| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 727248.989 | 652769.1935 | 74479.7954 | 2126800.1664 | 1985419.1891 | 141380.9773 |
| Total P&L (%) | 727.249 | 652.7692 | 74.4798 | 2126.8002 | 1985.4192 | 141.381 |
| Avg Daily Profit (%) | 0.2893 | 0.2597 | 0.0296 | 0.1235 | 0.1209 | 0.0351 |
| Buy And Hold Return (%) | 290.1307 | 290.1307 | 290.1307 | 290.1307 | 290.1307 | 290.1307 |
| Max Trade Drawdown | -97665 | -113065 | -48984 | -983300 | -764390 | -484642 |
| Profit Factor | 2.1526 | 2.7007 | 1.3014 | 1.5305 | 1.8169 | 1.0896 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
| Profitability (%) | 45.1389 | 41.6667 | 48.6111 | 45.1389 | 41.6667 | 48.6111 |
| Ratio Avg Win / Avg Loss | 2.6163 | 3.781 | 1.3757 | 1.8602 | 2.5437 | 1.1518 |
| Largest Winning Trade | 352996 | 352996 | 30807 | 1558783 | 1558783 | 220212 |
| Largest Losing Trade | -30591 | -30591 | -29279 | -529547 | -529547 | -302723 |
| Avg Bars in Trades | 49 | 76 | 23 | 49 | 76 | 23 |
| Avg Bars in Winners | 64 | 110 | 24 | 64 | 110 | 24 |
| Avg Bars in Losers | 37 | 51 | 22 | 37 | 51 | 22 |
| Bars Traded | 7193 | 5485 | 1708 | 7193 | 5485 | 1708 |
| Profit Streak | 59.6499 | 0 | 64.3166 | 59.6499 | 0 | 64.3166 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302299 | -74221 | -398146 | -26032 | -110527 | -513003 |
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7541,
"evaluation_days": 2513.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760225754220,
"expiration_time": 1766713824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 18
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 21,
"offset": 0,
"std": 3.98382
}
}
} {
"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": [
[
727248.9889726879,
652769.1935328103,
74479.7954398775,
2126800.166409324,
1985419.1890656713,
141380.9773436525
],
[
727.248989,
652.769194,
74.479795,
2126.800166,
1985.419189,
141.380977
],
[
0.289318,
0.259688,
0.02963,
0.123527,
0.120914,
0.035063
],
[
290.130695,
290.130695,
290.130695,
290.130695,
290.130695,
290.130695
],
[
-97665,
-113065,
-48984,
-983300,
-764390,
-484642
],
[
2.152634,
2.700729,
1.301382,
1.530508,
1.81691,
1.089562
],
[
144,
72,
72,
144,
72,
72
],
[
65,
30,
35,
65,
30,
35
],
[
79,
42,
37,
79,
42,
37
],
[
45.138889,
41.666667,
48.611111,
45.138889,
41.666667,
48.611111
],
[
2.616278,
3.78102,
1.375746,
1.860156,
2.543674,
1.151822
],
[
352996,
352996,
30807,
1558783,
1558783,
220212
],
[
-30591,
-30591,
-29279,
-529547,
-529547,
-302723
],
[
49,
76,
23,
49,
76,
23
],
[
64,
110,
24,
64,
110,
24
],
[
37,
51,
22,
37,
51,
22
],
[
7193,
5485,
1708,
7193,
5485,
1708
],
[
59.649933,
0,
64.3166,
59.649933,
0,
64.3166
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302299,
-74221,
-398146,
-26032,
-110527,
-513003
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7541,
"evaluation_days": 2513.67,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1549152000000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760225754220,
"expiration_time": 1766713824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 18
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 21,
"offset": 0,
"std": 3.98382
}
}
}
| # | 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) |
|---|