| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 383307.812 | 290001.3563 | 93306.4557 | 259588.6293 | 878444.2265 | -618855.5972 |
| Total P&L (%) | 383.3078 | 290.0014 | 93.3065 | 259.5886 | 878.4442 | -618.8556 |
| Avg Daily Profit (%) | 0.1736 | 0.1313 | 0.0423 | 0.058 | 0.1034 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -201304 | -129016 | -124809 | -2191096 | -981304 | -1366927 |
| Profit Factor | 1.2988 | 1.4572 | 1.1438 | 1.0304 | 1.2194 | 0.8638 |
| Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
| Winning Trades | 143 | 69 | 74 | 143 | 69 | 74 |
| Losing Trades | 208 | 107 | 101 | 208 | 107 | 101 |
| Profitability (%) | 40.7407 | 39.2045 | 42.2857 | 40.7407 | 39.2045 | 42.2857 |
| Ratio Avg Win / Avg Loss | 1.8891 | 2.2598 | 1.5612 | 1.4987 | 1.891 | 1.1789 |
| Largest Winning Trade | 92095 | 92095 | 47177 | 757594 | 479559 | 757594 |
| Largest Losing Trade | -42567 | -23730 | -42567 | -364245 | -364245 | -286238 |
| Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
| Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
| Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
| Bars Traded | 4264 | 2209 | 2055 | 4264 | 2209 | 2055 |
| Profit Streak | 45.09 | 45.09 | 48.09 | 45.09 | 45.09 | 48.09 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309172 | -18095 | -199037 | -302613 | -56453 | -580483 |
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4416,
"evaluation_days": 2208,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1575590400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760018972557,
"expiration_time": 1765734336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 147,
"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": [
[
383307.8120159371,
290001.3563399616,
93306.4556759758,
259588.6293347912,
878444.2264869016,
-618855.5971521111
],
[
383.307812,
290.001356,
93.306456,
259.588629,
878.444226,
-618.855597
],
[
0.1736,
0.131341,
0.042258,
0.057978,
0.10335,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-201304,
-129016,
-124809,
-2191096,
-981304,
-1366927
],
[
1.298762,
1.457228,
1.14383,
1.030373,
1.219419,
0.863782
],
[
351,
176,
175,
351,
176,
175
],
[
143,
69,
74,
143,
69,
74
],
[
208,
107,
101,
208,
107,
101
],
[
40.740741,
39.204545,
42.285714,
40.740741,
39.204545,
42.285714
],
[
1.889109,
2.25976,
1.561174,
1.498725,
1.890984,
1.178946
],
[
92095,
92095,
47177,
757594,
479559,
757594
],
[
-42567,
-23730,
-42567,
-364245,
-364245,
-286238
],
[
12,
12,
11,
12,
12,
11
],
[
17,
18,
17,
17,
18,
17
],
[
8,
8,
7,
8,
8,
7
],
[
4264,
2209,
2055,
4264,
2209,
2055
],
[
45.08996,
45.08996,
48.08996,
45.08996,
45.08996,
48.08996
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309172,
-18095,
-199037,
-302613,
-56453,
-580483
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4416,
"evaluation_days": 2208,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1575590400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760018972557,
"expiration_time": 1765734336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 147,
"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) |
|---|