| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 790478.5893 | 726853.4338 | 63625.1555 | 224972.065 | 389149.6259 | -164177.5609 |
| Total P&L (%) | 790.4786 | 726.8534 | 63.6252 | 224.9721 | 389.1496 | -164.1776 |
| Avg Daily Profit (%) | 0.3161 | 0.2907 | 0.0254 | 0.0471 | 0.0635 | 0 |
| Buy And Hold Return (%) | 232.3752 | 232.3752 | 232.3752 | 232.3752 | 232.3752 | 232.3752 |
| Max Trade Drawdown | -115985 | -103751 | -97646 | -325245 | -119115 | -319771 |
| Profit Factor | 1.8284 | 2.2961 | 1.1617 | 1.2515 | 1.9821 | 0.6706 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
| Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
| Profitability (%) | 50.8696 | 49.5652 | 52.1739 | 50.8696 | 49.5652 | 52.1739 |
| Ratio Avg Win / Avg Loss | 1.7659 | 2.3364 | 1.0649 | 1.2087 | 2.0168 | 0.6147 |
| Largest Winning Trade | 364372 | 364372 | 31666 | 150188 | 150188 | 70073 |
| Largest Losing Trade | -93518 | -41901 | -93518 | -316134 | -95917 | -316134 |
| Avg Bars in Trades | 64 | 78 | 49 | 64 | 78 | 49 |
| Avg Bars in Winners | 71 | 84 | 58 | 71 | 84 | 58 |
| Avg Bars in Losers | 56 | 72 | 39 | 56 | 72 | 39 |
| Bars Traded | 14722 | 9037 | 5685 | 14722 | 9037 | 5685 |
| Profit Streak | 38.237 | 38.9036 | 0 | 38.237 | 38.9036 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417856 | 371370 | -367268 | -294080 | -113298 | -580744 |
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15004,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1547092800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759916473378,
"expiration_time": 1766392128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 96,
"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": [
[
790478.5893168257,
726853.4337908932,
63625.155525933,
224972.0649756243,
389149.6259077868,
-164177.5609321627
],
[
790.478589,
726.853434,
63.625156,
224.972065,
389.149626,
-164.177561
],
[
0.316107,
0.290663,
0.025443,
0.047141,
0.063503,
0
],
[
232.375229,
232.375229,
232.375229,
232.375229,
232.375229,
232.375229
],
[
-115985,
-103751,
-97646,
-325245,
-119115,
-319771
],
[
1.828396,
2.296137,
1.161714,
1.251474,
1.982076,
0.670564
],
[
230,
115,
115,
230,
115,
115
],
[
117,
57,
60,
117,
57,
60
],
[
113,
58,
55,
113,
58,
55
],
[
50.869565,
49.565217,
52.173913,
50.869565,
49.565217,
52.173913
],
[
1.765887,
2.336421,
1.064904,
1.208689,
2.016849,
0.614684
],
[
364372,
364372,
31666,
150188,
150188,
70073
],
[
-93518,
-41901,
-93518,
-316134,
-95917,
-316134
],
[
64,
78,
49,
64,
78,
49
],
[
71,
84,
58,
71,
84,
58
],
[
56,
72,
39,
56,
72,
39
],
[
14722,
9037,
5685,
14722,
9037,
5685
],
[
38.23696,
38.903627,
0,
38.23696,
38.903627,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417856,
371370,
-367268,
-294080,
-113298,
-580744
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15004,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1547092800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759916473378,
"expiration_time": 1766392128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 96,
"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) |
|---|