Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -155333.3221 | 280697.5742 | -436030.8963 | 55482512.9019 | 16916046.1999 | 38566466.7021 |
Total P&L (%) | -155.3333 | 280.6976 | -436.0309 | 55482.5129 | 16916.0462 | 38566.4667 |
Avg Daily Profit (%) | -0.0621 | 0.1123 | -0.1744 | 0.2531 | 0.2057 | 0.2386 |
Buy And Hold Return (%) | 270.9774 | 270.9774 | 270.9774 | 270.9774 | 270.9774 | 270.9774 |
Max Trade Drawdown | -509450 | -41695 | -591546 | -15253029 | -13370958 | -10353850 |
Profit Factor | 0.8422 | 2.7709 | 0.4721 | 2.3368 | 1.8573 | 2.7713 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 22 | 21 | 31 | 17 | 14 |
Losing Trades | 21 | 10 | 11 | 33 | 15 | 18 |
Profitability (%) | 67.1875 | 68.75 | 65.625 | 48.4375 | 53.125 | 43.75 |
Ratio Avg Win / Avg Loss | 0.4113 | 1.2595 | 0.2473 | 2.4875 | 1.6388 | 3.5631 |
Largest Winning Trade | 73262 | 73262 | 41862 | 39770644 | 12847027 | 39770644 |
Largest Losing Trade | -388464 | -32468 | -388464 | -8157359 | -7134431 | -8157359 |
Avg Bars in Trades | 75 | 69 | 82 | 75 | 69 | 82 |
Avg Bars in Winners | 55 | 39 | 71 | 82 | 89 | 74 |
Avg Bars in Losers | 118 | 133 | 104 | 69 | 45 | 88 |
Bars Traded | 4854 | 2209 | 2645 | 4854 | 2209 | 2645 |
Profit Streak | 0 | 174.3711 | 0 | 0 | 174.3711 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722049 | -189788 | -578784 | -131165 | 480209 | 402959 |
{ "trading_pair": "XLM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548244800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758790461606, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 128, "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": [ [ -155333.3221411769, 280697.5741544802, -436030.896295657, 55482512.90192422, 16916046.199859723, 38566466.70206449 ], [ -155.333322, 280.697574, -436.030896, 55482.512902, 16916.0462, 38566.466702 ], [ -0.062133, 0.112279, -0.174412, 0.253138, 0.205681, 0.238586 ], [ 270.977354, 270.977354, 270.977354, 270.977354, 270.977354, 270.977354 ], [ -509450, -41695, -591546, -15253029, -13370958, -10353850 ], [ 0.842215, 2.770864, 0.472089, 2.336752, 1.857263, 2.771311 ], [ 64, 32, 32, 64, 32, 32 ], [ 43, 22, 21, 31, 17, 14 ], [ 21, 10, 11, 33, 15, 18 ], [ 67.1875, 68.75, 65.625, 48.4375, 53.125, 43.75 ], [ 0.411314, 1.259484, 0.247285, 2.48751, 1.638761, 3.563114 ], [ 73262, 73262, 41862, 39770644, 12847027, 39770644 ], [ -388464, -32468, -388464, -8157359, -7134431, -8157359 ], [ 75, 69, 82, 75, 69, 82 ], [ 55, 39, 71, 82, 89, 74 ], [ 118, 133, 104, 69, 45, 88 ], [ 4854, 2209, 2645, 4854, 2209, 2645 ], [ 0, 174.371083, 0, 0, 174.371083, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -722049, -189788, -578784, -131165, 480209, 402959 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1548244800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758790461606, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 128, "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) |
---|