Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660833.0773 | 663398.307 | -2565.2297 | 132009.069 | 205465.2601 | -73456.1911 |
Total P&L (%) | 660.8331 | 663.3983 | -2.5652 | 132.0091 | 205.4653 | -73.4562 |
Avg Daily Profit (%) | 0.2644 | 0.2654 | -0.001 | 0.0337 | 0.0447 | -0.053 |
Buy And Hold Return (%) | 222.8346 | 222.8346 | 222.8346 | 222.8346 | 222.8346 | 222.8346 |
Max Trade Drawdown | -152581 | -110661 | -104163 | -193961 | -90508 | -166171 |
Profit Factor | 1.8224 | 2.5048 | 0.9929 | 1.2003 | 1.5958 | 0.7663 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 52.8 | 48.3871 | 57.1429 | 52.8 | 48.3871 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6291 | 2.6718 | 0.7447 | 1.073 | 1.7022 | 0.5747 |
Largest Winning Trade | 410125 | 410125 | 41190 | 116369 | 116369 | 46552 |
Largest Losing Trade | -71637 | -40248 | -71637 | -147398 | -41779 | -147398 |
Avg Bars in Trades | 113 | 148 | 79 | 113 | 148 | 79 |
Avg Bars in Winners | 132 | 167 | 103 | 132 | 167 | 103 |
Avg Bars in Losers | 93 | 131 | 47 | 93 | 131 | 47 |
Bars Traded | 14223 | 9220 | 5003 | 14223 | 9220 | 5003 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345525 | -144568 | -726532 | -313519 | -450815 | -726532 |
{ "trading_pair": "XLM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14999, "evaluation_days": 2499.83, "actual_first_datapoint_time": 1543147200000, "first_datapoint_time": 1546488000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204583060, "expiration_time": 1765669968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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": [ [ 660833.0773043623, 663398.3069880154, -2565.2296836532, 132009.0689679082, 205465.2600839429, -73456.1911160347 ], [ 660.833077, 663.398307, -2.56523, 132.009069, 205.46526, -73.456191 ], [ 0.264351, 0.265377, -0.001026, 0.033672, 0.04468, -0.053044 ], [ 222.834646, 222.834646, 222.834646, 222.834646, 222.834646, 222.834646 ], [ -152581, -110661, -104163, -193961, -90508, -166171 ], [ 1.822355, 2.504799, 0.992928, 1.200278, 1.595777, 0.766257 ], [ 125, 62, 63, 125, 62, 63 ], [ 66, 30, 36, 66, 30, 36 ], [ 59, 32, 27, 59, 32, 27 ], [ 52.8, 48.387097, 57.142857, 52.8, 48.387097, 57.142857 ], [ 1.629075, 2.671785, 0.744696, 1.072976, 1.702163, 0.574693 ], [ 410125, 410125, 41190, 116369, 116369, 46552 ], [ -71637, -40248, -71637, -147398, -41779, -147398 ], [ 113, 148, 79, 113, 148, 79 ], [ 132, 167, 103, 132, 167, 103 ], [ 93, 131, 47, 93, 131, 47 ], [ 14223, 9220, 5003, 14223, 9220, 5003 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345525, -144568, -726532, -313519, -450815, -726532 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14999, "evaluation_days": 2499.83, "actual_first_datapoint_time": 1543147200000, "first_datapoint_time": 1546488000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204583060, "expiration_time": 1765669968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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) |
---|