| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 825114.456 | 719582.5769 | 105531.8791 | 1870361.3609 | 1424350.5345 | 446010.8264 |
| Total P&L (%) | 825.1145 | 719.5826 | 105.5319 | 1870.3614 | 1424.3505 | 446.0108 |
| Avg Daily Profit (%) | 0.3297 | 0.2875 | 0.0422 | 0.1192 | 0.1089 | 0.0679 |
| Buy And Hold Return (%) | 358.5635 | 358.5635 | 358.5635 | 358.5635 | 358.5635 | 358.5635 |
| Max Trade Drawdown | -131206 | -72870 | -146769 | -280695 | -214370 | -354861 |
| Profit Factor | 3.1212 | 4.8261 | 1.5252 | 3.2306 | 4.3672 | 2.0734 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
| Profitability (%) | 61.6667 | 53.3333 | 70 | 61.6667 | 53.3333 | 70 |
| Ratio Avg Win / Avg Loss | 1.9402 | 4.2229 | 0.6537 | 2.0082 | 3.8213 | 0.8886 |
| Largest Winning Trade | 389647 | 389647 | 34162 | 705939 | 705939 | 301244 |
| Largest Losing Trade | -81513 | -54885 | -81513 | -248258 | -162979 | -248258 |
| Avg Bars in Trades | 80 | 98 | 61 | 80 | 98 | 61 |
| Avg Bars in Winners | 64 | 71 | 59 | 64 | 71 | 59 |
| Avg Bars in Losers | 105 | 129 | 67 | 105 | 129 | 67 |
| Bars Traded | 4811 | 2966 | 1845 | 4811 | 2966 | 1845 |
| Profit Streak | 128.8151 | 128.8151 | 224.3151 | 128.8151 | 128.8151 | 224.3151 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -160407 | 380237 | -299043 | -199128 | -41130 | -187554 |
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543104000000,
"first_datapoint_time": 1550404800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759304023496,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 144,
"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": [
[
825114.4559820655,
719582.5768903543,
105531.8790917112,
1870361.3608736526,
1424350.5344635604,
446010.8264100922
],
[
825.114456,
719.582577,
105.531879,
1870.361361,
1424.350534,
446.010826
],
[
0.329716,
0.287545,
0.042171,
0.119184,
0.108917,
0.067854
],
[
358.563536,
358.563536,
358.563536,
358.563536,
358.563536,
358.563536
],
[
-131206,
-72870,
-146769,
-280695,
-214370,
-354861
],
[
3.121161,
4.826119,
1.525241,
3.230582,
4.367158,
2.073443
],
[
60,
30,
30,
60,
30,
30
],
[
37,
16,
21,
37,
16,
21
],
[
23,
14,
9,
23,
14,
9
],
[
61.666667,
53.333333,
70,
61.666667,
53.333333,
70
],
[
1.940181,
4.222854,
0.653675,
2.0082,
3.821263,
0.888618
],
[
389647,
389647,
34162,
705939,
705939,
301244
],
[
-81513,
-54885,
-81513,
-248258,
-162979,
-248258
],
[
80,
98,
61,
80,
98,
61
],
[
64,
71,
59,
64,
71,
59
],
[
105,
129,
67,
105,
129,
67
],
[
4811,
2966,
1845,
4811,
2966,
1845
],
[
128.815087,
128.815087,
224.315087,
128.815087,
128.815087,
224.315087
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-160407,
380237,
-299043,
-199128,
-41130,
-187554
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 2502.5,
"actual_first_datapoint_time": 1543104000000,
"first_datapoint_time": 1550404800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759304023496,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 144,
"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) |
|---|