| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 935637.1189 | 805751.6441 | 129885.4747 | 4390651.3768 | 2881274.3727 | 1509377.0041 |
| Total P&L (%) | 935.6371 | 805.7516 | 129.8855 | 4390.6514 | 2881.2744 | 1509.377 |
| Avg Daily Profit (%) | 0.3733 | 0.3215 | 0.0518 | 0.1519 | 0.1355 | 0.1109 |
| Buy And Hold Return (%) | 257.613 | 257.613 | 257.613 | 257.613 | 257.613 | 257.613 |
| Max Trade Drawdown | -73871 | -63390 | -44923 | -1383680 | -1128665 | -531052 |
| Profit Factor | 1.8759 | 2.2688 | 1.2998 | 1.4964 | 1.5236 | 1.4517 |
| Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
| Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
| Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
| Profitability (%) | 49.2701 | 45.2555 | 53.2847 | 49.2701 | 45.2555 | 53.2847 |
| Ratio Avg Win / Avg Loss | 1.9314 | 2.7445 | 1.1396 | 1.5407 | 1.843 | 1.2727 |
| Largest Winning Trade | 399795 | 399795 | 41461 | 2082040 | 2082040 | 389234 |
| Largest Losing Trade | -37176 | -37176 | -34196 | -531052 | -404918 | -531052 |
| Avg Bars in Trades | 53 | 61 | 46 | 53 | 61 | 46 |
| Avg Bars in Winners | 60 | 71 | 52 | 60 | 71 | 52 |
| Avg Bars in Losers | 47 | 52 | 40 | 47 | 52 | 40 |
| Bars Traded | 14761 | 8377 | 6384 | 14761 | 8377 | 6384 |
| Profit Streak | 33.2509 | 36.4176 | 33.2509 | 33.2509 | 36.4176 | 33.2509 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 456283 | 320570 | -288633 | 437989 | -10604 | -43482 |
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15039,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1546142400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759773679722,
"expiration_time": 1766263248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 209,
"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": [
[
935637.1188689123,
805751.6441228517,
129885.4747460605,
4390651.376777069,
2881274.372699605,
1509377.0040774646
],
[
935.637119,
805.751644,
129.885475,
4390.651377,
2881.274373,
1509.377004
],
[
0.373284,
0.321465,
0.051819,
0.151904,
0.135537,
0.110911
],
[
257.612988,
257.612988,
257.612988,
257.612988,
257.612988,
257.612988
],
[
-73871,
-63390,
-44923,
-1383680,
-1128665,
-531052
],
[
1.875865,
2.268766,
1.299844,
1.496407,
1.523583,
1.451657
],
[
274,
137,
137,
274,
137,
137
],
[
135,
62,
73,
135,
62,
73
],
[
139,
75,
64,
139,
75,
64
],
[
49.270073,
45.255474,
53.284672,
49.270073,
45.255474,
53.284672
],
[
1.931446,
2.744475,
1.13959,
1.540745,
1.843044,
1.272685
],
[
399795,
399795,
41461,
2082040,
2082040,
389234
],
[
-37176,
-37176,
-34196,
-531052,
-404918,
-531052
],
[
53,
61,
46,
53,
61,
46
],
[
60,
71,
52,
60,
71,
52
],
[
47,
52,
40,
47,
52,
40
],
[
14761,
8377,
6384,
14761,
8377,
6384
],
[
33.250923,
36.417589,
33.250923,
33.250923,
36.417589,
33.250923
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
456283,
320570,
-288633,
437989,
-10604,
-43482
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15039,
"evaluation_days": 2506.5,
"actual_first_datapoint_time": 1543147200000,
"first_datapoint_time": 1546142400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759773679722,
"expiration_time": 1766263248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 209,
"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) |
|---|