| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 895490.9696 | 772753.4512 | 122737.5184 | 3224380.4659 | 2545607.8886 | 678772.5773 |
| Total P&L (%) | 895.491 | 772.7535 | 122.7375 | 3224.3805 | 2545.6079 | 678.7726 |
| Avg Daily Profit (%) | 0.3578 | 0.3087 | 0.049 | 0.1401 | 0.1309 | 0.082 |
| Buy And Hold Return (%) | 244.2918 | 244.2918 | 244.2918 | 244.2918 | 244.2918 | 244.2918 |
| Max Trade Drawdown | -132662 | -109915 | -74810 | -858883 | -463330 | -670557 |
| Profit Factor | 2.2945 | 3.0944 | 1.3802 | 2.0205 | 2.7632 | 1.3956 |
| Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Profitability (%) | 61.5385 | 59.1549 | 63.8889 | 61.5385 | 59.1549 | 63.8889 |
| Ratio Avg Win / Avg Loss | 1.434 | 2.1366 | 0.7801 | 1.2628 | 1.908 | 0.7888 |
| Largest Winning Trade | 448042 | 448042 | 30435 | 1128430 | 1128430 | 420099 |
| Largest Losing Trade | -50548 | -41582 | -50548 | -420413 | -290672 | -420413 |
| Avg Bars in Trades | 66 | 99 | 34 | 66 | 99 | 34 |
| Avg Bars in Winners | 51 | 65 | 37 | 51 | 65 | 37 |
| Avg Bars in Losers | 91 | 148 | 27 | 91 | 148 | 27 |
| Bars Traded | 9514 | 7066 | 2448 | 9514 | 7066 | 2448 |
| Profit Streak | 49.3499 | 49.3499 | 257.0999 | 49.3499 | 49.3499 | 257.0999 |
| Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 487758 | -72590 | -370232 | 19576 | -97022 | -163250 |
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10012,
"evaluation_days": 2503,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1547532000000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759307033671,
"expiration_time": 1765786176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 163,
"offset": 0,
"std": 3.60246
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 209,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
895490.9696207381,
772753.4511949394,
122737.5184257989,
3224380.465908068,
2545607.88864921,
678772.5772588587
],
[
895.49097,
772.753451,
122.737518,
3224.380466,
2545.607889,
678.772577
],
[
0.357767,
0.308731,
0.049036,
0.140085,
0.130948,
0.082037
],
[
244.291805,
244.291805,
244.291805,
244.291805,
244.291805,
244.291805
],
[
-132662,
-109915,
-74810,
-858883,
-463330,
-670557
],
[
2.294461,
3.094422,
1.380194,
2.020503,
2.763246,
1.39558
],
[
143,
71,
72,
143,
71,
72
],
[
88,
42,
46,
88,
42,
46
],
[
55,
29,
26,
55,
29,
26
],
[
61.538462,
59.15493,
63.888889,
61.538462,
59.15493,
63.888889
],
[
1.434038,
2.136625,
0.78011,
1.262814,
1.907955,
0.788806
],
[
448042,
448042,
30435,
1128430,
1128430,
420099
],
[
-50548,
-41582,
-50548,
-420413,
-290672,
-420413
],
[
66,
99,
34,
66,
99,
34
],
[
51,
65,
37,
51,
65,
37
],
[
91,
148,
27,
91,
148,
27
],
[
9514,
7066,
2448,
9514,
7066,
2448
],
[
49.349927,
49.349927,
257.099927,
49.349927,
49.349927,
257.099927
],
[
5,
2,
7,
5,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
487758,
-72590,
-370232,
19576,
-97022,
-163250
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10012,
"evaluation_days": 2503,
"actual_first_datapoint_time": 1543039200000,
"first_datapoint_time": 1547532000000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759307033671,
"expiration_time": 1765786176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 163,
"offset": 0,
"std": 3.60246
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 209,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|