Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729184.5227 | 681309.242 | 47875.2808 | 773643.583 | 1085404.4356 | -311760.8526 |
Total P&L (%) | 729.1845 | 681.3092 | 47.8753 | 773.6436 | 1085.4044 | -311.7609 |
Avg Daily Profit (%) | 0.2913 | 0.2722 | 0.0191 | 0.0866 | 0.0988 | 0 |
Buy And Hold Return (%) | 202.5812 | 202.5812 | 202.5812 | 202.5812 | 202.5812 | 202.5812 |
Max Trade Drawdown | -121419 | -112894 | -53764 | -1071750 | -824222 | -774977 |
Profit Factor | 2.3661 | 3.3605 | 1.1953 | 1.2075 | 1.5585 | 0.8254 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 44.4444 | 41.3793 | 47.4576 | 44.4444 | 41.3793 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.9576 | 4.7607 | 1.3234 | 1.5093 | 2.2079 | 0.9138 |
Largest Winning Trade | 445805 | 445805 | 30892 | 1155702 | 1155702 | 218508 |
Largest Losing Trade | -33554 | -33554 | -26813 | -335639 | -335639 | -332178 |
Avg Bars in Trades | 83 | 125 | 43 | 83 | 125 | 43 |
Avg Bars in Winners | 117 | 187 | 58 | 117 | 187 | 58 |
Avg Bars in Losers | 56 | 82 | 29 | 56 | 82 | 29 |
Bars Traded | 9822 | 7277 | 2545 | 9822 | 7277 | 2545 |
Profit Streak | 0 | 92.1002 | 0 | 0 | 92.1002 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320286 | -170556 | -516460 | -80481 | -241775 | -758447 |
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10012, "evaluation_days": 2503, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1545501600000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759307057010, "expiration_time": 1765786176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "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": [ [ 729184.5227407288, 681309.2419876244, 47875.2807531043, 773643.5830082188, 1085404.4355867084, -311760.8525784897 ], [ 729.184523, 681.309242, 47.875281, 773.643583, 1085.404436, -311.760853 ], [ 0.291324, 0.272197, 0.019127, 0.086634, 0.098837, 0 ], [ 202.581182, 202.581182, 202.581182, 202.581182, 202.581182, 202.581182 ], [ -121419, -112894, -53764, -1071750, -824222, -774977 ], [ 2.366077, 3.360516, 1.195288, 1.207465, 1.558513, 0.825408 ], [ 117, 58, 59, 117, 58, 59 ], [ 52, 24, 28, 52, 24, 28 ], [ 65, 34, 31, 65, 34, 31 ], [ 44.444444, 41.37931, 47.457627, 44.444444, 41.37931, 47.457627 ], [ 2.957596, 4.76073, 1.323354, 1.509331, 2.207893, 0.913845 ], [ 445805, 445805, 30892, 1155702, 1155702, 218508 ], [ -33554, -33554, -26813, -335639, -335639, -332178 ], [ 83, 125, 43, 83, 125, 43 ], [ 117, 187, 58, 117, 187, 58 ], [ 56, 82, 29, 56, 82, 29 ], [ 9822, 7277, 2545, 9822, 7277, 2545 ], [ 0, 92.100197, 0, 0, 92.100197, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320286, -170556, -516460, -80481, -241775, -758447 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10012, "evaluation_days": 2503, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1545501600000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759307057010, "expiration_time": 1765786176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "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) |
---|