Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698480.0414 | 558854.1942 | 139625.8471 | 4112809.5013 | 2634832.2413 | 1477977.26 |
Total P&L (%) | 698.48 | 558.8542 | 139.6258 | 4112.8095 | 2634.8322 | 1477.9773 |
Avg Daily Profit (%) | 0.2786 | 0.2229 | 0.0557 | 0.1493 | 0.1321 | 0.1101 |
Buy And Hold Return (%) | 416.5999 | 416.5999 | 416.5999 | 416.5999 | 416.5999 | 416.5999 |
Max Trade Drawdown | -120249 | -98590 | -68256 | -530264 | -482707 | -371639 |
Profit Factor | 2.3558 | 3.2438 | 1.5247 | 2.8491 | 3.2491 | 2.4039 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 54.7009 | 50 | 59.322 | 54.7009 | 50 | 59.322 |
Ratio Avg Win / Avg Loss | 1.9509 | 3.2438 | 1.0455 | 2.3594 | 3.2491 | 1.6484 |
Largest Winning Trade | 168467 | 168467 | 35806 | 1185273 | 1185273 | 621063 |
Largest Losing Trade | -64948 | -34766 | -64948 | -359110 | -296424 | -359110 |
Avg Bars in Trades | 61 | 77 | 44 | 61 | 77 | 44 |
Avg Bars in Winners | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Losers | 65 | 94 | 30 | 65 | 94 | 30 |
Bars Traded | 7155 | 4512 | 2643 | 7155 | 4512 | 2643 |
Profit Streak | 111.6141 | 114.2808 | 111.6141 | 111.6141 | 114.2808 | 111.6141 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 232624 | -224207 | -457382 | 520384 | -189641 | -218145 |
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7521, "evaluation_days": 2507, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1550016000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759646657768, "expiration_time": 1766120544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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": [ [ 698480.0413825052, 558854.1942469621, 139625.8471355431, 4112809.5013095597, 2634832.2413220406, 1477977.2599875194 ], [ 698.480041, 558.854194, 139.625847, 4112.809501, 2634.832241, 1477.97726 ], [ 0.278612, 0.222918, 0.055694, 0.149322, 0.132064, 0.110102 ], [ 416.599922, 416.599922, 416.599922, 416.599922, 416.599922, 416.599922 ], [ -120249, -98590, -68256, -530264, -482707, -371639 ], [ 2.355825, 3.243834, 1.524697, 2.849053, 3.249139, 2.403862 ], [ 117, 58, 59, 117, 58, 59 ], [ 64, 29, 35, 64, 29, 35 ], [ 53, 29, 24, 53, 29, 24 ], [ 54.700855, 50, 59.322034, 54.700855, 50, 59.322034 ], [ 1.950918, 3.243834, 1.045507, 2.359372, 3.249139, 1.648362 ], [ 168467, 168467, 35806, 1185273, 1185273, 621063 ], [ -64948, -34766, -64948, -359110, -296424, -359110 ], [ 61, 77, 44, 61, 77, 44 ], [ 57, 60, 54, 57, 60, 54 ], [ 65, 94, 30, 65, 94, 30 ], [ 7155, 4512, 2643, 7155, 4512, 2643 ], [ 111.614094, 114.280761, 111.614094, 111.614095, 114.280761, 111.614095 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 232624, -224207, -457382, 520384, -189641, -218145 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7521, "evaluation_days": 2507, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1550016000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759646657768, "expiration_time": 1766120544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "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) |
---|