Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544357.4624 | 637391.9501 | -93034.4877 | -48310.9382 | -24714.2581 | -23596.6801 |
Total P&L (%) | 544.3575 | 637.392 | -93.0345 | -48.3109 | -24.7143 | -23.5967 |
Avg Daily Profit (%) | 0.2177 | 0.2549 | -0.0372 | -0.0264 | -0.0114 | -0.0108 |
Buy And Hold Return (%) | 182.4274 | 182.4274 | 182.4274 | 182.4274 | 182.4274 | 182.4274 |
Max Trade Drawdown | -224438 | -121265 | -155719 | -89148 | -64099 | -39160 |
Profit Factor | 1.4051 | 1.8119 | 0.8335 | 0.8727 | 0.8972 | 0.8301 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 147 | 66 | 81 | 147 | 66 | 81 |
Losing Trades | 173 | 94 | 79 | 173 | 94 | 79 |
Profitability (%) | 45.9375 | 41.25 | 50.625 | 45.9375 | 41.25 | 50.625 |
Ratio Avg Win / Avg Loss | 1.6536 | 2.5806 | 0.8129 | 1.027 | 1.2779 | 0.8096 |
Largest Winning Trade | 466154 | 466154 | 29532 | 33078 | 33078 | 9240 |
Largest Losing Trade | -49893 | -49893 | -34203 | -19994 | -19994 | -13095 |
Avg Bars in Trades | 15 | 21 | 9 | 15 | 21 | 9 |
Avg Bars in Winners | 17 | 26 | 9 | 17 | 26 | 9 |
Avg Bars in Losers | 13 | 18 | 8 | 13 | 18 | 8 |
Bars Traded | 4955 | 3486 | 1469 | 4955 | 3486 | 1469 |
Profit Streak | 19.1977 | 19.1977 | 109.1977 | 19.1977 | 19.1977 | 109.1977 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300135 | 251583 | -578708 | -577674 | -581394 | -578708 |
{ "trading_pair": "XLM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1544011200000, "first_datapoint_time": 1545609600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760071481231, "expiration_time": 1766536992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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": [ [ 544357.4624266059, 637391.9501287059, -93034.4877021001, -48310.93822154, -24714.2581272801, -23596.6800942598 ], [ 544.357462, 637.39195, -93.034488, -48.310938, -24.714258, -23.59668 ], [ 0.217656, 0.254855, -0.037199, -0.026383, -0.01135, -0.010761 ], [ 182.427401, 182.427401, 182.427401, 182.427401, 182.427401, 182.427401 ], [ -224438, -121265, -155719, -89148, -64099, -39160 ], [ 1.405105, 1.811915, 0.83348, 0.87265, 0.897219, 0.830117 ], [ 320, 160, 160, 320, 160, 160 ], [ 147, 66, 81, 147, 66, 81 ], [ 173, 94, 79, 173, 94, 79 ], [ 45.9375, 41.25, 50.625, 45.9375, 41.25, 50.625 ], [ 1.653627, 2.580607, 0.8129, 1.026996, 1.277857, 0.809621 ], [ 466154, 466154, 29532, 33078, 33078, 9240 ], [ -49893, -49893, -34203, -19994, -19994, -13095 ], [ 15, 21, 9, 15, 21, 9 ], [ 17, 26, 9, 17, 26, 9 ], [ 13, 18, 8, 13, 18, 8 ], [ 4955, 3486, 1469, 4955, 3486, 1469 ], [ 19.197699, 19.197699, 109.197699, 19.197699, 19.197699, 109.197699 ], [ 2, 1, 5, 2, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300135, 251583, -578708, -577674, -581394, -578708 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1544011200000, "first_datapoint_time": 1545609600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760071481231, "expiration_time": 1766536992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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) |
---|