Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016726.7903 | 882978.4981 | 133748.2922 | -7876216.7788 | -4274401.6138 | -3601815.165 |
Total P&L (%) | 1016.7268 | 882.9785 | 133.7483 | -7876.2168 | -4274.4016 | -3601.8152 |
Avg Daily Profit (%) | 0.4053 | 0.352 | 0.0533 | 0 | 0 | 0 |
Buy And Hold Return (%) | 254.6403 | 254.6403 | 254.6403 | 254.6403 | 254.6403 | 254.6403 |
Max Trade Drawdown | -126178 | -78321 | -144724 | -8584167 | -5051515 | -3709566 |
Profit Factor | 2.4172 | 3.214 | 1.4198 | 0.452 | 0.5311 | 0.3149 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 100 | 45 | 55 | 97 | 49 | 48 |
Losing Trades | 84 | 47 | 37 | 87 | 43 | 44 |
Profitability (%) | 54.3478 | 48.913 | 59.7826 | 52.7174 | 53.2609 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.0305 | 3.3568 | 0.9552 | 0.4054 | 0.4661 | 0.2886 |
Largest Winning Trade | 475039 | 475039 | 31577 | 896951 | 896951 | 268142 |
Largest Losing Trade | -120039 | -39394 | -120039 | -3415887 | -3415887 | -1037299 |
Avg Bars in Trades | 53 | 64 | 41 | 53 | 64 | 41 |
Avg Bars in Winners | 62 | 69 | 56 | 50 | 72 | 28 |
Avg Bars in Losers | 41 | 60 | 18 | 55 | 56 | 55 |
Bars Traded | 9766 | 5955 | 3810 | 9766 | 5955 | 3810 |
Profit Streak | 108.9883 | 109.7383 | 108.9883 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541811 | 468399 | -286822 | -579462 | -580663 | -580804 |
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10034, "evaluation_days": 2508.5, "actual_first_datapoint_time": 1543320000000, "first_datapoint_time": 1547488800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760074992348, "expiration_time": 1766556432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "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": [ [ 1016726.7902641809, 882978.4980687812, 133748.2921953993, -7876216.778825161, -4274401.613790079, -3601815.1650350834 ], [ 1016.72679, 882.978498, 133.748292, -7876.216779, -4274.401614, -3601.815165 ], [ 0.405313, 0.351995, 0.053318, 0, 0, 0 ], [ 254.640328, 254.640328, 254.640328, 254.640328, 254.640328, 254.640328 ], [ -126178, -78321, -144724, -8584167, -5051515, -3709566 ], [ 2.417242, 3.21396, 1.419833, 0.451995, 0.531086, 0.314851 ], [ 184, 92, 92, 184, 92, 92 ], [ 100, 45, 55, 97, 49, 48 ], [ 84, 47, 37, 87, 43, 44 ], [ 54.347826, 48.913043, 59.782609, 52.717391, 53.26087, 52.173913 ], [ 2.030483, 3.356802, 0.955161, 0.405397, 0.466055, 0.288614 ], [ 475039, 475039, 31577, 896951, 896951, 268142 ], [ -120039, -39394, -120039, -3415887, -3415887, -1037299 ], [ 53, 64, 41, 53, 64, 41 ], [ 62, 69, 56, 50, 72, 28 ], [ 41, 60, 18, 55, 56, 55 ], [ 9766, 5955, 3810, 9766, 5955, 3810 ], [ 108.988337, 109.738337, 108.988337, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 541811, 468399, -286822, -579462, -580663, -580804 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10034, "evaluation_days": 2508.5, "actual_first_datapoint_time": 1543320000000, "first_datapoint_time": 1547488800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760074992348, "expiration_time": 1766556432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "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) |
---|