Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859821.5743 | 743658.093 | 116163.4813 | 4744810.2524 | 3525198.6417 | 1219611.6108 |
Total P&L (%) | 859.8216 | 743.6581 | 116.1635 | 4744.8103 | 3525.1986 | 1219.6116 |
Avg Daily Profit (%) | 0.3436 | 0.2971 | 0.0464 | 0.1552 | 0.1436 | 0.1031 |
Buy And Hold Return (%) | 197.3746 | 197.3746 | 197.3746 | 197.3746 | 197.3746 | 197.3746 |
Max Trade Drawdown | -100711 | -55456 | -105074 | -520512 | -658414 | -394047 |
Profit Factor | 1.942 | 3.0984 | 1.208 | 2.2206 | 3.1588 | 1.541 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 198 | 100 | 98 | 198 | 100 | 98 |
Profitability (%) | 36.9427 | 36.3057 | 37.5796 | 36.9427 | 36.3057 | 37.5796 |
Ratio Avg Win / Avg Loss | 3.3148 | 5.4358 | 2.0066 | 3.7903 | 5.5418 | 2.5596 |
Largest Winning Trade | 408869 | 408869 | 58302 | 1919897 | 1919897 | 709861 |
Largest Losing Trade | -33684 | -15293 | -33684 | -180316 | -166197 | -180316 |
Avg Bars in Trades | 31 | 13 | 49 | 31 | 13 | 49 |
Avg Bars in Winners | 63 | 25 | 101 | 63 | 25 | 101 |
Avg Bars in Losers | 12 | 7 | 18 | 12 | 7 | 18 |
Bars Traded | 9911 | 2158 | 7753 | 9911 | 2158 | 7753 |
Profit Streak | 0 | 52.2892 | 0 | 0 | 52.2892 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274016 | 293112 | -300628 | 304006 | 30588 | -57316 |
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{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 21 } }, "second_band": { "type": "ohlc4", "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": [ [ 859821.574281561, 743658.0929984786, 116163.4812830826, 4744810.252447424, 3525198.641682874, 1219611.6107645505 ], [ 859.821574, 743.658093, 116.163481, 4744.810252, 3525.198642, 1219.611611 ], [ 0.343551, 0.297136, 0.046414, 0.155169, 0.143565, 0.103137 ], [ 197.374558, 197.374558, 197.374558, 197.374558, 197.374558, 197.374558 ], [ -100711, -55456, -105074, -520512, -658414, -394047 ], [ 1.941977, 3.098403, 1.208032, 2.220562, 3.158814, 1.540976 ], [ 314, 157, 157, 314, 157, 157 ], [ 116, 57, 59, 116, 57, 59 ], [ 198, 100, 98, 198, 100, 98 ], [ 36.942675, 36.305732, 37.579618, 36.942675, 36.305732, 37.579618 ], [ 3.314753, 5.435795, 2.006562, 3.79027, 5.541779, 2.559587 ], [ 408869, 408869, 58302, 1919897, 1919897, 709861 ], [ -33684, -15293, -33684, -180316, -166197, -180316 ], [ 31, 13, 49, 31, 13, 49 ], [ 63, 25, 101, 63, 25, 101 ], [ 12, 7, 18, 12, 7, 18 ], [ 9911, 2158, 7753, 9911, 2158, 7753 ], [ 0, 52.289197, 0, 0, 52.289197, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 274016, 293112, -300628, 304006, 30588, -57316 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10011, "evaluation_days": 2502.75, "actual_first_datapoint_time": 1543320000000, "first_datapoint_time": 1544076000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759582586631, "expiration_time": 1766044728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 21 } }, "second_band": { "type": "ohlc4", "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) |
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