| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 885379.2521 | 773810.7876 | 111568.4646 | 4285360.4173 | 4211903.7659 | 73456.6514 |
| Total P&L (%) | 885.3793 | 773.8108 | 111.5685 | 4285.3604 | 4211.9038 | 73.4567 |
| Avg Daily Profit (%) | 0.3528 | 0.3084 | 0.0445 | 0.1508 | 0.1501 | 0.0219 |
| Buy And Hold Return (%) | 177.9933 | 177.9933 | 177.9933 | 177.9933 | 177.9933 | 177.9933 |
| Max Trade Drawdown | -178646 | -140248 | -83997 | -2451068 | -1852129 | -1378315 |
| Profit Factor | 1.5568 | 1.8798 | 1.157 | 1.2751 | 1.4866 | 1.0106 |
| Total Trades | 784 | 392 | 392 | 784 | 392 | 392 |
| Winning Trades | 251 | 114 | 137 | 251 | 114 | 137 |
| Losing Trades | 533 | 278 | 255 | 533 | 278 | 255 |
| Profitability (%) | 32.0153 | 29.0816 | 34.949 | 32.0153 | 29.0816 | 34.949 |
| Ratio Avg Win / Avg Loss | 3.306 | 4.5841 | 2.1536 | 2.7076 | 3.6253 | 1.8811 |
| Largest Winning Trade | 374105 | 374105 | 40097 | 2267749 | 2267749 | 591750 |
| Largest Losing Trade | -25552 | -25552 | -21022 | -311997 | -311997 | -282212 |
| Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
| Avg Bars in Winners | 25 | 26 | 24 | 25 | 26 | 24 |
| Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
| Bars Traded | 9953 | 5146 | 4807 | 9953 | 5146 | 4807 |
| Profit Streak | 12.6076 | 12.8576 | 0 | 12.6076 | 12.8576 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314822 | 42312 | -350070 | 239489 | 18125 | -541148 |
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10038,
"evaluation_days": 2509.5,
"actual_first_datapoint_time": 1543320000000,
"first_datapoint_time": 1544616000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760150100794,
"expiration_time": 1766645424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
885379.2521404701,
773810.7875539535,
111568.4645865155,
4285360.41730958,
4211903.765861288,
73456.6514482932
],
[
885.379252,
773.810788,
111.568465,
4285.360417,
4211.903766,
73.456651
],
[
0.352811,
0.308353,
0.044458,
0.150775,
0.150101,
0.021949
],
[
177.993299,
177.993299,
177.993299,
177.993299,
177.993299,
177.993299
],
[
-178646,
-140248,
-83997,
-2451068,
-1852129,
-1378315
],
[
1.556843,
1.87982,
1.157031,
1.275053,
1.486649,
1.010607
],
[
784,
392,
392,
784,
392,
392
],
[
251,
114,
137,
251,
114,
137
],
[
533,
278,
255,
533,
278,
255
],
[
32.015306,
29.081633,
34.94898,
32.015306,
29.081633,
34.94898
],
[
3.305965,
4.584123,
2.153597,
2.707582,
3.625337,
1.881057
],
[
374105,
374105,
40097,
2267749,
2267749,
591750
],
[
-25552,
-25552,
-21022,
-311997,
-311997,
-282212
],
[
12,
13,
12,
12,
13,
12
],
[
25,
26,
24,
25,
26,
24
],
[
6,
7,
5,
6,
7,
5
],
[
9953,
5146,
4807,
9953,
5146,
4807
],
[
12.607648,
12.857648,
0,
12.607648,
12.857648,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314822,
42312,
-350070,
239489,
18125,
-541148
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10038,
"evaluation_days": 2509.5,
"actual_first_datapoint_time": 1543320000000,
"first_datapoint_time": 1544616000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760150100794,
"expiration_time": 1766645424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|