| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 555791.7059 | 408095.5804 | 147696.1255 | 1864687.5584 | 1144407.6308 | 720279.9276 |
| Total P&L (%) | 555.7917 | 408.0956 | 147.6961 | 1864.6876 | 1144.4076 | 720.2799 |
| Avg Daily Profit (%) | 0.2535 | 0.1861 | 0.0674 | 0.1359 | 0.1151 | 0.096 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91388 | -110883 | -84357 | -1271878 | -1077747 | -593844 |
| Profit Factor | 1.72 | 2.036 | 1.3907 | 1.3586 | 1.3996 | 1.3083 |
| Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
| Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
| Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
| Profitability (%) | 52.4064 | 51.0638 | 53.7634 | 52.4064 | 51.0638 | 53.7634 |
| Ratio Avg Win / Avg Loss | 1.562 | 1.9511 | 1.196 | 1.2338 | 1.3413 | 1.1251 |
| Largest Winning Trade | 91919 | 91919 | 44261 | 604540 | 604540 | 345751 |
| Largest Losing Trade | -36539 | -32143 | -36539 | -510563 | -510563 | -303548 |
| Avg Bars in Trades | 45 | 33 | 58 | 45 | 33 | 58 |
| Avg Bars in Winners | 57 | 38 | 74 | 57 | 38 | 74 |
| Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
| Bars Traded | 8591 | 3139 | 5452 | 8591 | 3139 | 5452 |
| Profit Streak | 56.5461 | 56.5461 | 75.0461 | 56.5461 | 56.5461 | 75.0461 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 522265 | 438759 | -100794 | -7975 | -37468 | -62659 |
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1572112800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758827186456,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
555791.7058684087,
408095.5803742636,
147696.1254941456,
1864687.55836642,
1144407.6307678316,
720279.9275985888
],
[
555.791706,
408.09558,
147.696125,
1864.687558,
1144.407631,
720.279928
],
[
0.253497,
0.186133,
0.067364,
0.135915,
0.11506,
0.096031
],
[
10,
10,
10,
10,
10,
10
],
[
-91388,
-110883,
-84357,
-1271878,
-1077747,
-593844
],
[
1.719957,
2.035955,
1.390682,
1.358579,
1.399604,
1.308292
],
[
187,
94,
93,
187,
94,
93
],
[
98,
48,
50,
98,
48,
50
],
[
89,
46,
43,
89,
46,
43
],
[
52.406417,
51.06383,
53.763441,
52.406417,
51.06383,
53.763441
],
[
1.562002,
1.951124,
1.195986,
1.233812,
1.341287,
1.125131
],
[
91919,
91919,
44261,
604540,
604540,
345751
],
[
-36539,
-32143,
-36539,
-510563,
-510563,
-303548
],
[
45,
33,
58,
45,
33,
58
],
[
57,
38,
74,
57,
38,
74
],
[
33,
27,
39,
33,
27,
39
],
[
8591,
3139,
5452,
8591,
3139,
5452
],
[
56.546139,
56.546139,
75.046139,
56.546139,
56.54614,
75.04614
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
522265,
438759,
-100794,
-7975,
-37468,
-62659
]
]
}
{
"trading_pair": "XTZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8770,
"evaluation_days": 2192.5,
"actual_first_datapoint_time": 1569304800000,
"first_datapoint_time": 1572112800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758827186456,
"expiration_time": 1764398160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|