| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -306463.8944 | 175869.3438 | -482333.2383 | 7243647.1769 | 3029712.8904 | 4213934.2865 |
| Total P&L (%) | -306.4639 | 175.8693 | -482.3332 | 7243.6472 | 3029.7129 | 4213.9343 |
| Avg Daily Profit (%) | -0.1226 | 0.0703 | -0.1929 | 0.172 | 0.1378 | 0.1507 |
| Buy And Hold Return (%) | 381.0045 | 381.0045 | 381.0045 | 381.0045 | 381.0045 | 381.0045 |
| Max Trade Drawdown | -570937 | -80865 | -576586 | -5455287 | -2038889 | -5292817 |
| Profit Factor | 0.6558 | 2.1407 | 0.3449 | 1.7617 | 1.7593 | 1.7635 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 43 | 18 | 25 | 31 | 17 | 14 |
| Losing Trades | 23 | 15 | 8 | 35 | 16 | 19 |
| Profitability (%) | 65.1515 | 54.5455 | 75.7576 | 46.9697 | 51.5152 | 42.4242 |
| Ratio Avg Win / Avg Loss | 0.3508 | 1.7839 | 0.1104 | 1.989 | 1.6558 | 2.3933 |
| Largest Winning Trade | 95314 | 95314 | 43323 | 8427368 | 3052498 | 8427368 |
| Largest Losing Trade | -514911 | -37618 | -514911 | -1938212 | -581490 | -1938212 |
| Avg Bars in Trades | 69 | 75 | 64 | 69 | 75 | 64 |
| Avg Bars in Winners | 43 | 43 | 43 | 84 | 95 | 71 |
| Avg Bars in Losers | 119 | 113 | 129 | 56 | 54 | 59 |
| Bars Traded | 4611 | 2482 | 2129 | 4611 | 2482 | 2129 |
| Profit Streak | 98.2936 | 98.2936 | 232.2936 | 98.2936 | 98.2936 | 339.2936 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -706355 | -259590 | -576108 | -117858 | -4541 | 336715 |
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1549756800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913370632,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 14,
"offset": 149
}
}
} {
"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": [
[
-306463.8944372652,
175869.3438139114,
-482333.2382511768,
7243647.176882339,
3029712.8904143004,
4213934.286468038
],
[
-306.463894,
175.869344,
-482.333238,
7243.647177,
3029.71289,
4213.934286
],
[
-0.122586,
0.070348,
-0.192933,
0.172005,
0.137836,
0.150691
],
[
381.004507,
381.004507,
381.004507,
381.004507,
381.004507,
381.004507
],
[
-570937,
-80865,
-576586,
-5455287,
-2038889,
-5292817
],
[
0.65584,
2.140664,
0.344912,
1.761712,
1.759289,
1.763463
],
[
66,
33,
33,
66,
33,
33
],
[
43,
18,
25,
31,
17,
14
],
[
23,
15,
8,
35,
16,
19
],
[
65.151515,
54.545455,
75.757576,
46.969697,
51.515152,
42.424242
],
[
0.350798,
1.783887,
0.110372,
1.989029,
1.655801,
2.393272
],
[
95314,
95314,
43323,
8427368,
3052498,
8427368
],
[
-514911,
-37618,
-514911,
-1938212,
-581490,
-1938212
],
[
69,
75,
64,
69,
75,
64
],
[
43,
43,
43,
84,
95,
71
],
[
119,
113,
129,
56,
54,
59
],
[
4611,
2482,
2129,
4611,
2482,
2129
],
[
98.293641,
98.293641,
232.293641,
98.293642,
98.293642,
339.293642
],
[
2,
1,
3,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-706355,
-259590,
-576108,
-117858,
-4541,
336715
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1549756800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913370632,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 14,
"offset": 149
}
}
}
| # | 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) |
|---|