| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 666461.2506 | 625814.5617 | 40646.6889 | 511464.041 | 494740.307 | 16723.734 |
| Total P&L (%) | 666.4613 | 625.8146 | 40.6467 | 511.464 | 494.7403 | 16.7237 |
| Avg Daily Profit (%) | 0.2653 | 0.2492 | 0.0162 | 0.0721 | 0.071 | 0.0062 |
| Buy And Hold Return (%) | 131.3913 | 131.3913 | 131.3913 | 131.3913 | 131.3913 | 131.3913 |
| Max Trade Drawdown | -127930 | -137439 | -93488 | -239742 | -208139 | -163109 |
| Profit Factor | 1.5027 | 1.8713 | 1.0669 | 1.2729 | 1.4836 | 1.0196 |
| Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
| Winning Trades | 166 | 71 | 95 | 166 | 71 | 95 |
| Losing Trades | 252 | 138 | 114 | 252 | 138 | 114 |
| Profitability (%) | 39.7129 | 33.9713 | 45.4545 | 39.7129 | 33.9713 | 45.4545 |
| Ratio Avg Win / Avg Loss | 2.2812 | 3.6371 | 1.2803 | 1.9323 | 2.8836 | 1.2236 |
| Largest Winning Trade | 383994 | 383994 | 30571 | 316762 | 316762 | 89767 |
| Largest Losing Trade | -35542 | -35542 | -26447 | -89656 | -89656 | -88932 |
| Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
| Avg Bars in Winners | 27 | 27 | 26 | 27 | 27 | 26 |
| Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
| Bars Traded | 7499 | 3528 | 3972 | 7499 | 3528 | 3972 |
| Profit Streak | 18.1777 | 18.1777 | 19.8444 | 18.1777 | 18.1777 | 19.8444 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333835 | 202048 | -484323 | -97993 | -103090 | -549685 |
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7535,
"evaluation_days": 2511.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1543708800000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760040955664,
"expiration_time": 1766535840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 10,
"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": [
[
666461.2505930116,
625814.5617042328,
40646.6888887784,
511464.0409932262,
494740.3070058941,
16723.7339873321
],
[
666.461251,
625.814562,
40.646689,
511.464041,
494.740307,
16.723734
],
[
0.265346,
0.249163,
0.016183,
0.072117,
0.071012,
0.006157
],
[
131.391288,
131.391288,
131.391288,
131.391288,
131.391288,
131.391288
],
[
-127930,
-137439,
-93488,
-239742,
-208139,
-163109
],
[
1.502717,
1.871281,
1.066914,
1.272884,
1.483584,
1.019647
],
[
418,
209,
209,
418,
209,
209
],
[
166,
71,
95,
166,
71,
95
],
[
252,
138,
114,
252,
138,
114
],
[
39.712919,
33.971292,
45.454545,
39.712919,
33.971292,
45.454545
],
[
2.281233,
3.637137,
1.280296,
1.932329,
2.883586,
1.223576
],
[
383994,
383994,
30571,
316762,
316762,
89767
],
[
-35542,
-35542,
-26447,
-89656,
-89656,
-88932
],
[
17,
16,
19,
17,
16,
19
],
[
27,
27,
26,
27,
27,
26
],
[
11,
11,
12,
11,
11,
12
],
[
7499,
3528,
3972,
7499,
3528,
3972
],
[
18.177727,
18.177727,
19.844394,
18.177728,
18.177728,
19.844394
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333835,
202048,
-484323,
-97993,
-103090,
-549685
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7535,
"evaluation_days": 2511.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1543708800000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760040955664,
"expiration_time": 1766535840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 10,
"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) |
|---|