| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 572983.617 | 615713.9063 | -42730.2893 | 16822.6703 | 21730.7016 | -4908.0313 |
| Total P&L (%) | 572.9836 | 615.7139 | -42.7303 | 16.8227 | 21.7307 | -4.908 |
| Avg Daily Profit (%) | 0.2291 | 0.2462 | -0.0171 | 0.0062 | 0.0079 | -0.002 |
| Buy And Hold Return (%) | 221.8054 | 221.8054 | 221.8054 | 221.8054 | 221.8054 | 221.8054 |
| Max Trade Drawdown | -182870 | -138317 | -73978 | -205847 | -170072 | -54531 |
| Profit Factor | 1.7056 | 2.3333 | 0.878 | 1.0254 | 1.052 | 0.9799 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
| Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
| Profitability (%) | 50 | 44.7761 | 55.2239 | 50 | 44.7761 | 55.2239 |
| Ratio Avg Win / Avg Loss | 1.7056 | 2.8777 | 0.7119 | 1.0254 | 1.2975 | 0.7945 |
| Largest Winning Trade | 452198 | 452198 | 26612 | 99958 | 99958 | 47061 |
| Largest Losing Trade | -52245 | -46227 | -52245 | -78211 | -78211 | -29553 |
| Avg Bars in Trades | 54 | 69 | 39 | 54 | 69 | 39 |
| Avg Bars in Winners | 49 | 58 | 42 | 49 | 58 | 42 |
| Avg Bars in Losers | 59 | 78 | 37 | 59 | 78 | 37 |
| Bars Traded | 7337 | 4662 | 2675 | 7337 | 4662 | 2675 |
| Profit Streak | 0 | 0 | 138.3412 | 0 | 0 | 138.3412 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302124 | -109423 | -695430 | -542510 | -630402 | -695430 |
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546675200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759104679661,
"expiration_time": 1765556928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 127,
"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": [
[
572983.6169506727,
615713.9062874229,
-42730.28933675,
16822.6702847134,
21730.701562428,
-4908.0312777146
],
[
572.983617,
615.713906,
-42.730289,
16.82267,
21.730702,
-4.908031
],
[
0.229132,
0.24622,
-0.017088,
0.006218,
0.007864,
-0.002012
],
[
221.805445,
221.805445,
221.805445,
221.805445,
221.805445,
221.805445
],
[
-182870,
-138317,
-73978,
-205847,
-170072,
-54531
],
[
1.705638,
2.333295,
0.877987,
1.025414,
1.052012,
0.979896
],
[
134,
67,
67,
134,
67,
67
],
[
67,
30,
37,
67,
30,
37
],
[
67,
37,
30,
67,
37,
30
],
[
50,
44.776119,
55.223881,
50,
44.776119,
55.223881
],
[
1.705638,
2.877731,
0.711881,
1.025414,
1.297482,
0.794511
],
[
452198,
452198,
26612,
99958,
99958,
47061
],
[
-52245,
-46227,
-52245,
-78211,
-78211,
-29553
],
[
54,
69,
39,
54,
69,
39
],
[
49,
58,
42,
49,
58,
42
],
[
59,
78,
37,
59,
78,
37
],
[
7337,
4662,
2675,
7337,
4662,
2675
],
[
0,
0,
138.3412,
0,
0,
138.3412
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302124,
-109423,
-695430,
-542510,
-630402,
-695430
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546675200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759104679661,
"expiration_time": 1765556928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 127,
"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) |
|---|