| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -179629.4558 | 168853.9202 | -348483.376 | 8332521.6833 | 1128151.1457 | 7204370.5376 |
| Total P&L (%) | -179.6295 | 168.8539 | -348.4834 | 8332.5217 | 1128.1511 | 7204.3705 |
| Avg Daily Profit (%) | -0.0719 | 0.0675 | -0.1394 | 0.1775 | 0.1004 | 0.1718 |
| Buy And Hold Return (%) | 253.9949 | 253.9949 | 253.9949 | 253.9949 | 253.9949 | 253.9949 |
| Max Trade Drawdown | -402213 | -63374 | -455473 | -5406514 | -1728135 | -5197517 |
| Profit Factor | 0.7694 | 2.183 | 0.4523 | 1.8569 | 1.3004 | 2.207 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 83 | 37 | 46 | 41 | 24 | 17 |
| Losing Trades | 23 | 16 | 7 | 65 | 29 | 36 |
| Profitability (%) | 78.3019 | 69.8113 | 86.7925 | 38.6792 | 45.283 | 32.0755 |
| Ratio Avg Win / Avg Loss | 0.2132 | 0.944 | 0.0688 | 2.9438 | 1.5713 | 4.6737 |
| Largest Winning Trade | 98099 | 98099 | 46718 | 10633704 | 1574524 | 10633704 |
| Largest Losing Trade | -365287 | -49078 | -365287 | -1312701 | -496925 | -1312701 |
| Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
| Avg Bars in Winners | 21 | 24 | 18 | 52 | 67 | 32 |
| Avg Bars in Losers | 123 | 102 | 173 | 37 | 31 | 42 |
| Bars Traded | 4619 | 2543 | 2076 | 4619 | 2543 | 2076 |
| Profit Streak | 114.9374 | 114.9374 | 232.4374 | 114.9374 | 114.9374 | 360.4374 |
| Trades During Streak | 6 | 3 | 8 | 6 | 3 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575088 | -443287 | -754809 | 313560 | -239727 | -173847 |
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1547640000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925790987,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 168,
"offset": 113,
"poles": 2
}
}
} {
"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": [
[
-179629.4557985055,
168853.9201991125,
-348483.375997618,
8332521.6832505,
1128151.1456877596,
7204370.537562739
],
[
-179.629456,
168.85392,
-348.483376,
8332.521683,
1128.151146,
7204.370538
],
[
-0.071852,
0.067542,
-0.139393,
0.177545,
0.100374,
0.17179
],
[
253.994882,
253.994882,
253.994882,
253.994882,
253.994882,
253.994882
],
[
-402213,
-63374,
-455473,
-5406514,
-1728135,
-5197517
],
[
0.769425,
2.182979,
0.45234,
1.856873,
1.300392,
2.207018
],
[
106,
53,
53,
106,
53,
53
],
[
83,
37,
46,
41,
24,
17
],
[
23,
16,
7,
65,
29,
36
],
[
78.301887,
69.811321,
86.792453,
38.679245,
45.283019,
32.075472
],
[
0.213214,
0.943991,
0.068834,
2.943823,
1.571306,
4.673686
],
[
98099,
98099,
46718,
10633704,
1574524,
10633704
],
[
-365287,
-49078,
-365287,
-1312701,
-496925,
-1312701
],
[
43,
47,
39,
43,
47,
39
],
[
21,
24,
18,
52,
67,
32
],
[
123,
102,
173,
37,
31,
42
],
[
4619,
2543,
2076,
4619,
2543,
2076
],
[
114.937396,
114.937396,
232.437396,
114.937396,
114.937396,
360.437396
],
[
6,
3,
8,
6,
3,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575088,
-443287,
-754809,
313560,
-239727,
-173847
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1547640000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925790987,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 168,
"offset": 113,
"poles": 2
}
}
}
| # | 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) |
|---|