| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 649482.7231 | 531965.9162 | 117516.807 | 3173150.7565 | 2063901.3975 | 1109249.359 |
| Total P&L (%) | 649.4827 | 531.9659 | 117.5168 | 3173.1508 | 2063.9014 | 1109.2494 |
| Avg Daily Profit (%) | 0.2597 | 0.2127 | 0.047 | 0.1396 | 0.123 | 0.0997 |
| Buy And Hold Return (%) | 248.6873 | 248.6873 | 248.6873 | 248.6873 | 248.6873 | 248.6873 |
| Max Trade Drawdown | -67150 | -71605 | -91722 | -245947 | -254244 | -272236 |
| Profit Factor | 2.4123 | 3.0065 | 1.6034 | 3.1869 | 3.438 | 2.8351 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 54.2169 | 48.7805 | 59.5238 | 54.2169 | 48.7805 | 59.5238 |
| Ratio Avg Win / Avg Loss | 2.037 | 3.1569 | 1.0903 | 2.6911 | 3.6099 | 1.9279 |
| Largest Winning Trade | 180574 | 180574 | 27224 | 1080791 | 1080791 | 595791 |
| Largest Losing Trade | -44844 | -35465 | -44844 | -212165 | -212165 | -190626 |
| Avg Bars in Trades | 85 | 98 | 72 | 85 | 98 | 72 |
| Avg Bars in Winners | 91 | 91 | 91 | 91 | 91 | 91 |
| Avg Bars in Losers | 78 | 106 | 43 | 78 | 106 | 43 |
| Bars Traded | 7080 | 4051 | 3029 | 7080 | 4051 | 3029 |
| Profit Streak | 152.44 | 152.44 | 311.1067 | 152.44 | 152.44 | 311.1067 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371109 | 290296 | -291364 | 15200 | -21669 | -53195 |
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547654400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759113218367,
"expiration_time": 1765586592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 151,
"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": [
[
649482.7231479799,
531965.9161793798,
117516.8069686003,
3173150.7565258886,
2063901.397489626,
1109249.3590362633
],
[
649.482723,
531.965916,
117.516807,
3173.150757,
2063.901397,
1109.249359
],
[
0.259689,
0.212701,
0.046988,
0.139575,
0.123006,
0.099713
],
[
248.687328,
248.687328,
248.687328,
248.687328,
248.687328,
248.687328
],
[
-67150,
-71605,
-91722,
-245947,
-254244,
-272236
],
[
2.412275,
3.006547,
1.603365,
3.186868,
3.438012,
2.835135
],
[
83,
41,
42,
83,
41,
42
],
[
45,
20,
25,
45,
20,
25
],
[
38,
21,
17,
38,
21,
17
],
[
54.216867,
48.780488,
59.52381,
54.216867,
48.780488,
59.52381
],
[
2.037032,
3.156874,
1.090288,
2.691133,
3.609912,
1.927892
],
[
180574,
180574,
27224,
1080791,
1080791,
595791
],
[
-44844,
-35465,
-44844,
-212165,
-212165,
-190626
],
[
85,
98,
72,
85,
98,
72
],
[
91,
91,
91,
91,
91,
91
],
[
78,
106,
43,
78,
106,
43
],
[
7080,
4051,
3029,
7080,
4051,
3029
],
[
152.440027,
152.440027,
311.106694,
152.440027,
152.440027,
311.106694
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371109,
290296,
-291364,
15200,
-21669,
-53195
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1547654400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759113218367,
"expiration_time": 1765586592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 151,
"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) |
|---|