| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 677338.3059 | 676651.18 | 687.1259 | 217981.1495 | 171299.3143 | 46681.8352 |
| Total P&L (%) | 677.3383 | 676.6512 | 0.6871 | 217.9811 | 171.2993 | 46.6818 |
| Avg Daily Profit (%) | 0.2708 | 0.2706 | 0.0003 | 0.0463 | 0.0399 | 0.0153 |
| Buy And Hold Return (%) | 193.8815 | 193.8815 | 193.8815 | 193.8815 | 193.8815 | 193.8815 |
| Max Trade Drawdown | -155293 | -99383 | -127375 | -183388 | -151751 | -67432 |
| Profit Factor | 1.6085 | 2.1164 | 1.0014 | 1.2179 | 1.2922 | 1.1127 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
| Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
| Profitability (%) | 48 | 45 | 51 | 48 | 45 | 51 |
| Ratio Avg Win / Avg Loss | 1.7425 | 2.5867 | 0.9621 | 1.3193 | 1.5794 | 1.069 |
| Largest Winning Trade | 404930 | 404930 | 44678 | 186929 | 186929 | 66997 |
| Largest Losing Trade | -46010 | -44903 | -46010 | -97420 | -97420 | -55512 |
| Avg Bars in Trades | 73 | 81 | 65 | 73 | 81 | 65 |
| Avg Bars in Winners | 86 | 97 | 77 | 86 | 97 | 77 |
| Avg Bars in Losers | 61 | 68 | 53 | 61 | 68 | 53 |
| Bars Traded | 14716 | 8147 | 6570 | 14716 | 8147 | 6570 |
| Profit Streak | 41.4328 | 41.4328 | 93.7662 | 41.4328 | 41.4328 | 93.7662 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369792 | 299083 | -578119 | -257387 | -305900 | -433958 |
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15006,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1545595200000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759299795650,
"expiration_time": 1765773792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 81,
"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": [
[
677338.3058723103,
676651.1799535658,
687.1259187446,
217981.1494842063,
171299.3143164379,
46681.8351677685
],
[
677.338306,
676.65118,
0.687126,
217.981149,
171.299314,
46.681835
],
[
0.270827,
0.270552,
0.000275,
0.046265,
0.039914,
0.015319
],
[
193.881484,
193.881484,
193.881484,
193.881484,
193.881484,
193.881484
],
[
-155293,
-99383,
-127375,
-183388,
-151751,
-67432
],
[
1.608501,
2.116384,
1.001355,
1.217858,
1.292218,
1.11266
],
[
200,
100,
100,
200,
100,
100
],
[
96,
45,
51,
96,
45,
51
],
[
104,
55,
49,
104,
55,
49
],
[
48,
45,
51,
48,
45,
51
],
[
1.742543,
2.586692,
0.962086,
1.319347,
1.579378,
1.069026
],
[
404930,
404930,
44678,
186929,
186929,
66997
],
[
-46010,
-44903,
-46010,
-97420,
-97420,
-55512
],
[
73,
81,
65,
73,
81,
65
],
[
86,
97,
77,
86,
97,
77
],
[
61,
68,
53,
61,
68,
53
],
[
14716,
8147,
6570,
14716,
8147,
6570
],
[
41.43282,
41.43282,
93.766153,
41.43282,
41.43282,
93.766153
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369792,
299083,
-578119,
-257387,
-305900,
-433958
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15006,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1545595200000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759299795650,
"expiration_time": 1765773792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 81,
"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) |
|---|