.101562, 53.515625, 54.6875, 54.101562, 53.515625, 54.6875 ], [ 1.047521, 1.250422, 0.874386, 0.868048, 0.845685, 0.889704 ], [ 68218, 68218, 50024, 135428, 135428, 91702 ], [ -48013, -42767, -48013, -224615, -128355, -224615 ], [ 12, 13, 12, 12, 13, 12 ], [ 12, 13, 12, 12, 13, 12 ], [ 12, 13, 12, 12, 13, 12 ], [ 6579, 3472, 3107, 6579, 3472, 3107 ], [ 3.872603, 4.205936, 0, 3.872603, 4.205937, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363479, -5804, -327899, -349549, -579288, -281282 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6594, "evaluation_days": 2198, "actual_first_datapoint_time": 1569312000000, "first_datapoint_time": 1569312000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759208192920, "expiration_time": 1764887616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|