Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -383194.6701 | 215698.8225 | -598893.4927 | 45955952.8373 | 6665336.3439 | 39290616.4934 |
Total P&L (%) | -383.1947 | 215.6988 | -598.8935 | 45955.9528 | 6665.3363 | 39290.6165 |
Avg Daily Profit (%) | -0.1531 | 0.0862 | -0.2392 | 0.2453 | 0.1685 | 0.239 |
Buy And Hold Return (%) | 334.8364 | 334.8364 | 334.8364 | 334.8364 | 334.8364 | 334.8364 |
Max Trade Drawdown | -738445 | -66996 | -738548 | -15814019 | -16954629 | -10890931 |
Profit Factor | 0.694 | 1.9033 | 0.4091 | 1.9769 | 1.2671 | 2.7792 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 85 | 39 | 46 | 73 | 37 | 36 |
Losing Trades | 62 | 34 | 28 | 74 | 36 | 38 |
Profitability (%) | 57.8231 | 53.4247 | 62.1622 | 49.6599 | 50.6849 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.5062 | 1.6593 | 0.249 | 2.004 | 1.2328 | 2.9336 |
Largest Winning Trade | 80966 | 80966 | 37260 | 46035319 | 20080252 | 46035319 |
Largest Losing Trade | -543666 | -31200 | -543666 | -9769208 | -9769208 | -4266991 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 61 | 56 | 64 | 69 | 77 | 62 |
Avg Bars in Losers | 69 | 72 | 65 | 59 | 50 | 67 |
Bars Traded | 9490 | 4681 | 4809 | 9490 | 4681 | 4809 |
Profit Streak | 17.6294 | 0 | 17.8794 | 17.6294 | 0 | 17.8794 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578808 | -311316 | -642816 | 468143 | -64218 | -50742 |
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10013, "evaluation_days": 2503.25, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1550728800000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759331180499, "expiration_time": 1765808424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 127, "offset": 230 } } }
{ "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": [ [ -383194.6701228632, 215698.8225484109, -598893.4926712739, 45955952.83726203, 6665336.343896786, 39290616.49336524 ], [ -383.19467, 215.698823, -598.893493, 45955.952837, 6665.336344, 39290.616493 ], [ -0.153079, 0.086168, -0.239246, 0.24528, 0.168499, 0.239019 ], [ 334.836388, 334.836388, 334.836388, 334.836388, 334.836388, 334.836388 ], [ -738445, -66996, -738548, -15814019, -16954629, -10890931 ], [ 0.694029, 1.90327, 0.409138, 1.976923, 1.267057, 2.77922 ], [ 147, 73, 74, 147, 73, 74 ], [ 85, 39, 46, 73, 37, 36 ], [ 62, 34, 28, 74, 36, 38 ], [ 57.823129, 53.424658, 62.162162, 49.659864, 50.684932, 48.648649 ], [ 0.506233, 1.659261, 0.249041, 2.004004, 1.232812, 2.933621 ], [ 80966, 80966, 37260, 46035319, 20080252, 46035319 ], [ -543666, -31200, -543666, -9769208, -9769208, -4266991 ], [ 64, 64, 64, 64, 64, 64 ], [ 61, 56, 64, 69, 77, 62 ], [ 69, 72, 65, 59, 50, 67 ], [ 9490, 4681, 4809, 9490, 4681, 4809 ], [ 17.629404, 0, 17.879404, 17.629404, 0, 17.879404 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578808, -311316, -642816, 468143, -64218, -50742 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10013, "evaluation_days": 2503.25, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1550728800000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759331180499, "expiration_time": 1765808424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 127, "offset": 230 } } }
# | 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) |
---|