| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 723108.1133 | 636498.8151 | 86609.2982 | 2854879.4056 | 1844976.5206 | 1009902.885 |
| Total P&L (%) | 723.1081 | 636.4988 | 86.6093 | 2854.8794 | 1844.9765 | 1009.9029 |
| Avg Daily Profit (%) | 0.6942 | 0.6111 | 0.0831 | 0.3256 | 0.2853 | 0.2313 |
| Buy And Hold Return (%) | 315 | 315 | 315 | 315 | 315 | 315 |
| Max Trade Drawdown | -53904 | -24132 | -47044 | -281854 | -264147 | -201716 |
| Profit Factor | 4.8586 | 8.7322 | 1.8242 | 4.5085 | 4.8097 | 4.0658 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
| Profitability (%) | 65.4321 | 60 | 70.7317 | 65.4321 | 60 | 70.7317 |
| Ratio Avg Win / Avg Loss | 2.5668 | 5.8214 | 0.7548 | 2.3819 | 3.2064 | 1.6824 |
| Largest Winning Trade | 509455 | 509455 | 37511 | 1158461 | 1158461 | 313794 |
| Largest Losing Trade | -23649 | -15949 | -23649 | -264147 | -264147 | -201716 |
| Avg Bars in Trades | 296 | 283 | 310 | 296 | 283 | 310 |
| Avg Bars in Winners | 277 | 260 | 292 | 277 | 260 | 292 |
| Avg Bars in Losers | 332 | 317 | 352 | 332 | 317 | 352 |
| Bars Traded | 24047 | 11326 | 12721 | 24047 | 11326 | 12721 |
| Profit Streak | 5.8291 | 0 | 148.1624 | 5.8291 | 0 | 148.1624 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 62488 | 527490 | -242930 | 116887 | 611458 | 597347 |
{
"trading_pair": "XLM_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669424400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758920031504,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 194,
"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": [
[
723108.1133311301,
636498.8150866546,
86609.2982444755,
2854879.405581091,
1844976.520584454,
1009902.8849966363
],
[
723.108113,
636.498815,
86.609298,
2854.879406,
1844.976521,
1009.902885
],
[
0.694215,
0.611066,
0.083149,
0.325604,
0.285331,
0.231336
],
[
315,
315,
315,
315,
315,
315
],
[
-53904,
-24132,
-47044,
-281854,
-264147,
-201716
],
[
4.858583,
8.732153,
1.824191,
4.508512,
4.809664,
4.065772
],
[
81,
40,
41,
81,
40,
41
],
[
53,
24,
29,
53,
24,
29
],
[
28,
16,
12,
28,
16,
12
],
[
65.432099,
60,
70.731707,
65.432099,
60,
70.731707
],
[
2.566799,
5.821435,
0.754837,
2.381856,
3.206443,
1.682388
],
[
509455,
509455,
37511,
1158461,
1158461,
313794
],
[
-23649,
-15949,
-23649,
-264147,
-264147,
-201716
],
[
296,
283,
310,
296,
283,
310
],
[
277,
260,
292,
277,
260,
292
],
[
332,
317,
352,
332,
317,
352
],
[
24047,
11326,
12721,
24047,
11326,
12721
],
[
5.829068,
0,
148.162402,
5.829068,
0,
148.162402
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
62488,
527490,
-242930,
116887,
611458,
597347
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669424400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758920031504,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 194,
"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) |
|---|