| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 321283.5014 | 256388.8915 | 64894.6099 | 58511.8551 | -435198.6869 | 493710.542 |
| Total P&L (%) | 321.2835 | 256.3889 | 64.8946 | 58.5119 | -435.1987 | 493.7105 |
| Avg Daily Profit (%) | 0.1542 | 0.1231 | 0.0311 | 0.0221 | 0 | 0.0855 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157504 | -144340 | -69005 | -1397178 | -1536101 | -262345 |
| Profit Factor | 1.2892 | 1.337 | 1.1853 | 1.0099 | 0.902 | 1.3419 |
| Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
| Winning Trades | 216 | 112 | 104 | 216 | 112 | 104 |
| Losing Trades | 163 | 77 | 86 | 163 | 77 | 86 |
| Profitability (%) | 56.9921 | 59.2593 | 54.7368 | 56.9921 | 59.2593 | 54.7368 |
| Ratio Avg Win / Avg Loss | 0.9729 | 0.9192 | 0.9802 | 0.7621 | 0.6202 | 1.1096 |
| Largest Winning Trade | 49124 | 49124 | 17401 | 342338 | 342338 | 149551 |
| Largest Losing Trade | -56591 | -56591 | -42391 | -650736 | -650736 | -170305 |
| Avg Bars in Trades | 64 | 120 | 10 | 64 | 120 | 10 |
| Avg Bars in Winners | 35 | 61 | 8 | 35 | 61 | 8 |
| Avg Bars in Losers | 103 | 205 | 12 | 103 | 205 | 12 |
| Bars Traded | 24623 | 22691 | 1933 | 24623 | 22691 | 1933 |
| Profit Streak | 17.4525 | 0 | 51.2025 | 17.4525 | 0 | 51.2025 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325314 | -28439 | -167607 | -371891 | -579143 | -76099 |
{
"trading_pair": "XTZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579240800000,
"first_datapoint_time": 1580090400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759308692670,
"expiration_time": 1765785600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 119,
"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": [
[
321283.5013693049,
256388.8915056597,
64894.609863645,
58511.8551293151,
-435198.6868561583,
493710.5419854731
],
[
321.283501,
256.388892,
64.89461,
58.511855,
-435.198687,
493.710542
],
[
0.154216,
0.123067,
0.031149,
0.022114,
0,
0.085535
],
[
10,
10,
10,
10,
10,
10
],
[
-157504,
-144340,
-69005,
-1397178,
-1536101,
-262345
],
[
1.289187,
1.33697,
1.185347,
1.00994,
0.902039,
1.341898
],
[
379,
189,
190,
379,
189,
190
],
[
216,
112,
104,
216,
112,
104
],
[
163,
77,
86,
163,
77,
86
],
[
56.992084,
59.259259,
54.736842,
56.992084,
59.259259,
54.736842
],
[
0.972859,
0.919167,
0.980191,
0.762131,
0.620152,
1.109646
],
[
49124,
49124,
17401,
342338,
342338,
149551
],
[
-56591,
-56591,
-42391,
-650736,
-650736,
-170305
],
[
64,
120,
10,
64,
120,
10
],
[
35,
61,
8,
35,
61,
8
],
[
103,
205,
12,
103,
205,
12
],
[
24623,
22691,
1933,
24623,
22691,
1933
],
[
17.452461,
0,
51.202461,
17.452461,
0,
51.202461
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325314,
-28439,
-167607,
-371891,
-579143,
-76099
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579240800000,
"first_datapoint_time": 1580090400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759308692670,
"expiration_time": 1765785600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 119,
"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) |
|---|