Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420216.1065 | 574688.5996 | -154472.4931 | -85794.6802 | -57954.9517 | -27839.7285 |
Total P&L (%) | 420.2161 | 574.6886 | -154.4725 | -85.7947 | -57.955 | -27.8397 |
Avg Daily Profit (%) | 0.1678 | 0.2294 | -0.0617 | -0.0779 | -0.0346 | -0.013 |
Buy And Hold Return (%) | 233.2231 | 233.2231 | 233.2231 | 233.2231 | 233.2231 | 233.2231 |
Max Trade Drawdown | -260665 | -189510 | -206146 | -134736 | -99412 | -64008 |
Profit Factor | 1.3904 | 1.9556 | 0.6748 | 0.7738 | 0.7756 | 0.77 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 51.1628 | 50 | 52.3256 | 51.1628 | 50 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.3272 | 1.9556 | 0.6148 | 0.7386 | 0.7756 | 0.7015 |
Largest Winning Trade | 372801 | 372801 | 19162 | 41135 | 41135 | 16098 |
Largest Losing Trade | -52552 | -52552 | -27526 | -35379 | -35379 | -19804 |
Avg Bars in Trades | 57 | 76 | 39 | 57 | 76 | 39 |
Avg Bars in Winners | 45 | 59 | 31 | 45 | 59 | 31 |
Avg Bars in Losers | 70 | 92 | 47 | 70 | 92 | 47 |
Bars Traded | 9917 | 6540 | 3377 | 9917 | 6540 | 3377 |
Profit Streak | 88.8933 | 93.6433 | 88.8933 | 88.8933 | 93.6433 | 88.8933 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 81764 | 332788 | -579840 | -578278 | -579742 | -579840 |
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10019, "evaluation_days": 2504.75, "actual_first_datapoint_time": 1543320000000, "first_datapoint_time": 1545199200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759742777387, "expiration_time": 1766222712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "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": [ [ 420216.1065196149, 574688.5995807092, -154472.4930610945, -85794.6802372121, -57954.951717506, -27839.7285197061 ], [ 420.216107, 574.6886, -154.472493, -85.79468, -57.954952, -27.839729 ], [ 0.167768, 0.22944, -0.061672, -0.077884, -0.034585, -0.013026 ], [ 233.223058, 233.223058, 233.223058, 233.223058, 233.223058, 233.223058 ], [ -260665, -189510, -206146, -134736, -99412, -64008 ], [ 1.390401, 1.95556, 0.674764, 0.77377, 0.77555, 0.769971 ], [ 172, 86, 86, 172, 86, 86 ], [ 88, 43, 45, 88, 43, 45 ], [ 84, 43, 41, 84, 43, 41 ], [ 51.162791, 50, 52.325581, 51.162791, 50, 52.325581 ], [ 1.327201, 1.95556, 0.614785, 0.738598, 0.77555, 0.701529 ], [ 372801, 372801, 19162, 41135, 41135, 16098 ], [ -52552, -52552, -27526, -35379, -35379, -19804 ], [ 57, 76, 39, 57, 76, 39 ], [ 45, 59, 31, 45, 59, 31 ], [ 70, 92, 47, 70, 92, 47 ], [ 9917, 6540, 3377, 9917, 6540, 3377 ], [ 88.893257, 93.643257, 88.893257, 88.893257, 93.643257, 88.893257 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 81764, 332788, -579840, -578278, -579742, -579840 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10019, "evaluation_days": 2504.75, "actual_first_datapoint_time": 1543320000000, "first_datapoint_time": 1545199200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759742777387, "expiration_time": 1766222712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 88, "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) |
---|