| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -432137.0541 | 158158.617 | -590295.6711 | 24466762.0318 | 1459052.9352 | 23007709.0965 |
| Total P&L (%) | -432.1371 | 158.1586 | -590.2957 | 24466.762 | 1459.0529 | 23007.7091 |
| Avg Daily Profit (%) | -0.1727 | 0.0632 | -0.2359 | 0.2202 | 0.1098 | 0.2178 |
| Buy And Hold Return (%) | 263.9348 | 263.9348 | 263.9348 | 263.9348 | 263.9348 | 263.9348 |
| Max Trade Drawdown | -662674 | -52120 | -683120 | -10434432 | -9711405 | -8766722 |
| Profit Factor | 0.6451 | 1.6808 | 0.4009 | 1.6304 | 1.0885 | 2.0309 |
| Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
| Winning Trades | 142 | 70 | 72 | 94 | 50 | 44 |
| Losing Trades | 67 | 34 | 33 | 115 | 54 | 61 |
| Profitability (%) | 67.9426 | 67.3077 | 68.5714 | 44.9761 | 48.0769 | 41.9048 |
| Ratio Avg Win / Avg Loss | 0.3044 | 0.8164 | 0.1837 | 1.9946 | 1.1755 | 2.8155 |
| Largest Winning Trade | 75046 | 75046 | 39403 | 34028865 | 7844835 | 34028865 |
| Largest Losing Trade | -483140 | -26696 | -483140 | -8468271 | -4133387 | -8468271 |
| Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
| Avg Bars in Winners | 27 | 25 | 28 | 50 | 58 | 41 |
| Avg Bars in Losers | 83 | 87 | 80 | 41 | 33 | 47 |
| Bars Traded | 9499 | 4768 | 4731 | 9499 | 4768 | 4731 |
| Profit Streak | 0 | 121.6234 | 0 | 0 | 121.6234 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577358 | -270690 | -578367 | 375761 | -170211 | 310563 |
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10008,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1548309600000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759222659647,
"expiration_time": 1765697184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 244
}
}
} {
"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": [
[
-432137.0540801506,
158158.6169820919,
-590295.6710622422,
24466762.03175256,
1459052.9352435134,
23007709.096509047
],
[
-432.137054,
158.158617,
-590.295671,
24466.762032,
1459.052935,
23007.709097
],
[
-0.172717,
0.063213,
-0.23593,
0.220225,
0.109839,
0.217773
],
[
263.934752,
263.934752,
263.934752,
263.934752,
263.934752,
263.934752
],
[
-662674,
-52120,
-683120,
-10434432,
-9711405,
-8766722
],
[
0.645075,
1.680784,
0.400853,
1.630371,
1.088456,
2.030872
],
[
209,
104,
105,
209,
104,
105
],
[
142,
70,
72,
94,
50,
44
],
[
67,
34,
33,
115,
54,
61
],
[
67.942584,
67.307692,
68.571429,
44.976077,
48.076923,
41.904762
],
[
0.304366,
0.816381,
0.183724,
1.994603,
1.175533,
2.815527
],
[
75046,
75046,
39403,
34028865,
7844835,
34028865
],
[
-483140,
-26696,
-483140,
-8468271,
-4133387,
-8468271
],
[
45,
45,
45,
45,
45,
45
],
[
27,
25,
28,
50,
58,
41
],
[
83,
87,
80,
41,
33,
47
],
[
9499,
4768,
4731,
9499,
4768,
4731
],
[
0,
121.623375,
0,
0,
121.623376,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577358,
-270690,
-578367,
375761,
-170211,
310563
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10008,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1548309600000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759222659647,
"expiration_time": 1765697184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 244
}
}
}
| # | 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) |
|---|