Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578381.332 | 578522.4096 | -141.0776 | -316298.5186 | 112654.7973 | -428953.3159 |
Total P&L (%) | 578.3813 | 578.5224 | -0.1411 | -316.2985 | 112.6548 | -428.9533 |
Avg Daily Profit (%) | 0.2312 | 0.2313 | -0.0001 | 0 | 0.0302 | 0 |
Buy And Hold Return (%) | 118.9522 | 118.9522 | 118.9522 | 118.9522 | 118.9522 | 118.9522 |
Max Trade Drawdown | -205395 | -46990 | -195616 | -651402 | -226674 | -505782 |
Profit Factor | 1.6233 | 2.3935 | 0.9997 | 0.7598 | 1.2084 | 0.4475 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 83 | 39 | 44 | 98 | 55 | 43 |
Losing Trades | 102 | 54 | 48 | 87 | 38 | 49 |
Profitability (%) | 44.8649 | 41.9355 | 47.8261 | 52.973 | 59.1398 | 46.7391 |
Ratio Avg Win / Avg Loss | 1.9949 | 3.3141 | 1.0906 | 0.6745 | 0.8349 | 0.51 |
Largest Winning Trade | 381521 | 381521 | 44219 | 203558 | 203558 | 50393 |
Largest Losing Trade | -116259 | -29415 | -116259 | -353458 | -139631 | -353458 |
Avg Bars in Trades | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Winners | 56 | 51 | 61 | 34 | 32 | 37 |
Avg Bars in Losers | 27 | 24 | 30 | 46 | 40 | 51 |
Bars Traded | 7461 | 3327 | 4133 | 7461 | 3327 | 4133 |
Profit Streak | 0 | 0 | 46.072 | 15.072 | 61.072 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320180 | 286852 | -579707 | -578838 | -318646 | -582354 |
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1543449600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758851017403, "expiration_time": 1765299456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 26, "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": [ [ 578381.3320263902, 578522.409648294, -141.0776219037, -316298.51856404, 112654.7972961708, -428953.3158602109 ], [ 578.381332, 578.52241, -0.141078, -316.298519, 112.654797, -428.953316 ], [ 0.23123, 0.231286, -5.6e-5, 0, 0.030169, 0 ], [ 118.952215, 118.952215, 118.952215, 118.952215, 118.952215, 118.952215 ], [ -205395, -46990, -195616, -651402, -226674, -505782 ], [ 1.623263, 2.393541, 0.999725, 0.759813, 1.208431, 0.447507 ], [ 185, 93, 92, 185, 93, 92 ], [ 83, 39, 44, 98, 55, 43 ], [ 102, 54, 48, 87, 38, 49 ], [ 44.864865, 41.935484, 47.826087, 52.972973, 59.139785, 46.73913 ], [ 1.994854, 3.314133, 1.090609, 0.674528, 0.834916, 0.50995 ], [ 381521, 381521, 44219, 203558, 203558, 50393 ], [ -116259, -29415, -116259, -353458, -139631, -353458 ], [ 40, 35, 44, 40, 35, 44 ], [ 56, 51, 61, 34, 32, 37 ], [ 27, 24, 30, 46, 40, 51 ], [ 7461, 3327, 4133, 7461, 3327, 4133 ], [ 0, 0, 46.071961, 15.071961, 61.071961, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320180, 286852, -579707, -578838, -318646, -582354 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1542729600000, "first_datapoint_time": 1543449600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758851017403, "expiration_time": 1765299456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 26, "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) |
---|