| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 531665.2928 | 361591.9803 | 170073.3126 | 1353448.2557 | 613877.5914 | 739570.6643 |
| Total P&L (%) | 531.6653 | 361.592 | 170.0733 | 1353.4483 | 613.8776 | 739.5707 |
| Avg Daily Profit (%) | 0.2424 | 0.1649 | 0.0776 | 0.1221 | 0.0897 | 0.0971 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132662 | -71611 | -149110 | -269516 | -238517 | -324846 |
| Profit Factor | 1.3554 | 1.487 | 1.2257 | 1.34 | 1.2852 | 1.4045 |
| Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
| Winning Trades | 240 | 119 | 121 | 240 | 119 | 121 |
| Losing Trades | 220 | 111 | 109 | 220 | 111 | 109 |
| Profitability (%) | 52.1739 | 51.7391 | 52.6087 | 52.1739 | 51.7391 | 52.6087 |
| Ratio Avg Win / Avg Loss | 1.2424 | 1.3871 | 1.1041 | 1.2283 | 1.1988 | 1.2652 |
| Largest Winning Trade | 64307 | 64307 | 37146 | 479676 | 479676 | 208071 |
| Largest Losing Trade | -35910 | -30408 | -35910 | -194304 | -194304 | -135436 |
| Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 4133 | 2067 | 2066 | 4133 | 2067 | 2066 |
| Profit Streak | 0 | 0 | 18.6352 | 0 | 0 | 18.6352 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424305 | 349164 | -87947 | -26266 | -71687 | -60414 |
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4386,
"evaluation_days": 2193,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1579737600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758942881732,
"expiration_time": 1764399456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.36947,
"nc": 0.50879
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 243,
"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": [
[
531665.2928343622,
361591.9802542512,
170073.3125801114,
1353448.2556978948,
613877.5913804377,
739570.6643174575
],
[
531.665293,
361.59198,
170.073313,
1353.448256,
613.877591,
739.570664
],
[
0.242437,
0.164885,
0.077553,
0.122123,
0.089668,
0.09707
],
[
10,
10,
10,
10,
10,
10
],
[
-132662,
-71611,
-149110,
-269516,
-238517,
-324846
],
[
1.355357,
1.48702,
1.225656,
1.340004,
1.285208,
1.404514
],
[
460,
230,
230,
460,
230,
230
],
[
240,
119,
121,
240,
119,
121
],
[
220,
111,
109,
220,
111,
109
],
[
52.173913,
51.73913,
52.608696,
52.173913,
51.73913,
52.608696
],
[
1.242411,
1.387052,
1.104103,
1.228337,
1.198807,
1.265223
],
[
64307,
64307,
37146,
479676,
479676,
208071
],
[
-35910,
-30408,
-35910,
-194304,
-194304,
-135436
],
[
8,
8,
8,
8,
8,
8
],
[
8,
8,
8,
8,
8,
8
],
[
8,
8,
8,
8,
8,
8
],
[
4133,
2067,
2066,
4133,
2067,
2066
],
[
0,
0,
18.635205,
0,
0,
18.635205
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424305,
349164,
-87947,
-26266,
-71687,
-60414
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4386,
"evaluation_days": 2193,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1579737600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758942881732,
"expiration_time": 1764399456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.36947,
"nc": 0.50879
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 243,
"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) |
|---|