| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 555471.3872 | 607759.1861 | -52287.7989 | 23975.0122 | 50552.3445 | -26577.3323 |
| Total P&L (%) | 555.4714 | 607.7592 | -52.2878 | 23.975 | 50.5523 | -26.5773 |
| Avg Daily Profit (%) | 0.2219 | 0.2428 | -0.0209 | 0.0086 | 0.0163 | -0.0123 |
| Buy And Hold Return (%) | 231.3496 | 231.3496 | 231.3496 | 231.3496 | 231.3496 | 231.3496 |
| Max Trade Drawdown | -168858 | -136106 | -115561 | -106954 | -83734 | -56636 |
| Profit Factor | 1.7803 | 2.5153 | 0.8317 | 1.0618 | 1.2104 | 0.8201 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 48.9796 | 48.9796 | 48.9796 | 48.9796 | 48.9796 | 48.9796 |
| Ratio Avg Win / Avg Loss | 1.8545 | 2.6201 | 0.8664 | 1.106 | 1.2609 | 0.8543 |
| Largest Winning Trade | 394704 | 394704 | 47123 | 60674 | 60674 | 37218 |
| Largest Losing Trade | -59705 | -50203 | -59705 | -48635 | -48635 | -23028 |
| Avg Bars in Trades | 97 | 127 | 67 | 97 | 127 | 67 |
| Avg Bars in Winners | 88 | 105 | 71 | 88 | 105 | 71 |
| Avg Bars in Losers | 106 | 149 | 64 | 106 | 149 | 64 |
| Bars Traded | 9591 | 6268 | 3323 | 9591 | 6268 | 3323 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 261002 | 340381 | -581078 | -499824 | -337552 | -581078 |
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10012,
"evaluation_days": 2503,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1546473600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759313315628,
"expiration_time": 1765786176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 160,
"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": [
[
555471.3871804612,
607759.1860927307,
-52287.7989122696,
23975.0121762756,
50552.3444565196,
-26577.332280244
],
[
555.471387,
607.759186,
-52.287799,
23.975012,
50.552344,
-26.577332
],
[
0.221922,
0.242812,
-0.02089,
0.008586,
0.016347,
-0.012342
],
[
231.349554,
231.349554,
231.349554,
231.349554,
231.349554,
231.349554
],
[
-168858,
-136106,
-115561,
-106954,
-83734,
-56636
],
[
1.78032,
2.51526,
0.831741,
1.061795,
1.210424,
0.820103
],
[
98,
49,
49,
98,
49,
49
],
[
48,
24,
24,
48,
24,
24
],
[
50,
25,
25,
50,
25,
25
],
[
48.979592,
48.979592,
48.979592,
48.979592,
48.979592,
48.979592
],
[
1.8545,
2.620063,
0.866397,
1.106036,
1.260859,
0.854274
],
[
394704,
394704,
47123,
60674,
60674,
37218
],
[
-59705,
-50203,
-59705,
-48635,
-48635,
-23028
],
[
97,
127,
67,
97,
127,
67
],
[
88,
105,
71,
88,
105,
71
],
[
106,
149,
64,
106,
149,
64
],
[
9591,
6268,
3323,
9591,
6268,
3323
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
261002,
340381,
-581078,
-499824,
-337552,
-581078
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10012,
"evaluation_days": 2503,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1546473600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759313315628,
"expiration_time": 1765786176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 160,
"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) |
|---|