| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 591797.0734 | 415540.6958 | 176256.3776 | 1829698.6003 | 1687407.8556 | 142290.7447 |
| Total P&L (%) | 591.7971 | 415.5407 | 176.2564 | 1829.6986 | 1687.4079 | 142.2907 |
| Avg Daily Profit (%) | 0.2699 | 0.1895 | 0.0804 | 0.1351 | 0.1316 | 0.0404 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150591 | -80779 | -82504 | -1633438 | -368691 | -1661885 |
| Profit Factor | 1.7068 | 2.2648 | 1.3464 | 1.354 | 2.0077 | 1.0407 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
| Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
| Profitability (%) | 53.2895 | 55.2632 | 51.3158 | 53.2895 | 55.2632 | 51.3158 |
| Ratio Avg Win / Avg Loss | 1.4961 | 1.8334 | 1.2774 | 1.1868 | 1.6253 | 0.9874 |
| Largest Winning Trade | 65821 | 65821 | 46594 | 393245 | 287221 | 393245 |
| Largest Losing Trade | -57643 | -31859 | -57643 | -1324677 | -259049 | -1324677 |
| Avg Bars in Trades | 54 | 37 | 72 | 54 | 37 | 72 |
| Avg Bars in Winners | 66 | 39 | 95 | 66 | 39 | 95 |
| Avg Bars in Losers | 42 | 34 | 48 | 42 | 34 | 48 |
| Bars Traded | 8352 | 2821 | 5531 | 8352 | 2821 | 5531 |
| Profit Streak | 56.1041 | 129.6041 | 0 | 56.1041 | 129.6041 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 451552 | -35304 | -134538 | -10064 | -60260 | -365662 |
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1572544800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832189889,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 228,
"offset": 0,
"multiplier": 4.34269
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 73,
"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": [
[
591797.0733654785,
415540.6957749443,
176256.3775905335,
1829698.6003348052,
1687407.8555915656,
142290.7447432387
],
[
591.797073,
415.540696,
176.256378,
1829.6986,
1687.407856,
142.290745
],
[
0.269919,
0.189528,
0.080391,
0.135095,
0.131596,
0.040372
],
[
10,
10,
10,
10,
10,
10
],
[
-150591,
-80779,
-82504,
-1633438,
-368691,
-1661885
],
[
1.70677,
2.264802,
1.346427,
1.354006,
2.007698,
1.040724
],
[
152,
76,
76,
152,
76,
76
],
[
81,
42,
39,
81,
42,
39
],
[
71,
34,
37,
71,
34,
37
],
[
53.289474,
55.263158,
51.315789,
53.289474,
55.263158,
51.315789
],
[
1.496058,
1.833411,
1.277379,
1.186845,
1.62528,
0.987353
],
[
65821,
65821,
46594,
393245,
287221,
393245
],
[
-57643,
-31859,
-57643,
-1324677,
-259049,
-1324677
],
[
54,
37,
72,
54,
37,
72
],
[
66,
39,
95,
66,
39,
95
],
[
42,
34,
48,
42,
34,
48
],
[
8352,
2821,
5531,
8352,
2821,
5531
],
[
56.10405,
129.60405,
0,
56.10405,
129.60405,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
451552,
-35304,
-134538,
-10064,
-60260,
-365662
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1572544800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832189889,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 228,
"offset": 0,
"multiplier": 4.34269
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 73,
"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) |
|---|