Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365365.6561 | 306927.5691 | 58438.087 | 203939.9015 | 304626.9251 | -100687.0236 |
Total P&L (%) | 365.3657 | 306.9276 | 58.4381 | 203.9399 | 304.6269 | -100.687 |
Avg Daily Profit (%) | 0.1655 | 0.139 | 0.0265 | 0.0504 | 0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125441 | -138582 | -80992 | -448610 | -314470 | -276911 |
Profit Factor | 1.3817 | 1.657 | 1.1192 | 1.1026 | 1.3023 | 0.8973 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 49.7854 | 51.2821 | 48.2759 | 49.7854 | 51.2821 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.3936 | 1.5742 | 1.1992 | 1.1121 | 1.2372 | 0.9613 |
Largest Winning Trade | 91919 | 91919 | 55321 | 244382 | 244382 | 75951 |
Largest Losing Trade | -36539 | -32846 | -36539 | -159318 | -159318 | -70749 |
Avg Bars in Trades | 36 | 27 | 45 | 36 | 27 | 45 |
Avg Bars in Winners | 42 | 27 | 58 | 42 | 27 | 58 |
Avg Bars in Losers | 31 | 28 | 33 | 31 | 28 | 33 |
Bars Traded | 8598 | 3274 | 5324 | 8598 | 3274 | 5324 |
Profit Streak | 0 | 0 | 20.2059 | 0 | 0 | 20.2059 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325629 | -4081 | -248002 | -232165 | -108054 | -581139 |
{ "trading_pair": "XTZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8830, "evaluation_days": 2207.5, "actual_first_datapoint_time": 1569304800000, "first_datapoint_time": 1571724000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760028987572, "expiration_time": 1765733040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 365365.6561221941, 306927.5691187204, 58438.0870034737, 203939.9014794742, 304626.9250550964, -100687.0235756223 ], [ 365.365656, 306.927569, 58.438087, 203.939901, 304.626925, -100.687024 ], [ 0.165511, 0.139039, 0.026473, 0.050371, 0.06334, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -125441, -138582, -80992, -448610, -314470, -276911 ], [ 1.381696, 1.657037, 1.119242, 1.10261, 1.302346, 0.897256 ], [ 233, 117, 116, 233, 117, 116 ], [ 116, 60, 56, 116, 60, 56 ], [ 117, 57, 60, 117, 57, 60 ], [ 49.785408, 51.282051, 48.275862, 49.785408, 51.282051, 48.275862 ], [ 1.393607, 1.574186, 1.199188, 1.112115, 1.237229, 0.961346 ], [ 91919, 91919, 55321, 244382, 244382, 75951 ], [ -36539, -32846, -36539, -159318, -159318, -70749 ], [ 36, 27, 45, 36, 27, 45 ], [ 42, 27, 58, 42, 27, 58 ], [ 31, 28, 33, 31, 28, 33 ], [ 8598, 3274, 5324, 8598, 3274, 5324 ], [ 0, 0, 20.205875, 0, 0, 20.205875 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325629, -4081, -248002, -232165, -108054, -581139 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8830, "evaluation_days": 2207.5, "actual_first_datapoint_time": 1569304800000, "first_datapoint_time": 1571724000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760028987572, "expiration_time": 1765733040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|