Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658528.6231 | 667109.1878 | -8580.5647 | 237220.4943 | 306659.2798 | -69438.7855 |
Total P&L (%) | 658.5286 | 667.1092 | -8.5806 | 237.2205 | 306.6593 | -69.4388 |
Avg Daily Profit (%) | 0.2632 | 0.2667 | -0.0034 | 0.0486 | 0.0561 | -0.0474 |
Buy And Hold Return (%) | 227.1227 | 227.1227 | 227.1227 | 227.1227 | 227.1227 | 227.1227 |
Max Trade Drawdown | -101294 | -99367 | -59021 | -297625 | -259087 | -134444 |
Profit Factor | 2.5173 | 3.934 | 0.9585 | 1.2896 | 1.693 | 0.8156 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 3.4496 | 5.7497 | 1.2323 | 1.7673 | 2.4744 | 1.0486 |
Largest Winning Trade | 506203 | 506203 | 47830 | 317767 | 317767 | 84249 |
Largest Losing Trade | -46959 | -46959 | -30241 | -140910 | -140910 | -80476 |
Avg Bars in Trades | 114 | 127 | 101 | 114 | 127 | 101 |
Avg Bars in Winners | 170 | 186 | 155 | 170 | 186 | 155 |
Avg Bars in Losers | 73 | 87 | 58 | 73 | 87 | 58 |
Bars Traded | 7323 | 4089 | 3234 | 7323 | 4089 | 3234 |
Profit Streak | 0 | 110.5296 | 0 | 0 | 110.5296 | 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 | -136639 | 336170 | -581574 | -425633 | -174756 | -581574 |
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546617600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759178559500, "expiration_time": 1765645920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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": [ [ 658528.623066122, 667109.187806991, -8580.5647408691, 237220.4943058062, 306659.2797952255, -69438.7854894194 ], [ 658.528623, 667.109188, -8.580565, 237.220494, 306.65928, -69.438785 ], [ 0.263236, 0.266666, -0.00343, 0.048602, 0.05609, -0.047375 ], [ 227.122704, 227.122704, 227.122704, 227.122704, 227.122704, 227.122704 ], [ -101294, -99367, -59021, -297625, -259087, -134444 ], [ 2.517312, 3.934009, 0.958476, 1.28963, 1.693019, 0.815592 ], [ 64, 32, 32, 64, 32, 32 ], [ 27, 13, 14, 27, 13, 14 ], [ 37, 19, 18, 37, 19, 18 ], [ 42.1875, 40.625, 43.75, 42.1875, 40.625, 43.75 ], [ 3.449649, 5.749705, 1.232326, 1.76727, 2.474412, 1.048618 ], [ 506203, 506203, 47830, 317767, 317767, 84249 ], [ -46959, -46959, -30241, -140910, -140910, -80476 ], [ 114, 127, 101, 114, 127, 101 ], [ 170, 186, 155, 170, 186, 155 ], [ 73, 87, 58, 73, 87, 58 ], [ 7323, 4089, 3234, 7323, 4089, 3234 ], [ 0, 110.529624, 0, 0, 110.529624, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -136639, 336170, -581574, -425633, -174756, -581574 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1546617600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759178559500, "expiration_time": 1765645920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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) |
---|