| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 530658.6021 | 505114.947 | 25543.655 | 769924.7789 | 564366.8698 | 205557.9092 |
| Total P&L (%) | 530.6586 | 505.1149 | 25.5437 | 769.9248 | 564.3669 | 205.5579 |
| Avg Daily Profit (%) | 0.5094 | 0.4849 | 0.0245 | 0.2079 | 0.182 | 0.1073 |
| Buy And Hold Return (%) | 306.6741 | 306.6741 | 306.6741 | 306.6741 | 306.6741 | 306.6741 |
| Max Trade Drawdown | -88514 | -45072 | -52424 | -108392 | -91721 | -75323 |
| Profit Factor | 2.8224 | 4.0381 | 1.2045 | 2.5839 | 3.0623 | 1.9677 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 49.4505 | 45.6522 | 53.3333 | 49.4505 | 45.6522 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.8851 | 4.8073 | 1.0539 | 2.6413 | 3.6456 | 1.7217 |
| Largest Winning Trade | 404633 | 404633 | 25092 | 334667 | 334667 | 112074 |
| Largest Losing Trade | -31685 | -19712 | -31685 | -63463 | -43504 | -63463 |
| Avg Bars in Trades | 263 | 265 | 261 | 263 | 265 | 261 |
| Avg Bars in Winners | 351 | 353 | 350 | 351 | 353 | 350 |
| Avg Bars in Losers | 176 | 191 | 159 | 176 | 191 | 159 |
| Bars Traded | 23975 | 12214 | 11761 | 23975 | 12214 | 11761 |
| Profit Streak | 43.8272 | 43.8272 | 142.0772 | 43.8272 | 43.8272 | 142.0772 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302389 | 261253 | -324507 | 378091 | 169790 | -209917 |
{
"trading_pair": "XLM_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669222800000,
"first_datapoint_time": 1669842000000,
"last_datapoint_time": 1759222800000,
"evaluation_time": 1759225874057,
"expiration_time": 1765702800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 173,
"offset": 0,
"a": 0.76536
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 118,
"offset": 0,
"a": 0.67423
}
}
} {
"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": [
[
530658.6020572375,
505114.947040605,
25543.6550166326,
769924.7789187916,
564366.8697594578,
205557.909159334
],
[
530.658602,
505.114947,
25.543655,
769.924779,
564.36687,
205.557909
],
[
0.509431,
0.484909,
0.024522,
0.207886,
0.181957,
0.107286
],
[
306.674082,
306.674082,
306.674082,
306.674082,
306.674082,
306.674082
],
[
-88514,
-45072,
-52424,
-108392,
-91721,
-75323
],
[
2.822368,
4.038112,
1.20446,
2.583926,
3.062265,
1.967684
],
[
91,
46,
45,
91,
46,
45
],
[
45,
21,
24,
45,
21,
24
],
[
46,
25,
21,
46,
25,
21
],
[
49.450549,
45.652174,
53.333333,
49.450549,
45.652174,
53.333333
],
[
2.885087,
4.807276,
1.053902,
2.641347,
3.645553,
1.721723
],
[
404633,
404633,
25092,
334667,
334667,
112074
],
[
-31685,
-19712,
-31685,
-63463,
-43504,
-63463
],
[
263,
265,
261,
263,
265,
261
],
[
351,
353,
350,
351,
353,
350
],
[
176,
191,
159,
176,
191,
159
],
[
23975,
12214,
11761,
23975,
12214,
11761
],
[
43.827246,
43.827246,
142.077246,
43.827246,
43.827246,
142.077246
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302389,
261253,
-324507,
378091,
169790,
-209917
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669222800000,
"first_datapoint_time": 1669842000000,
"last_datapoint_time": 1759222800000,
"evaluation_time": 1759225874057,
"expiration_time": 1765702800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 173,
"offset": 0,
"a": 0.76536
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 118,
"offset": 0,
"a": 0.67423
}
}
}
| # | 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) |
|---|