| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 648394.3808 | 620287.7229 | 28106.658 | 355874.0537 | 368885.8226 | -13011.7689 |
| Total P&L (%) | 648.3944 | 620.2877 | 28.1067 | 355.8741 | 368.8858 | -13.0118 |
| Avg Daily Profit (%) | 0.2586 | 0.2474 | 0.0112 | 0.0605 | 0.0617 | -0.0056 |
| Buy And Hold Return (%) | 232.9274 | 232.9274 | 232.9274 | 232.9274 | 232.9274 | 232.9274 |
| Max Trade Drawdown | -93644 | -76804 | -87182 | -187551 | -144872 | -162865 |
| Profit Factor | 1.922 | 2.7097 | 1.0826 | 1.324 | 1.6362 | 0.9749 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
| Profitability (%) | 50.4 | 46.7742 | 53.9683 | 50.4 | 46.7742 | 53.9683 |
| Ratio Avg Win / Avg Loss | 1.8915 | 3.0835 | 0.9234 | 1.303 | 1.8619 | 0.8315 |
| Largest Winning Trade | 319610 | 319610 | 33244 | 187128 | 187128 | 63537 |
| Largest Losing Trade | -70356 | -45823 | -70356 | -159660 | -60535 | -159660 |
| Avg Bars in Trades | 76 | 86 | 67 | 76 | 86 | 67 |
| Avg Bars in Winners | 78 | 85 | 71 | 78 | 85 | 71 |
| Avg Bars in Losers | 75 | 86 | 63 | 75 | 86 | 63 |
| Bars Traded | 9617 | 5349 | 4268 | 9617 | 5349 | 4268 |
| Profit Streak | 0 | 54.4526 | 0 | 0 | 54.4526 | 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 | 333666 | -144670 | -621189 | -121520 | -272039 | -726943 |
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10028,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543320000000,
"first_datapoint_time": 1545804000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759942308858,
"expiration_time": 1766422944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 116,
"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": [
[
648394.3808365795,
620287.722875275,
28106.6579613045,
355874.0537169349,
368885.8225776732,
-13011.7688607384
],
[
648.394381,
620.287723,
28.106658,
355.874054,
368.885823,
-13.011769
],
[
0.258634,
0.247422,
0.011211,
0.060531,
0.061654,
-0.00556
],
[
232.92736,
232.92736,
232.92736,
232.92736,
232.92736,
232.92736
],
[
-93644,
-76804,
-87182,
-187551,
-144872,
-162865
],
[
1.921965,
2.709743,
1.082551,
1.324044,
1.636187,
0.9749
],
[
125,
62,
63,
125,
62,
63
],
[
63,
29,
34,
63,
29,
34
],
[
62,
33,
29,
62,
33,
29
],
[
50.4,
46.774194,
53.968254,
50.4,
46.774194,
53.968254
],
[
1.891458,
3.083501,
0.923352,
1.303027,
1.861867,
0.831532
],
[
319610,
319610,
33244,
187128,
187128,
63537
],
[
-70356,
-45823,
-70356,
-159660,
-60535,
-159660
],
[
76,
86,
67,
76,
86,
67
],
[
78,
85,
71,
78,
85,
71
],
[
75,
86,
63,
75,
86,
63
],
[
9617,
5349,
4268,
9617,
5349,
4268
],
[
0,
54.452649,
0,
0,
54.452649,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333666,
-144670,
-621189,
-121520,
-272039,
-726943
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10028,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543320000000,
"first_datapoint_time": 1545804000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759942308858,
"expiration_time": 1766422944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 116,
"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) |
|---|