| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 362292.8272 | 346761.2358 | 15531.5913 | -49244.5312 | 1069607.1534 | -1118851.6847 |
| Total P&L (%) | 362.2928 | 346.7612 | 15.5316 | -49.2445 | 1069.6072 | -1118.8517 |
| Avg Daily Profit (%) | 0.1648 | 0.1577 | 0.0071 | -0.0308 | 0.1119 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -266248 | -199224 | -112160 | -1711005 | -626281 | -1546138 |
| Profit Factor | 1.55 | 2.0639 | 1.0467 | 0.984 | 2.4409 | 0.5228 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 52.809 | 52.2727 | 53.3333 | 52.809 | 52.2727 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.3851 | 1.8844 | 0.9158 | 0.8794 | 2.2287 | 0.4574 |
| Largest Winning Trade | 173026 | 173026 | 67733 | 549577 | 549577 | 426296 |
| Largest Losing Trade | -81802 | -51039 | -81802 | -1420214 | -379338 | -1420214 |
| Avg Bars in Trades | 46 | 62 | 30 | 46 | 62 | 30 |
| Avg Bars in Winners | 38 | 43 | 33 | 38 | 43 | 33 |
| Avg Bars in Losers | 55 | 83 | 27 | 55 | 83 | 27 |
| Bars Traded | 4129 | 2753 | 1376 | 4129 | 2753 | 1376 |
| Profit Streak | 0 | 129.2037 | 0 | 0 | 129.2037 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343192 | 449830 | -363612 | -580176 | -37228 | -580279 |
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4398,
"evaluation_days": 2199,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1574337600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251203913,
"expiration_time": 1764933408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 118,
"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": [
[
362292.827154295,
346761.2358259826,
15531.5913283123,
-49244.5312427722,
1069607.1534107313,
-1118851.6846535034
],
[
362.292827,
346.761236,
15.531591,
-49.244531,
1069.607153,
-1118.851685
],
[
0.164753,
0.15769,
0.007063,
-0.030834,
0.111898,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-266248,
-199224,
-112160,
-1711005,
-626281,
-1546138
],
[
1.549997,
2.063875,
1.046673,
0.984047,
2.440944,
0.522783
],
[
89,
44,
45,
89,
44,
45
],
[
47,
23,
24,
47,
23,
24
],
[
42,
21,
21,
42,
21,
21
],
[
52.808989,
52.272727,
53.333333,
52.808989,
52.272727,
53.333333
],
[
1.385104,
1.884408,
0.915839,
0.879361,
2.228688,
0.457435
],
[
173026,
173026,
67733,
549577,
549577,
426296
],
[
-81802,
-51039,
-81802,
-1420214,
-379338,
-1420214
],
[
46,
62,
30,
46,
62,
30
],
[
38,
43,
33,
38,
43,
33
],
[
55,
83,
27,
55,
83,
27
],
[
4129,
2753,
1376,
4129,
2753,
1376
],
[
0,
129.203749,
0,
0,
129.203749,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343192,
449830,
-363612,
-580176,
-37228,
-580279
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4398,
"evaluation_days": 2199,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1574337600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251203913,
"expiration_time": 1764933408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 118,
"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) |
|---|