Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856992.7033 | 701515.0578 | 155477.6455 | 5707979.3094 | 4946014.8241 | 761964.4853 |
Total P&L (%) | 856.9927 | 701.5151 | 155.4776 | 5707.9793 | 4946.0148 | 761.9645 |
Avg Daily Profit (%) | 0.3424 | 0.2803 | 0.0621 | 0.1624 | 0.1568 | 0.0861 |
Buy And Hold Return (%) | 137.9739 | 137.9739 | 137.9739 | 137.9739 | 137.9739 | 137.9739 |
Max Trade Drawdown | -124928 | -115043 | -62488 | -4654870 | -3768939 | -2048060 |
Profit Factor | 2.0528 | 2.7035 | 1.3866 | 1.2842 | 1.4686 | 1.08 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 101 | 43 | 58 | 101 | 43 | 58 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 37.6866 | 32.0896 | 43.2836 | 37.6866 | 32.0896 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.3943 | 5.7214 | 1.8169 | 2.1234 | 3.108 | 1.4151 |
Largest Winning Trade | 384303 | 384303 | 40970 | 4881388 | 4881388 | 1032868 |
Largest Losing Trade | -59214 | -20206 | -59214 | -1651407 | -946508 | -1651407 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 51 | 44 | 56 | 51 | 44 | 56 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7446 | 3159 | 4287 | 7446 | 3159 | 4287 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342814 | 205875 | -237369 | 205433 | 108276 | -213924 |
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1543881600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261435399, "expiration_time": 1765734912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 2.05795 } }, "second_band": { "type": "zlma", "factors": { "length": 30, "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": [ [ 856992.7033013663, 701515.0578451895, 155477.645456177, 5707979.309401854, 4946014.824129047, 761964.4852728109 ], [ 856.992703, 701.515058, 155.477645, 5707.979309, 4946.014824, 761.964485 ], [ 0.342431, 0.280307, 0.062125, 0.162431, 0.156803, 0.086107 ], [ 137.973856, 137.973856, 137.973856, 137.973856, 137.973856, 137.973856 ], [ -124928, -115043, -62488, -4654870, -3768939, -2048060 ], [ 2.05282, 2.70354, 1.386569, 1.284242, 1.468612, 1.079981 ], [ 268, 134, 134, 268, 134, 134 ], [ 101, 43, 58, 101, 43, 58 ], [ 167, 91, 76, 167, 91, 76 ], [ 37.686567, 32.089552, 43.283582, 37.686567, 32.089552, 43.283582 ], [ 3.394267, 5.721446, 1.816883, 2.123449, 3.107992, 1.415147 ], [ 384303, 384303, 40970, 4881388, 4881388, 1032868 ], [ -59214, -20206, -59214, -1651407, -946508, -1651407 ], [ 27, 23, 31, 27, 23, 31 ], [ 51, 44, 56, 51, 44, 56 ], [ 13, 13, 13, 13, 13, 13 ], [ 7446, 3159, 4287, 7446, 3159, 4287 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342814, 205875, -237369, 205433, 108276, -213924 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1543881600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261435399, "expiration_time": 1765734912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 2.05795 } }, "second_band": { "type": "zlma", "factors": { "length": 30, "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) |
---|