| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1165663.3076 | 924406.0048 | 241257.3027 | 46282848.6745 | 27235855.8644 | 19046992.8101 |
| Total P&L (%) | 1165.6633 | 924.406 | 241.2573 | 46282.8487 | 27235.8559 | 19046.9928 |
| Avg Daily Profit (%) | 0.4663 | 0.3698 | 0.0965 | 0.2459 | 0.2247 | 0.2104 |
| Buy And Hold Return (%) | 357.1603 | 357.1603 | 357.1603 | 357.1603 | 357.1603 | 357.1603 |
| Max Trade Drawdown | -75029 | -88222 | -50548 | -7806044 | -8810243 | -1408476 |
| Profit Factor | 3.6981 | 4.8565 | 2.2544 | 3.5742 | 2.9066 | 6.156 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
| Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
| Profitability (%) | 53.3981 | 45.098 | 61.5385 | 53.3981 | 45.098 | 61.5385 |
| Ratio Avg Win / Avg Loss | 3.2274 | 5.9122 | 1.409 | 3.1193 | 3.5384 | 3.8475 |
| Largest Winning Trade | 481966 | 481966 | 50588 | 15786832 | 15786832 | 8212236 |
| Largest Losing Trade | -46204 | -36834 | -46204 | -7806044 | -7806044 | -1248896 |
| Avg Bars in Trades | 46 | 60 | 32 | 46 | 60 | 32 |
| Avg Bars in Winners | 50 | 61 | 41 | 50 | 61 | 41 |
| Avg Bars in Losers | 41 | 58 | 17 | 41 | 58 | 17 |
| Bars Traded | 4758 | 3064 | 1694 | 4758 | 3064 | 1694 |
| Profit Streak | 5.7937 | 0 | 332.7937 | 5.7937 | 0 | 332.7937 |
| Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 564933 | -168260 | -403847 | 597416 | -168163 | -160458 |
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913376610,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 149,
"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": [
[
1165663.3075735986,
924406.0048290252,
241257.3027445732,
46282848.674461186,
27235855.864353575,
19046992.810107607
],
[
1165.663308,
924.406005,
241.257303,
46282.848674,
27235.855864,
19046.99281
],
[
0.466265,
0.369762,
0.096503,
0.245882,
0.224683,
0.21041
],
[
357.160343,
357.160343,
357.160343,
357.160343,
357.160343,
357.160343
],
[
-75029,
-88222,
-50548,
-7806044,
-8810243,
-1408476
],
[
3.69808,
4.856488,
2.254373,
3.574226,
2.906579,
6.156017
],
[
103,
51,
52,
103,
51,
52
],
[
55,
23,
32,
55,
23,
32
],
[
48,
28,
20,
48,
28,
20
],
[
53.398058,
45.098039,
61.538462,
53.398058,
45.098039,
61.538462
],
[
3.227415,
5.912247,
1.408983,
3.119324,
3.538444,
3.84751
],
[
481966,
481966,
50588,
15786832,
15786832,
8212236
],
[
-46204,
-36834,
-46204,
-7806044,
-7806044,
-1248896
],
[
46,
60,
32,
46,
60,
32
],
[
50,
61,
41,
50,
61,
41
],
[
41,
58,
17,
41,
58,
17
],
[
4758,
3064,
1694,
4758,
3064,
1694
],
[
5.793711,
0,
332.793711,
5.793711,
0,
332.793711
],
[
1,
0,
8,
1,
0,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
564933,
-168260,
-403847,
597416,
-168163,
-160458
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913376610,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 149,
"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) |
|---|