| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334187.7978 | 287648.9644 | 46538.8334 | 55026.4395 | 301287.5101 | -246261.0707 |
| Total P&L (%) | 334.1878 | 287.649 | 46.5388 | 55.0264 | 301.2875 | -246.2611 |
| Avg Daily Profit (%) | 0.1524 | 0.1312 | 0.0212 | 0.02 | 0.0634 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134193 | -101416 | -96226 | -414115 | -250424 | -430523 |
| Profit Factor | 1.2651 | 1.5199 | 1.0658 | 1.0249 | 1.3277 | 0.8092 |
| Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
| Winning Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Profitability (%) | 54.6075 | 54.4218 | 54.7945 | 54.6075 | 54.4218 | 54.7945 |
| Ratio Avg Win / Avg Loss | 1.0516 | 1.2729 | 0.8793 | 0.852 | 1.112 | 0.6675 |
| Largest Winning Trade | 48434 | 42525 | 48434 | 82469 | 82469 | 54351 |
| Largest Losing Trade | -57725 | -41918 | -57725 | -171712 | -92061 | -171712 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 4346 | 2158 | 2188 | 4346 | 2158 | 2188 |
| 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 | 341727 | -15803 | -315220 | -359538 | -107358 | -580046 |
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4386,
"evaluation_days": 2193,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1570622400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758986125444,
"expiration_time": 1764399456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.06043,
"nb": 0.68548,
"nc": 0.1
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 32,
"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": [
[
334187.7977858364,
287648.9643706687,
46538.8334151677,
55026.4394706205,
301287.5101340947,
-246261.0706634745
],
[
334.187798,
287.648964,
46.538833,
55.026439,
301.28751,
-246.261071
],
[
0.152388,
0.131167,
0.021222,
0.019994,
0.063381,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-134193,
-101416,
-96226,
-414115,
-250424,
-430523
],
[
1.265131,
1.519866,
1.065812,
1.024903,
1.327743,
0.809151
],
[
293,
147,
146,
293,
147,
146
],
[
160,
80,
80,
160,
80,
80
],
[
133,
67,
66,
133,
67,
66
],
[
54.607509,
54.421769,
54.794521,
54.607509,
54.421769,
54.794521
],
[
1.05164,
1.272888,
0.879295,
0.851951,
1.111985,
0.667549
],
[
48434,
42525,
48434,
82469,
82469,
54351
],
[
-57725,
-41918,
-57725,
-171712,
-92061,
-171712
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
15,
15,
15,
15,
15,
15
],
[
4346,
2158,
2188,
4346,
2158,
2188
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341727,
-15803,
-315220,
-359538,
-107358,
-580046
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4386,
"evaluation_days": 2193,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1570622400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758986125444,
"expiration_time": 1764399456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.06043,
"nb": 0.68548,
"nc": 0.1
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 32,
"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) |
|---|