Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995435.9952 | 771321.6321 | 224114.3631 | 25237823.9961 | 16629031.6553 | 8608792.3408 |
Total P&L (%) | 995.436 | 771.3216 | 224.1144 | 25237.824 | 16629.0317 | 8608.7923 |
Avg Daily Profit (%) | 0.3967 | 0.3074 | 0.0893 | 0.2208 | 0.2043 | 0.1782 |
Buy And Hold Return (%) | 302.2173 | 302.2173 | 302.2173 | 302.2173 | 302.2173 | 302.2173 |
Max Trade Drawdown | -59869 | -71977 | -61189 | -6049473 | -4549268 | -1600010 |
Profit Factor | 4.0944 | 5.992 | 2.3406 | 3.3216 | 3.463 | 3.0898 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 72.8814 | 68.9655 | 76.6667 | 72.8814 | 68.9655 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.5235 | 2.6964 | 0.7124 | 1.2359 | 1.5584 | 0.9404 |
Largest Winning Trade | 373272 | 373272 | 42571 | 10142276 | 10142276 | 3752040 |
Largest Losing Trade | -59869 | -35167 | -59869 | -4549268 | -4549268 | -1600010 |
Avg Bars in Trades | 119 | 148 | 92 | 119 | 148 | 92 |
Avg Bars in Winners | 94 | 99 | 90 | 94 | 99 | 90 |
Avg Bars in Losers | 187 | 256 | 97 | 187 | 256 | 97 |
Bars Traded | 7068 | 4296 | 2772 | 7068 | 4296 | 2772 |
Profit Streak | 118.6809 | 154.6809 | 118.6809 | 118.6809 | 154.6809 | 118.6809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161575 | 610137 | -233831 | -162119 | 636366 | 538225 |
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7527, "evaluation_days": 2509, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1548374400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759825228716, "expiration_time": 1766298528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 186, "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": [ [ 995435.9952481615, 771321.632149267, 224114.3630988942, 25237823.996050827, 16629031.655284252, 8608792.340766571 ], [ 995.435995, 771.321632, 224.114363, 25237.823996, 16629.031655, 8608.792341 ], [ 0.396746, 0.307422, 0.089324, 0.220845, 0.204263, 0.178194 ], [ 302.217339, 302.217339, 302.217339, 302.217339, 302.217339, 302.217339 ], [ -59869, -71977, -61189, -6049473, -4549268, -1600010 ], [ 4.094427, 5.992019, 2.340591, 3.321598, 3.463021, 3.089812 ], [ 59, 29, 30, 59, 29, 30 ], [ 43, 20, 23, 43, 20, 23 ], [ 16, 9, 7, 16, 9, 7 ], [ 72.881356, 68.965517, 76.666667, 72.881356, 68.965517, 76.666667 ], [ 1.523508, 2.696408, 0.712354, 1.235943, 1.55836, 0.940378 ], [ 373272, 373272, 42571, 10142276, 10142276, 3752040 ], [ -59869, -35167, -59869, -4549268, -4549268, -1600010 ], [ 119, 148, 92, 119, 148, 92 ], [ 94, 99, 90, 94, 99, 90 ], [ 187, 256, 97, 187, 256, 97 ], [ 7068, 4296, 2772, 7068, 4296, 2772 ], [ 118.680888, 154.680888, 118.680888, 118.680888, 154.680888, 118.680888 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161575, 610137, -233831, -162119, 636366, 538225 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7527, "evaluation_days": 2509, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1548374400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759825228716, "expiration_time": 1766298528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 186, "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) |
---|