| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -307776.3242 | 127049.3492 | -434825.6734 | 4287399.3374 | 1315569.789 | 2971829.5484 |
| Total P&L (%) | -307.7763 | 127.0493 | -434.8257 | 4287.3993 | 1315.5698 | 2971.8295 |
| Avg Daily Profit (%) | -0.1232 | 0.0508 | -0.174 | 0.1514 | 0.1061 | 0.1371 |
| Buy And Hold Return (%) | 203.8809 | 203.8809 | 203.8809 | 203.8809 | 203.8809 | 203.8809 |
| Max Trade Drawdown | -493174 | -35637 | -506314 | -4321261 | -777367 | -4321261 |
| Profit Factor | 0.7099 | 2.0628 | 0.5381 | 1.5333 | 2.101 | 1.4342 |
| Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
| Winning Trades | 214 | 100 | 114 | 116 | 61 | 55 |
| Losing Trades | 53 | 34 | 19 | 151 | 73 | 78 |
| Profitability (%) | 80.1498 | 74.6269 | 85.7143 | 43.4457 | 45.5224 | 41.3534 |
| Ratio Avg Win / Avg Loss | 0.1758 | 0.7014 | 0.0897 | 1.996 | 2.5143 | 2.034 |
| Largest Winning Trade | 20527 | 10605 | 20527 | 5371814 | 654841 | 5371814 |
| Largest Losing Trade | -371369 | -20222 | -371369 | -4321261 | -156679 | -4321261 |
| Avg Bars in Trades | 54 | 10 | 98 | 54 | 10 | 98 |
| Avg Bars in Winners | 23 | 4 | 40 | 52 | 9 | 99 |
| Avg Bars in Losers | 177 | 28 | 444 | 55 | 11 | 97 |
| Bars Traded | 14447 | 1409 | 13038 | 14447 | 1409 | 13038 |
| Profit Streak | 26.015 | 213.1817 | 0 | 26.015 | 213.1817 | 0 |
| Trades During Streak | 1 | 10 | 0 | 1 | 10 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574935 | -284575 | -576257 | 346797 | -47427 | -11093 |
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1545379200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932496878,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 185,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
-307776.3241667439,
127049.3492093434,
-434825.6733760873,
4287399.337447423,
1315569.7890459462,
2971829.548401475
],
[
-307.776324,
127.049349,
-434.825673,
4287.399337,
1315.569789,
2971.829548
],
[
-0.123151,
0.050837,
-0.173988,
0.151418,
0.106096,
0.137134
],
[
203.880888,
203.880888,
203.880888,
203.880888,
203.880888,
203.880888
],
[
-493174,
-35637,
-506314,
-4321261,
-777367,
-4321261
],
[
0.709915,
2.062833,
0.538131,
1.533331,
2.100977,
1.434224
],
[
267,
134,
133,
267,
134,
133
],
[
214,
100,
114,
116,
61,
55
],
[
53,
34,
19,
151,
73,
78
],
[
80.149813,
74.626866,
85.714286,
43.445693,
45.522388,
41.353383
],
[
0.17582,
0.701363,
0.089688,
1.995974,
2.514284,
2.03399
],
[
20527,
10605,
20527,
5371814,
654841,
5371814
],
[
-371369,
-20222,
-371369,
-4321261,
-156679,
-4321261
],
[
54,
10,
98,
54,
10,
98
],
[
23,
4,
40,
52,
9,
99
],
[
177,
28,
444,
55,
11,
97
],
[
14447,
1409,
13038,
14447,
1409,
13038
],
[
26.01501,
213.181677,
0,
26.01501,
213.181677,
0
],
[
1,
10,
0,
1,
10,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574935,
-284575,
-576257,
346797,
-47427,
-11093
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1545379200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932496878,
"expiration_time": 1765193040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 185,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|