Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -433683.4738 | 140567.5363 | -574251.0101 | 23679771.0179 | 953004.1057 | 22726766.9121 |
Total P&L (%) | -433.6835 | 140.5675 | -574.251 | 23679.771 | 953.0041 | 22726.7669 |
Avg Daily Profit (%) | -0.1733 | 0.0562 | -0.2295 | 0.2189 | 0.0941 | 0.2172 |
Buy And Hold Return (%) | 360.4781 | 360.4781 | 360.4781 | 360.4781 | 360.4781 | 360.4781 |
Max Trade Drawdown | -663710 | -57863 | -681307 | -12823546 | -10819766 | -12063999 |
Profit Factor | 0.624 | 1.7991 | 0.4126 | 1.4932 | 1.0528 | 1.7586 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 146 | 66 | 80 | 84 | 44 | 40 |
Losing Trades | 51 | 32 | 19 | 113 | 54 | 59 |
Profitability (%) | 74.1117 | 67.3469 | 80.8081 | 42.6396 | 44.898 | 40.404 |
Ratio Avg Win / Avg Loss | 0.218 | 0.8723 | 0.098 | 2.0087 | 1.2921 | 2.5939 |
Largest Winning Trade | 60328 | 60328 | 27811 | 39285724 | 6258672 | 39285724 |
Largest Losing Trade | -513033 | -35764 | -513033 | -10394575 | -5010178 | -10394575 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 18 | 16 | 19 | 43 | 47 | 39 |
Avg Bars in Losers | 87 | 78 | 104 | 30 | 27 | 33 |
Bars Traded | 7138 | 3580 | 3558 | 7138 | 3580 | 3558 |
Profit Streak | 0 | 115.8221 | 0 | 0 | 115.8221 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576621 | -279437 | -576822 | 314775 | -233670 | 269903 |
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1550246400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261432408, "expiration_time": 1765734912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.78965, "nb": 0.34696, "nc": 0.95338 } }, "second_band": { "type": "tema", "factors": { "length": 57, "offset": 194 } } }
{ "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": [ [ -433683.4737699829, 140567.5363362463, -574251.0101062292, 23679771.017856166, 953004.1057439251, 22726766.912112247 ], [ -433.683474, 140.567536, -574.25101, 23679.771018, 953.004106, 22726.766912 ], [ -0.173288, 0.056167, -0.229455, 0.218862, 0.094113, 0.217225 ], [ 360.478057, 360.478057, 360.478057, 360.478057, 360.478057, 360.478057 ], [ -663710, -57863, -681307, -12823546, -10819766, -12063999 ], [ 0.624021, 1.799124, 0.412577, 1.493229, 1.052799, 1.75857 ], [ 197, 98, 99, 197, 98, 99 ], [ 146, 66, 80, 84, 44, 40 ], [ 51, 32, 19, 113, 54, 59 ], [ 74.111675, 67.346939, 80.808081, 42.639594, 44.897959, 40.40404 ], [ 0.21798, 0.872303, 0.097987, 2.008749, 1.292072, 2.593891 ], [ 60328, 60328, 27811, 39285724, 6258672, 39285724 ], [ -513033, -35764, -513033, -10394575, -5010178, -10394575 ], [ 36, 36, 35, 36, 36, 35 ], [ 18, 16, 19, 43, 47, 39 ], [ 87, 78, 104, 30, 27, 33 ], [ 7138, 3580, 3558, 7138, 3580, 3558 ], [ 0, 115.822134, 0, 0, 115.822134, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576621, -279437, -576822, 314775, -233670, 269903 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1550246400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261432408, "expiration_time": 1765734912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.78965, "nb": 0.34696, "nc": 0.95338 } }, "second_band": { "type": "tema", "factors": { "length": 57, "offset": 194 } } }
# | 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) |
---|