| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 458005.1711 | 365289.0171 | 92716.1541 | 493673.6599 | 365983.8754 | 127689.7846 |
| Total P&L (%) | 458.0052 | 365.289 | 92.7162 | 493.6737 | 365.9839 | 127.6898 |
| Avg Daily Profit (%) | 0.2087 | 0.1664 | 0.0422 | 0.0812 | 0.0701 | 0.0375 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121418 | -95877 | -99890 | -631448 | -508372 | -476501 |
| Profit Factor | 1.3261 | 1.505 | 1.1361 | 1.0801 | 1.1113 | 1.0444 |
| Total Trades | 449 | 225 | 224 | 449 | 225 | 224 |
| Winning Trades | 221 | 109 | 112 | 221 | 109 | 112 |
| Losing Trades | 228 | 116 | 112 | 228 | 116 | 112 |
| Profitability (%) | 49.2205 | 48.4444 | 50 | 49.2205 | 48.4444 | 50 |
| Ratio Avg Win / Avg Loss | 1.3681 | 1.6017 | 1.1361 | 1.1143 | 1.1827 | 1.0444 |
| Largest Winning Trade | 93362 | 93362 | 49274 | 263747 | 263747 | 239082 |
| Largest Losing Trade | -38256 | -28590 | -38256 | -179198 | -179198 | -143683 |
| Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
| Avg Bars in Winners | 18 | 19 | 16 | 18 | 19 | 16 |
| Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
| Bars Traded | 6473 | 3529 | 2944 | 6473 | 3529 | 2944 |
| Profit Streak | 0 | 0 | 33.0722 | 0 | 0 | 33.0722 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369358 | 362777 | -204951 | -214694 | -197093 | -312186 |
{
"trading_pair": "XTZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6584,
"evaluation_days": 2194.67,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1571932800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758937436444,
"expiration_time": 1764590976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 64,
"offset": 0,
"multiplier": 1.22072
}
}
} {
"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": [
[
458005.1711427181,
365289.0170584338,
92716.1540842836,
493673.6599350466,
365983.8753547629,
127689.7845802833
],
[
458.005171,
365.289017,
92.716154,
493.67366,
365.983875,
127.689785
],
[
0.20869,
0.166444,
0.042246,
0.081191,
0.070148,
0.037498
],
[
10,
10,
10,
10,
10,
10
],
[
-121418,
-95877,
-99890,
-631448,
-508372,
-476501
],
[
1.326095,
1.505048,
1.1361,
1.080057,
1.111286,
1.044369
],
[
449,
225,
224,
449,
225,
224
],
[
221,
109,
112,
221,
109,
112
],
[
228,
116,
112,
228,
116,
112
],
[
49.22049,
48.444444,
50,
49.22049,
48.444444,
50
],
[
1.368098,
1.601702,
1.1361,
1.114267,
1.182653,
1.044369
],
[
93362,
93362,
49274,
263747,
263747,
239082
],
[
-38256,
-28590,
-38256,
-179198,
-179198,
-143683
],
[
14,
15,
13,
14,
15,
13
],
[
18,
19,
16,
18,
19,
16
],
[
10,
11,
9,
10,
11,
9
],
[
6473,
3529,
2944,
6473,
3529,
2944
],
[
0,
0,
33.072181,
0,
0,
33.072181
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369358,
362777,
-204951,
-214694,
-197093,
-312186
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6584,
"evaluation_days": 2194.67,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1571932800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758937436444,
"expiration_time": 1764590976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 64,
"offset": 0,
"multiplier": 1.22072
}
}
}
| # | 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) |
|---|