| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 744239.2169 | 762191.8658 | -17952.6489 | 240013.5554 | 547954.7142 | -307941.1588 |
| Total P&L (%) | 744.2392 | 762.1919 | -17.9526 | 240.0136 | 547.9547 | -307.9412 |
| Avg Daily Profit (%) | 0.3572 | 0.3659 | -0.0086 | 0.0588 | 0.0897 | 0 |
| Buy And Hold Return (%) | 284.7163 | 284.7163 | 284.7163 | 284.7163 | 284.7163 | 284.7163 |
| Max Trade Drawdown | -324979 | -201147 | -167115 | -6942584 | -5065379 | -2281358 |
| Profit Factor | 1.681 | 2.2477 | 0.9628 | 1.0191 | 1.0745 | 0.9413 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 111 | 47 | 64 | 111 | 47 | 64 |
| Losing Trades | 135 | 76 | 59 | 135 | 76 | 59 |
| Profitability (%) | 45.122 | 38.2114 | 52.0325 | 45.122 | 38.2114 | 52.0325 |
| Ratio Avg Win / Avg Loss | 2.0444 | 3.6345 | 0.8875 | 1.2394 | 1.7375 | 0.8677 |
| Largest Winning Trade | 481893 | 481893 | 32722 | 2059660 | 2059660 | 1673090 |
| Largest Losing Trade | -44314 | -44314 | -31353 | -2132569 | -2132569 | -1341460 |
| Avg Bars in Trades | 100 | 126 | 74 | 100 | 126 | 74 |
| Avg Bars in Winners | 115 | 149 | 90 | 115 | 149 | 90 |
| Avg Bars in Losers | 88 | 112 | 57 | 88 | 112 | 57 |
| Bars Traded | 24726 | 15556 | 9170 | 24726 | 15556 | 9170 |
| Profit Streak | 25.6607 | 25.6607 | 95.994 | 25.6607 | 25.6607 | 95.994 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342831 | 218362 | -579383 | -479396 | -221881 | -579383 |
{
"trading_pair": "XLM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580090400000,
"first_datapoint_time": 1581602400000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760161882154,
"expiration_time": 1766635200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 211,
"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": [
[
744239.2169137696,
762191.8657732848,
-17952.6488595151,
240013.5553519354,
547954.7141625212,
-307941.1588105842
],
[
744.239217,
762.191866,
-17.952649,
240.013555,
547.954714,
-307.941159
],
[
0.357235,
0.365853,
-0.008617,
0.05876,
0.089736,
0
],
[
284.716261,
284.716261,
284.716261,
284.716261,
284.716261,
284.716261
],
[
-324979,
-201147,
-167115,
-6942584,
-5065379,
-2281358
],
[
1.680964,
2.247675,
0.962756,
1.019052,
1.074489,
0.941251
],
[
246,
123,
123,
246,
123,
123
],
[
111,
47,
64,
111,
47,
64
],
[
135,
76,
59,
135,
76,
59
],
[
45.121951,
38.211382,
52.03252,
45.121951,
38.211382,
52.03252
],
[
2.044415,
3.634538,
0.887541,
1.239388,
1.737472,
0.867716
],
[
481893,
481893,
32722,
2059660,
2059660,
1673090
],
[
-44314,
-44314,
-31353,
-2132569,
-2132569,
-1341460
],
[
100,
126,
74,
100,
126,
74
],
[
115,
149,
90,
115,
149,
90
],
[
88,
112,
57,
88,
112,
57
],
[
24726,
15556,
9170,
24726,
15556,
9170
],
[
25.660673,
25.660673,
95.994006,
25.660673,
25.660673,
95.994006
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342831,
218362,
-579383,
-479396,
-221881,
-579383
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580090400000,
"first_datapoint_time": 1581602400000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760161882154,
"expiration_time": 1766635200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 211,
"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) |
|---|