| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 984498.6377 | 806974.4152 | 177524.2225 | 11804384.5292 | 7982774.9451 | 3821609.5841 |
| Total P&L (%) | 984.4986 | 806.9744 | 177.5242 | 11804.3845 | 7982.7749 | 3821.6096 |
| Avg Daily Profit (%) | 0.3937 | 0.3227 | 0.071 | 0.1913 | 0.1758 | 0.1469 |
| Buy And Hold Return (%) | 375.8955 | 375.8955 | 375.8955 | 375.8955 | 375.8955 | 375.8955 |
| Max Trade Drawdown | -83241 | -62501 | -141438 | -851250 | -851250 | -421356 |
| Profit Factor | 3.5038 | 5.8257 | 1.7856 | 6.2363 | 6.7961 | 5.3572 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
| Profitability (%) | 71.1864 | 68.9655 | 73.3333 | 71.1864 | 68.9655 | 73.3333 |
| Ratio Avg Win / Avg Loss | 1.4182 | 2.6216 | 0.6493 | 2.5242 | 3.0582 | 1.9481 |
| Largest Winning Trade | 451362 | 451362 | 41733 | 4793423 | 4793423 | 1469397 |
| Largest Losing Trade | -50153 | -37979 | -50153 | -851250 | -851250 | -361719 |
| Avg Bars in Trades | 120 | 138 | 103 | 120 | 138 | 103 |
| Avg Bars in Winners | 114 | 114 | 114 | 114 | 114 | 114 |
| Avg Bars in Losers | 134 | 191 | 71 | 134 | 191 | 71 |
| Bars Traded | 7109 | 4017 | 3092 | 7109 | 4017 | 3092 |
| Profit Streak | 136.0835 | 136.0835 | 564.4169 | 136.0835 | 136.0835 | 564.4169 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -163571 | 523804 | -258946 | -158910 | 695964 | 569947 |
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542873600000,
"first_datapoint_time": 1549468800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758909617906,
"expiration_time": 1765354464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 221,
"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": [
[
984498.6376819983,
806974.4151670876,
177524.2225149106,
11804384.529243438,
7982774.945133343,
3821609.584110093
],
[
984.498638,
806.974415,
177.524223,
11804.384529,
7982.774945,
3821.609584
],
[
0.393747,
0.322747,
0.071,
0.191337,
0.175824,
0.146852
],
[
375.895502,
375.895502,
375.895502,
375.895502,
375.895502,
375.895502
],
[
-83241,
-62501,
-141438,
-851250,
-851250,
-421356
],
[
3.503844,
5.825743,
1.785603,
6.236275,
6.796056,
5.357242
],
[
59,
29,
30,
59,
29,
30
],
[
42,
20,
22,
42,
20,
22
],
[
17,
9,
8,
17,
9,
8
],
[
71.186441,
68.965517,
73.333333,
71.186441,
68.965517,
73.333333
],
[
1.418223,
2.621585,
0.64931,
2.524207,
3.058225,
1.948088
],
[
451362,
451362,
41733,
4793423,
4793423,
1469397
],
[
-50153,
-37979,
-50153,
-851250,
-851250,
-361719
],
[
120,
138,
103,
120,
138,
103
],
[
114,
114,
114,
114,
114,
114
],
[
134,
191,
71,
134,
191,
71
],
[
7109,
4017,
3092,
7109,
4017,
3092
],
[
136.083541,
136.083541,
564.416874,
136.083541,
136.083541,
564.416874
],
[
3,
1,
6,
3,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163571,
523804,
-258946,
-158910,
695964,
569947
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542873600000,
"first_datapoint_time": 1549468800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758909617906,
"expiration_time": 1765354464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 221,
"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) |
|---|