| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384919.142 | 310764.9704 | 74154.1716 | 142810.1147 | 152254.8103 | -9444.6956 |
| Total P&L (%) | 384.9191 | 310.765 | 74.1542 | 142.8101 | 152.2548 | -9.4447 |
| Avg Daily Profit (%) | 0.1755 | 0.1417 | 0.0338 | 0.0405 | 0.0422 | -0.0045 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133667 | -105428 | -110305 | -220148 | -141477 | -163412 |
| Profit Factor | 1.2885 | 1.4981 | 1.1044 | 1.1219 | 1.2839 | 0.9851 |
| Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
| Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
| Losing Trades | 143 | 76 | 67 | 143 | 76 | 67 |
| Profitability (%) | 51.3605 | 48.2993 | 54.4218 | 51.3605 | 48.2993 | 54.4218 |
| Ratio Avg Win / Avg Loss | 1.2202 | 1.6036 | 0.9249 | 1.0625 | 1.3743 | 0.825 |
| Largest Winning Trade | 54898 | 54898 | 40411 | 87950 | 87950 | 39211 |
| Largest Losing Trade | -48170 | -47297 | -48170 | -97427 | -54140 | -97427 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 4290 | 2145 | 2145 | 4290 | 2145 | 2145 |
| 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 | 339020 | -2005 | -254398 | -223303 | -137101 | -580091 |
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4386,
"evaluation_days": 2193,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1572652800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758986133019,
"expiration_time": 1764399456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 28,
"na": 0.17357,
"nb": 0.1,
"nc": 0.7325
}
}
} {
"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": [
[
384919.1419511493,
310764.970355457,
74154.171595693,
142810.1147301494,
152254.8103314549,
-9444.6956013056
],
[
384.919142,
310.76497,
74.154172,
142.810115,
152.25481,
-9.444696
],
[
0.175522,
0.141708,
0.033814,
0.04046,
0.042201,
-0.004524
],
[
10,
10,
10,
10,
10,
10
],
[
-133667,
-105428,
-110305,
-220148,
-141477,
-163412
],
[
1.288494,
1.498114,
1.104391,
1.121901,
1.283904,
0.985132
],
[
294,
147,
147,
294,
147,
147
],
[
151,
71,
80,
151,
71,
80
],
[
143,
76,
67,
143,
76,
67
],
[
51.360544,
48.29932,
54.421769,
51.360544,
48.29932,
54.421769
],
[
1.22023,
1.603615,
0.924927,
1.062463,
1.374319,
0.825048
],
[
54898,
54898,
40411,
87950,
87950,
39211
],
[
-48170,
-47297,
-48170,
-97427,
-54140,
-97427
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
4290,
2145,
2145,
4290,
2145,
2145
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339020,
-2005,
-254398,
-223303,
-137101,
-580091
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4386,
"evaluation_days": 2193,
"actual_first_datapoint_time": 1569283200000,
"first_datapoint_time": 1572652800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758986133019,
"expiration_time": 1764399456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 28,
"na": 0.17357,
"nb": 0.1,
"nc": 0.7325
}
}
}
| # | 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) |
|---|