| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 896983.4641 | 795036.8581 | 101946.606 | 2528534.7869 | 1852157.3404 | 676377.4465 |
| Total P&L (%) | 896.9835 | 795.0369 | 101.9466 | 2528.5348 | 1852.1573 | 676.3774 |
| Avg Daily Profit (%) | 0.3588 | 0.318 | 0.0408 | 0.1309 | 0.1189 | 0.082 |
| Buy And Hold Return (%) | 222.8455 | 222.8455 | 222.8455 | 222.8455 | 222.8455 | 222.8455 |
| Max Trade Drawdown | -105295 | -73276 | -62919 | -639326 | -469193 | -427740 |
| Profit Factor | 1.8981 | 2.4368 | 1.2289 | 1.6929 | 1.9776 | 1.3855 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
| Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
| Profitability (%) | 42.0354 | 38.9381 | 45.1327 | 42.0354 | 38.9381 | 45.1327 |
| Ratio Avg Win / Avg Loss | 2.6174 | 3.8213 | 1.4939 | 2.3344 | 3.1013 | 1.6843 |
| Largest Winning Trade | 470897 | 470897 | 41618 | 1068170 | 1068170 | 375491 |
| Largest Losing Trade | -55555 | -18634 | -55555 | -417738 | -220200 | -417738 |
| Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
| Avg Bars in Winners | 64 | 70 | 59 | 64 | 70 | 59 |
| Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
| Bars Traded | 9821 | 5109 | 4712 | 9821 | 5109 | 4712 |
| Profit Streak | 39.8441 | 39.8441 | 138.5941 | 39.8441 | 39.8441 | 138.5941 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355396 | 254714 | -305320 | -15630 | -34049 | -85154 |
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1546084800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852934198,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 39,
"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": [
[
896983.4641461245,
795036.8581246613,
101946.6060214631,
2528534.7869245904,
1852157.3404411864,
676377.4464834046
],
[
896.983464,
795.036858,
101.946606,
2528.534787,
1852.15734,
676.377446
],
[
0.358829,
0.318047,
0.040783,
0.130859,
0.118943,
0.082021
],
[
222.845535,
222.845535,
222.845535,
222.845535,
222.845535,
222.845535
],
[
-105295,
-73276,
-62919,
-639326,
-469193,
-427740
],
[
1.898097,
2.436756,
1.228886,
1.692881,
1.977634,
1.38545
],
[
226,
113,
113,
226,
113,
113
],
[
95,
44,
51,
95,
44,
51
],
[
131,
69,
62,
131,
69,
62
],
[
42.035398,
38.938053,
45.132743,
42.035398,
38.938053,
45.132743
],
[
2.617376,
3.821277,
1.493939,
2.334394,
3.101289,
1.684273
],
[
470897,
470897,
41618,
1068170,
1068170,
375491
],
[
-55555,
-18634,
-55555,
-417738,
-220200,
-417738
],
[
43,
45,
41,
43,
45,
41
],
[
64,
70,
59,
64,
70,
59
],
[
28,
29,
27,
28,
29,
27
],
[
9821,
5109,
4712,
9821,
5109,
4712
],
[
39.844146,
39.844146,
138.594146,
39.844146,
39.844146,
138.594146
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355396,
254714,
-305320,
-15630,
-34049,
-85154
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9999,
"evaluation_days": 2499.75,
"actual_first_datapoint_time": 1542736800000,
"first_datapoint_time": 1546084800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852934198,
"expiration_time": 1765194552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 39,
"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) |
|---|