Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545877.8534 | 494069.4401 | 51808.4133 | 859298.256 | 669658.465 | 189639.791 |
Total P&L (%) | 545.8779 | 494.0694 | 51.8084 | 859.2983 | 669.6585 | 189.6398 |
Avg Daily Profit (%) | 1.0481 | 0.9486 | 0.0995 | 0.4351 | 0.3926 | 0.2044 |
Buy And Hold Return (%) | 231.7052 | 231.7052 | 231.7052 | 231.7052 | 231.7052 | 231.7052 |
Max Trade Drawdown | -46917 | -38136 | -17077 | -225120 | -177110 | -127443 |
Profit Factor | 2.7581 | 3.7211 | 1.4018 | 1.7491 | 1.9898 | 1.403 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
Losing Trades | 117 | 67 | 50 | 117 | 67 | 50 |
Profitability (%) | 36.0656 | 27.1739 | 45.0549 | 36.0656 | 27.1739 | 45.0549 |
Ratio Avg Win / Avg Loss | 4.8893 | 9.9724 | 1.7096 | 3.1007 | 5.3326 | 1.711 |
Largest Winning Trade | 441895 | 441895 | 18501 | 476609 | 476609 | 78041 |
Largest Losing Trade | -13277 | -13277 | -11089 | -55498 | -54322 | -55498 |
Avg Bars in Trades | 133 | 122 | 144 | 133 | 122 | 144 |
Avg Bars in Winners | 228 | 251 | 214 | 228 | 251 | 214 |
Avg Bars in Losers | 80 | 74 | 86 | 80 | 74 | 86 |
Bars Traded | 24463 | 11312 | 13150 | 24463 | 11312 | 13150 |
Profit Streak | 17.9407 | 19.1282 | 17.9407 | 17.9407 | 19.1282 | 17.9407 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380680 | -6316 | -226373 | 263798 | -9789 | -158532 |
{ "trading_pair": "XLM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714042800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758818074743, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 123, "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": [ [ 545877.8534271783, 494069.4400796551, 51808.4133475233, 859298.2559892314, 669658.4649752596, 189639.7910139718 ], [ 545.877853, 494.06944, 51.808413, 859.298256, 669.658465, 189.639791 ], [ 1.048092, 0.948619, 0.099473, 0.435065, 0.3926, 0.204396 ], [ 231.705151, 231.705151, 231.705151, 231.705151, 231.705151, 231.705151 ], [ -46917, -38136, -17077, -225120, -177110, -127443 ], [ 2.758068, 3.721051, 1.401847, 1.749106, 1.989766, 1.403047 ], [ 183, 92, 91, 183, 92, 91 ], [ 66, 25, 41, 66, 25, 41 ], [ 117, 67, 50, 117, 67, 50 ], [ 36.065574, 27.173913, 45.054945, 36.065574, 27.173913, 45.054945 ], [ 4.889302, 9.972417, 1.709569, 3.100688, 5.332573, 1.711033 ], [ 441895, 441895, 18501, 476609, 476609, 78041 ], [ -13277, -13277, -11089, -55498, -54322, -55498 ], [ 133, 122, 144, 133, 122, 144 ], [ 228, 251, 214, 228, 251, 214 ], [ 80, 74, 86, 80, 74, 86 ], [ 24463, 11312, 13150, 24463, 11312, 13150 ], [ 17.94068, 19.12818, 17.94068, 17.94068, 19.12818, 17.94068 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380680, -6316, -226373, 263798, -9789, -158532 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714042800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758818074743, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 123, "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) |
---|