| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 793132.8364 | 732020.8713 | 61111.965 | 1329725.4222 | 1759903.6014 | -430178.1792 |
| Total P&L (%) | 793.1328 | 732.0209 | 61.112 | 1329.7254 | 1759.9036 | -430.1782 |
| Avg Daily Profit (%) | 0.3173 | 0.2928 | 0.0244 | 0.1065 | 0.117 | 0 |
| Buy And Hold Return (%) | 198.6805 | 198.6805 | 198.6805 | 198.6805 | 198.6805 | 198.6805 |
| Max Trade Drawdown | -156346 | -127029 | -44743 | -2108449 | -1490467 | -1080254 |
| Profit Factor | 2.8869 | 3.53 | 1.4665 | 1.2978 | 1.5869 | 0.7065 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Profitability (%) | 43.299 | 41.6667 | 44.898 | 43.299 | 41.6667 | 44.898 |
| Ratio Avg Win / Avg Loss | 3.7804 | 4.9421 | 1.7998 | 1.6995 | 2.2216 | 0.8671 |
| Largest Winning Trade | 400417 | 400417 | 46593 | 1887513 | 1887513 | 591547 |
| Largest Losing Trade | -43588 | -43588 | -14601 | -723411 | -723411 | -314561 |
| Avg Bars in Trades | 49 | 85 | 14 | 49 | 85 | 14 |
| Avg Bars in Winners | 70 | 123 | 22 | 70 | 123 | 22 |
| Avg Bars in Losers | 34 | 58 | 8 | 34 | 58 | 8 |
| Bars Traded | 4844 | 4112 | 732 | 4844 | 4112 | 732 |
| Profit Streak | 0 | 96.6059 | 0 | 0 | 96.6059 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 359092 | 405036 | -325388 | -51814 | -35245 | -582388 |
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1545523200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897145913,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 15,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
793132.8363612582,
732020.8713422177,
61111.965019041,
1329725.422235862,
1759903.601411704,
-430178.1791758424
],
[
793.132836,
732.020871,
61.111965,
1329.725422,
1759.903601,
-430.178179
],
[
0.317253,
0.292808,
0.024445,
0.106459,
0.116993,
0
],
[
198.680528,
198.680528,
198.680528,
198.680528,
198.680528,
198.680528
],
[
-156346,
-127029,
-44743,
-2108449,
-1490467,
-1080254
],
[
2.886879,
3.530037,
1.466472,
1.297832,
1.586878,
0.706549
],
[
97,
48,
49,
97,
48,
49
],
[
42,
20,
22,
42,
20,
22
],
[
55,
28,
27,
55,
28,
27
],
[
43.298969,
41.666667,
44.897959,
43.298969,
41.666667,
44.897959
],
[
3.780437,
4.942051,
1.799761,
1.699542,
2.221629,
0.867128
],
[
400417,
400417,
46593,
1887513,
1887513,
591547
],
[
-43588,
-43588,
-14601,
-723411,
-723411,
-314561
],
[
49,
85,
14,
49,
85,
14
],
[
70,
123,
22,
70,
123,
22
],
[
34,
58,
8,
34,
58,
8
],
[
4844,
4112,
732,
4844,
4112,
732
],
[
0,
96.605855,
0,
0,
96.605855,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359092,
405036,
-325388,
-51814,
-35245,
-582388
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1545523200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897145913,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 15,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|