| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 852756.0537 | 735096.6036 | 117659.4501 | 3582731.6471 | 2563091.8305 | 1019639.8166 |
| Total P&L (%) | 852.7561 | 735.0966 | 117.6595 | 3582.7316 | 2563.0918 | 1019.6398 |
| Avg Daily Profit (%) | 0.3406 | 0.2936 | 0.047 | 0.1441 | 0.1312 | 0.0965 |
| Buy And Hold Return (%) | 189.0693 | 189.0693 | 189.0693 | 189.0693 | 189.0693 | 189.0693 |
| Max Trade Drawdown | -102318 | -71508 | -63074 | -1657875 | -1247065 | -474236 |
| Profit Factor | 2.1372 | 2.7165 | 1.3659 | 1.6324 | 1.6972 | 1.5127 |
| Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
| Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
| Profitability (%) | 55.9441 | 50.7042 | 61.1111 | 55.9441 | 50.7042 | 61.1111 |
| Ratio Avg Win / Avg Loss | 1.6831 | 2.641 | 0.8692 | 1.2855 | 1.6501 | 0.9626 |
| Largest Winning Trade | 370584 | 370584 | 43484 | 1904080 | 1904080 | 598186 |
| Largest Losing Trade | -38244 | -37058 | -38244 | -602119 | -602119 | -353549 |
| Avg Bars in Trades | 103 | 119 | 87 | 103 | 119 | 87 |
| Avg Bars in Winners | 103 | 115 | 92 | 103 | 115 | 92 |
| Avg Bars in Losers | 103 | 123 | 79 | 103 | 123 | 79 |
| Bars Traded | 14791 | 8495 | 6296 | 14791 | 8495 | 6296 |
| Profit Streak | 0 | 52.9418 | 0 | 0 | 52.9418 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 456641 | -74605 | -374852 | 104514 | -100598 | -142796 |
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15024,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1546185600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760207772501,
"expiration_time": 1766688768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 167,
"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": [
[
852756.0537018218,
735096.6036046069,
117659.4500972149,
3582731.647111231,
2563091.830499183,
1019639.8166120481
],
[
852.756054,
735.096604,
117.65945,
3582.731647,
2563.09183,
1019.639817
],
[
0.340558,
0.293569,
0.046989,
0.144123,
0.131159,
0.096516
],
[
189.069321,
189.069321,
189.069321,
189.069321,
189.069321,
189.069321
],
[
-102318,
-71508,
-63074,
-1657875,
-1247065,
-474236
],
[
2.137213,
2.716455,
1.365856,
1.632434,
1.697212,
1.512694
],
[
143,
71,
72,
143,
71,
72
],
[
80,
36,
44,
80,
36,
44
],
[
63,
35,
28,
63,
35,
28
],
[
55.944056,
50.704225,
61.111111,
55.944056,
50.704225,
61.111111
],
[
1.683055,
2.640998,
0.869181,
1.285541,
1.650067,
0.962623
],
[
370584,
370584,
43484,
1904080,
1904080,
598186
],
[
-38244,
-37058,
-38244,
-602119,
-602119,
-353549
],
[
103,
119,
87,
103,
119,
87
],
[
103,
115,
92,
103,
115,
92
],
[
103,
123,
79,
103,
123,
79
],
[
14791,
8495,
6296,
14791,
8495,
6296
],
[
0,
52.941811,
0,
0,
52.941811,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
456641,
-74605,
-374852,
104514,
-100598,
-142796
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 15024,
"evaluation_days": 2504,
"actual_first_datapoint_time": 1543795200000,
"first_datapoint_time": 1546185600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760207772501,
"expiration_time": 1766688768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 167,
"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) |
|---|