| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 417028.284 | 313805.2015 | 103223.0825 | 435888.3336 | 61028.8185 | 374859.5151 |
| Total P&L (%) | 417.0283 | 313.8052 | 103.2231 | 435.8883 | 61.0288 | 374.8595 |
| Avg Daily Profit (%) | 0.1896 | 0.1427 | 0.0469 | 0.0764 | 0.0217 | 0.0709 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84442 | -60292 | -64184 | -335708 | -259717 | -247062 |
| Profit Factor | 1.5466 | 1.8056 | 1.2765 | 1.1739 | 1.0448 | 1.3271 |
| Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
| Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
| Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
| Profitability (%) | 52.0231 | 48.2759 | 55.814 | 52.0231 | 48.2759 | 55.814 |
| Ratio Avg Win / Avg Loss | 1.4263 | 1.9346 | 1.0105 | 1.0826 | 1.1195 | 1.0506 |
| Largest Winning Trade | 119776 | 119776 | 55897 | 257114 | 257114 | 219106 |
| Largest Losing Trade | -44417 | -44417 | -40024 | -124331 | -112857 | -124331 |
| Avg Bars in Trades | 74 | 63 | 85 | 74 | 63 | 85 |
| Avg Bars in Winners | 91 | 75 | 104 | 91 | 75 | 104 |
| Avg Bars in Losers | 56 | 52 | 61 | 56 | 52 | 61 |
| Bars Traded | 12876 | 5538 | 7338 | 12876 | 5538 | 7338 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 370511 | -101 | -129848 | -119095 | -336710 | -97635 |
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13194,
"evaluation_days": 2199,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1572494400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313760324,
"expiration_time": 1765005408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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": [
[
417028.2840168693,
313805.2015410633,
103223.0824758064,
435888.3335580765,
61028.8185043003,
374859.5150537763
],
[
417.028284,
313.805202,
103.223082,
435.888334,
61.028819,
374.859515
],
[
0.189645,
0.142704,
0.046941,
0.076371,
0.021667,
0.070869
],
[
10,
10,
10,
10,
10,
10
],
[
-84442,
-60292,
-64184,
-335708,
-259717,
-247062
],
[
1.546626,
1.805592,
1.276456,
1.173856,
1.04484,
1.327065
],
[
173,
87,
86,
173,
87,
86
],
[
90,
42,
48,
90,
42,
48
],
[
83,
45,
38,
83,
45,
38
],
[
52.023121,
48.275862,
55.813953,
52.023121,
48.275862,
55.813953
],
[
1.426333,
1.934563,
1.010528,
1.082556,
1.119471,
1.050593
],
[
119776,
119776,
55897,
257114,
257114,
219106
],
[
-44417,
-44417,
-40024,
-124331,
-112857,
-124331
],
[
74,
63,
85,
74,
63,
85
],
[
91,
75,
104,
91,
75,
104
],
[
56,
52,
61,
56,
52,
61
],
[
12876,
5538,
7338,
12876,
5538,
7338
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370511,
-101,
-129848,
-119095,
-336710,
-97635
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13194,
"evaluation_days": 2199,
"actual_first_datapoint_time": 1569312000000,
"first_datapoint_time": 1572494400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313760324,
"expiration_time": 1765005408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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) |
|---|