| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 669617.9993 | 669235.6752 | 382.3242 | 185750.4068 | 163590.0919 | 22160.3149 |
| Total P&L (%) | 669.618 | 669.2357 | 0.3823 | 185.7504 | 163.5901 | 22.1603 |
| Avg Daily Profit (%) | 0.2676 | 0.2674 | 0.0002 | 0.042 | 0.0387 | 0.008 |
| Buy And Hold Return (%) | 213.2353 | 213.2353 | 213.2353 | 213.2353 | 213.2353 | 213.2353 |
| Max Trade Drawdown | -131961 | -100888 | -120525 | -121541 | -96589 | -84045 |
| Profit Factor | 1.8357 | 2.4979 | 1.0011 | 1.3117 | 1.4465 | 1.0965 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
| Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
| Profitability (%) | 47.8788 | 40.2439 | 55.4217 | 47.8788 | 40.2439 | 55.4217 |
| Ratio Avg Win / Avg Loss | 1.9984 | 3.709 | 0.8052 | 1.4279 | 2.1479 | 0.882 |
| Largest Winning Trade | 463935 | 463935 | 50588 | 133635 | 133635 | 52707 |
| Largest Losing Trade | -63615 | -42585 | -63615 | -60473 | -49196 | -60473 |
| Avg Bars in Trades | 29 | 40 | 18 | 29 | 40 | 18 |
| Avg Bars in Winners | 27 | 40 | 18 | 27 | 40 | 18 |
| Avg Bars in Losers | 31 | 41 | 19 | 31 | 41 | 19 |
| Bars Traded | 4899 | 3343 | 1556 | 4899 | 3343 | 1556 |
| Profit Streak | 10.0326 | 0 | 138.0326 | 10.0326 | 0 | 138.0326 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363317 | 76859 | -577355 | -301495 | -313095 | -461879 |
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543104000000,
"first_datapoint_time": 1546128000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759279614143,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 71,
"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": [
[
669617.9993371154,
669235.6751801992,
382.3241569162,
185750.4068493064,
163590.0919328221,
22160.3149164843
],
[
669.617999,
669.235675,
0.382324,
185.750407,
163.590092,
22.160315
],
[
0.26758,
0.267427,
0.000153,
0.041965,
0.038738,
0.007999
],
[
213.235294,
213.235294,
213.235294,
213.235294,
213.235294,
213.235294
],
[
-131961,
-100888,
-120525,
-121541,
-96589,
-84045
],
[
1.83571,
2.497909,
1.001079,
1.311714,
1.446513,
1.096547
],
[
165,
82,
83,
165,
82,
83
],
[
79,
33,
46,
79,
33,
46
],
[
86,
49,
37,
86,
49,
37
],
[
47.878788,
40.243902,
55.421687,
47.878788,
40.243902,
55.421687
],
[
1.998367,
3.709017,
0.805215,
1.427941,
2.147852,
0.882005
],
[
463935,
463935,
50588,
133635,
133635,
52707
],
[
-63615,
-42585,
-63615,
-60473,
-49196,
-60473
],
[
29,
40,
18,
29,
40,
18
],
[
27,
40,
18,
27,
40,
18
],
[
31,
41,
19,
31,
41,
19
],
[
4899,
3343,
1556,
4899,
3343,
1556
],
[
10.032571,
0,
138.032571,
10.032571,
0,
138.032571
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363317,
76859,
-577355,
-301495,
-313095,
-461879
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543104000000,
"first_datapoint_time": 1546128000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759279614143,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 71,
"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) |
|---|