| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 855833.4065 | 743104.2282 | 112729.1783 | 2369061.2233 | 2311958.3456 | 57102.8776 |
| Total P&L (%) | 855.8334 | 743.1042 | 112.7292 | 2369.0612 | 2311.9583 | 57.1029 |
| Avg Daily Profit (%) | 0.3417 | 0.2966 | 0.045 | 0.1281 | 0.1271 | 0.018 |
| Buy And Hold Return (%) | 181.9242 | 181.9242 | 181.9242 | 181.9242 | 181.9242 | 181.9242 |
| Max Trade Drawdown | -86128 | -99905 | -80399 | -1805032 | -1334096 | -724301 |
| Profit Factor | 1.6302 | 2.0242 | 1.1782 | 1.2465 | 1.4342 | 1.0133 |
| Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
| Winning Trades | 184 | 77 | 107 | 184 | 77 | 107 |
| Losing Trades | 330 | 180 | 150 | 330 | 180 | 150 |
| Profitability (%) | 35.7977 | 29.9611 | 41.6342 | 35.7977 | 29.9611 | 41.6342 |
| Ratio Avg Win / Avg Loss | 2.9238 | 4.732 | 1.6517 | 2.2356 | 3.3527 | 1.4205 |
| Largest Winning Trade | 431645 | 431645 | 37606 | 2272238 | 2272238 | 484792 |
| Largest Losing Trade | -21902 | -20183 | -21902 | -316154 | -316154 | -286871 |
| Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
| Avg Bars in Winners | 51 | 52 | 50 | 51 | 52 | 50 |
| Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
| Bars Traded | 14950 | 6853 | 8097 | 14950 | 6853 | 8097 |
| Profit Streak | 14.5983 | 0 | 16.7649 | 14.5983 | 0 | 16.7649 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315708 | 132529 | -323835 | -22713 | -27726 | -542300 |
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15030,
"evaluation_days": 2505,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1543276800000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759645291416,
"expiration_time": 1766129760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 83,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 10,
"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": [
[
855833.4065106771,
743104.2281977588,
112729.1783129182,
2369061.223265294,
2311958.3456327617,
57102.8776325321
],
[
855.833407,
743.104228,
112.729178,
2369.061223,
2311.958346,
57.102878
],
[
0.34165,
0.296648,
0.045002,
0.128083,
0.127148,
0.018035
],
[
181.924178,
181.924178,
181.924178,
181.924178,
181.924178,
181.924178
],
[
-86128,
-99905,
-80399,
-1805032,
-1334096,
-724301
],
[
1.630214,
2.024241,
1.178231,
1.246511,
1.434196,
1.013324
],
[
514,
257,
257,
514,
257,
257
],
[
184,
77,
107,
184,
77,
107
],
[
330,
180,
150,
330,
180,
150
],
[
35.797665,
29.961089,
41.634241,
35.797665,
29.961089,
41.634241
],
[
2.923753,
4.731993,
1.651726,
2.23559,
3.352666,
1.420548
],
[
431645,
431645,
37606,
2272238,
2272238,
484792
],
[
-21902,
-20183,
-21902,
-316154,
-316154,
-286871
],
[
29,
26,
31,
29,
26,
31
],
[
51,
52,
50,
51,
52,
50
],
[
16,
15,
17,
16,
15,
17
],
[
14950,
6853,
8097,
14950,
6853,
8097
],
[
14.59828,
0,
16.764947,
14.59828,
0,
16.764947
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315708,
132529,
-323835,
-22713,
-27726,
-542300
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15030,
"evaluation_days": 2505,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1543276800000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759645291416,
"expiration_time": 1766129760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 83,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 10,
"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) |
|---|