| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 633424.2072 | 651737.8 | -18313.5928 | 137849.2207 | 154452.9919 | -16603.7712 |
| Total P&L (%) | 633.4242 | 651.7378 | -18.3136 | 137.8492 | 154.453 | -16.6038 |
| Avg Daily Profit (%) | 0.2533 | 0.2606 | -0.0073 | 0.0347 | 0.0374 | -0.0073 |
| Buy And Hold Return (%) | 224.7327 | 224.7327 | 224.7327 | 224.7327 | 224.7327 | 224.7327 |
| Max Trade Drawdown | -113042 | -101622 | -111697 | -102070 | -58282 | -94611 |
| Profit Factor | 1.9911 | 2.8756 | 0.9372 | 1.3116 | 1.6037 | 0.911 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 59.7938 | 54.1667 | 65.3061 | 59.7938 | 54.1667 | 65.3061 |
| Ratio Avg Win / Avg Loss | 1.3389 | 2.4332 | 0.4979 | 0.882 | 1.357 | 0.484 |
| Largest Winning Trade | 476550 | 476550 | 32863 | 93517 | 93517 | 35290 |
| Largest Losing Trade | -50436 | -46200 | -50436 | -58282 | -58282 | -56101 |
| Avg Bars in Trades | 148 | 191 | 106 | 148 | 191 | 106 |
| Avg Bars in Winners | 121 | 136 | 109 | 121 | 136 | 109 |
| Avg Bars in Losers | 188 | 256 | 100 | 188 | 256 | 100 |
| Bars Traded | 14419 | 9189 | 5230 | 14419 | 9189 | 5230 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339157 | 413096 | -578697 | -312357 | -306221 | -578697 |
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15003,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1546516800000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759264838663,
"expiration_time": 1765729296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 235,
"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": [
[
633424.2072165069,
651737.8000251077,
-18313.5928086008,
137849.2207071664,
154452.9919453732,
-16603.7712382069
],
[
633.424207,
651.7378,
-18.313593,
137.849221,
154.452992,
-16.603771
],
[
0.253319,
0.260643,
-0.007324,
0.034658,
0.037357,
-0.007261
],
[
224.732703,
224.732703,
224.732703,
224.732703,
224.732703,
224.732703
],
[
-113042,
-101622,
-111697,
-102070,
-58282,
-94611
],
[
1.991133,
2.875587,
0.937197,
1.311627,
1.603717,
0.910979
],
[
97,
48,
49,
97,
48,
49
],
[
58,
26,
32,
58,
26,
32
],
[
39,
22,
17,
39,
22,
17
],
[
59.793814,
54.166667,
65.306122,
59.793814,
54.166667,
65.306122
],
[
1.338865,
2.433189,
0.497886,
0.881956,
1.356991,
0.483958
],
[
476550,
476550,
32863,
93517,
93517,
35290
],
[
-50436,
-46200,
-50436,
-58282,
-58282,
-56101
],
[
148,
191,
106,
148,
191,
106
],
[
121,
136,
109,
121,
136,
109
],
[
188,
256,
100,
188,
256,
100
],
[
14419,
9189,
5230,
14419,
9189,
5230
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339157,
413096,
-578697,
-312357,
-306221,
-578697
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15003,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1546516800000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759264838663,
"expiration_time": 1765729296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 235,
"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) |
|---|