Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903851.9331 | 764219.0918 | 139632.8413 | 4977242.1872 | 3138521.2685 | 1838720.9187 |
Total P&L (%) | 903.8519 | 764.2191 | 139.6328 | 4977.2422 | 3138.5213 | 1838.7209 |
Avg Daily Profit (%) | 0.3615 | 0.3057 | 0.0559 | 0.1572 | 0.1392 | 0.1187 |
Buy And Hold Return (%) | 242.2524 | 242.2524 | 242.2524 | 242.2524 | 242.2524 | 242.2524 |
Max Trade Drawdown | -92332 | -78804 | -54628 | -612937 | -538797 | -301796 |
Profit Factor | 3.4524 | 4.7392 | 1.8505 | 3.4874 | 3.5486 | 3.3894 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 65.2174 | 58.8235 | 71.4286 | 65.2174 | 58.8235 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.8413 | 3.3174 | 0.7402 | 1.8599 | 2.484 | 1.3558 |
Largest Winning Trade | 485963 | 485963 | 33096 | 1487272 | 1487272 | 854255 |
Largest Losing Trade | -54628 | -43096 | -54628 | -301796 | -281268 | -301796 |
Avg Bars in Trades | 68 | 89 | 49 | 68 | 89 | 49 |
Avg Bars in Winners | 51 | 59 | 45 | 51 | 59 | 45 |
Avg Bars in Losers | 100 | 131 | 57 | 100 | 131 | 57 |
Bars Traded | 4754 | 3038 | 1716 | 4754 | 3038 | 1716 |
Profit Streak | 120.1765 | 120.1765 | 126.1765 | 120.1765 | 120.1765 | 126.1765 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89045 | 563615 | -279260 | -88262 | 73172 | -24693 |
{ "trading_pair": "XLM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1552521600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903250131, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 227, "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": [ [ 903851.9331111488, 764219.0918217353, 139632.8412894135, 4977242.187181148, 3138521.268483404, 1838720.9186977441 ], [ 903.851933, 764.219092, 139.632841, 4977.242187, 3138.521268, 1838.720919 ], [ 0.361541, 0.305688, 0.055853, 0.157218, 0.139205, 0.118655 ], [ 242.25236, 242.25236, 242.25236, 242.25236, 242.25236, 242.25236 ], [ -92332, -78804, -54628, -612937, -538797, -301796 ], [ 3.452411, 4.73918, 1.850512, 3.487372, 3.548597, 3.389396 ], [ 69, 34, 35, 69, 34, 35 ], [ 45, 20, 25, 45, 20, 25 ], [ 24, 14, 10, 24, 14, 10 ], [ 65.217391, 58.823529, 71.428571, 65.217391, 58.823529, 71.428571 ], [ 1.841286, 3.317426, 0.740205, 1.859932, 2.484018, 1.355758 ], [ 485963, 485963, 33096, 1487272, 1487272, 854255 ], [ -54628, -43096, -54628, -301796, -281268, -301796 ], [ 68, 89, 49, 68, 89, 49 ], [ 51, 59, 45, 51, 59, 45 ], [ 100, 131, 57, 100, 131, 57 ], [ 4754, 3038, 1716, 4754, 3038, 1716 ], [ 120.176506, 120.176506, 126.176506, 120.176506, 120.176506, 126.176506 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -89045, 563615, -279260, -88262, 73172, -24693 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1552521600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903250131, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 227, "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) |
---|