| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 991991.9136 | 832400.2846 | 159591.629 | 8102125.1853 | 7983246.8823 | 118878.303 |
| Total P&L (%) | 991.9919 | 832.4003 | 159.5916 | 8102.1252 | 7983.2469 | 118.8783 |
| Avg Daily Profit (%) | 0.3962 | 0.3325 | 0.0637 | 0.1762 | 0.1756 | 0.0313 |
| Buy And Hold Return (%) | 284.9823 | 284.9823 | 284.9823 | 284.9823 | 284.9823 | 284.9823 |
| Max Trade Drawdown | -151810 | -65523 | -137555 | -5287963 | -3853939 | -1818442 |
| Profit Factor | 2.0782 | 2.7375 | 1.3619 | 1.4541 | 1.84 | 1.0143 |
| Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
| Winning Trades | 164 | 80 | 84 | 164 | 80 | 84 |
| Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
| Profitability (%) | 56.5517 | 55.1724 | 57.931 | 56.5517 | 55.1724 | 57.931 |
| Ratio Avg Win / Avg Loss | 1.5966 | 2.2242 | 0.989 | 1.1172 | 1.495 | 0.7365 |
| Largest Winning Trade | 369021 | 369021 | 50475 | 6237415 | 6237415 | 1066373 |
| Largest Losing Trade | -79839 | -37816 | -79839 | -1657290 | -1657290 | -1555581 |
| Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
| Avg Bars in Winners | 38 | 37 | 39 | 38 | 37 | 39 |
| Avg Bars in Losers | 26 | 32 | 20 | 26 | 32 | 20 |
| Bars Traded | 9706 | 5116 | 4590 | 9706 | 5116 | 4590 |
| Profit Streak | 0 | 7.7882 | 0 | 0 | 7.7882 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 480534 | 445995 | -273942 | 404120 | 409903 | -522515 |
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10015,
"evaluation_days": 2503.75,
"actual_first_datapoint_time": 1543320000000,
"first_datapoint_time": 1547596800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759647296401,
"expiration_time": 1766133720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 14,
"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": [
[
991991.9136049598,
832400.2845736209,
159591.629031339,
8102125.185318457,
7983246.882298057,
118878.3030204
],
[
991.991914,
832.400285,
159.591629,
8102.125185,
7983.246882,
118.878303
],
[
0.396202,
0.332461,
0.063741,
0.17617,
0.175586,
0.031292
],
[
284.982349,
284.982349,
284.982349,
284.982349,
284.982349,
284.982349
],
[
-151810,
-65523,
-137555,
-5287963,
-3853939,
-1818442
],
[
2.078164,
2.737506,
1.361888,
1.454074,
1.83997,
1.014256
],
[
290,
145,
145,
290,
145,
145
],
[
164,
80,
84,
164,
80,
84
],
[
126,
65,
61,
126,
65,
61
],
[
56.551724,
55.172414,
57.931034,
56.551724,
55.172414,
57.931034
],
[
1.596638,
2.224223,
0.98899,
1.117154,
1.494975,
0.736543
],
[
369021,
369021,
50475,
6237415,
6237415,
1066373
],
[
-79839,
-37816,
-79839,
-1657290,
-1657290,
-1555581
],
[
33,
35,
31,
33,
35,
31
],
[
38,
37,
39,
38,
37,
39
],
[
26,
32,
20,
26,
32,
20
],
[
9706,
5116,
4590,
9706,
5116,
4590
],
[
0,
7.788153,
0,
0,
7.788153,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480534,
445995,
-273942,
404120,
409903,
-522515
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10015,
"evaluation_days": 2503.75,
"actual_first_datapoint_time": 1543320000000,
"first_datapoint_time": 1547596800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759647296401,
"expiration_time": 1766133720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 14,
"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) |
|---|