Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141025.7882 | 77841.7259 | 63184.0623 | 172226.7938 | 95225.1081 | 77001.6857 |
Total P&L (%) | 141.0258 | 77.8417 | 63.1841 | 172.2268 | 95.2251 | 77.0017 |
Avg Daily Profit (%) | 0.5415 | 0.2989 | 0.2426 | 0.3853 | 0.2572 | 0.2195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26807 | -25286 | -13031 | -78112 | -64982 | -38971 |
Profit Factor | 1.8258 | 1.8186 | 1.8349 | 1.6014 | 1.6111 | 1.5899 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 47 | 15 | 32 | 47 | 15 | 32 |
Losing Trades | 64 | 40 | 24 | 64 | 40 | 24 |
Profitability (%) | 42.3423 | 27.2727 | 57.1429 | 42.3423 | 27.2727 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4862 | 4.8495 | 1.3762 | 2.1807 | 4.2962 | 1.1924 |
Largest Winning Trade | 93541 | 93541 | 13787 | 138996 | 138996 | 19207 |
Largest Losing Trade | -12130 | -8050 | -12130 | -24965 | -24965 | -24575 |
Avg Bars in Trades | 219 | 197 | 241 | 219 | 197 | 241 |
Avg Bars in Winners | 331 | 374 | 311 | 331 | 374 | 311 |
Avg Bars in Losers | 137 | 131 | 147 | 137 | 131 | 147 |
Bars Traded | 24378 | 10873 | 13505 | 24378 | 10873 | 13505 |
Profit Streak | 0 | 4.7164 | 0 | 0 | 4.7164 | 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 | 357327 | -189159 | -170623 | 293666 | -189916 | -170881 |
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736703900000, "first_datapoint_time": 1736901000000, "last_datapoint_time": 1759203000000, "evaluation_time": 1759203699376, "expiration_time": 1765683000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 173, "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": [ [ 141025.7881691163, 77841.7259094626, 63184.0622596537, 172226.7937968256, 95225.1080576035, 77001.6857392221 ], [ 141.025788, 77.841726, 63.184062, 172.226794, 95.225108, 77.001686 ], [ 0.541532, 0.298908, 0.242624, 0.385298, 0.257216, 0.219498 ], [ 10, 10, 10, 10, 10, 10 ], [ -26807, -25286, -13031, -78112, -64982, -38971 ], [ 1.825825, 1.81857, 1.834942, 1.601435, 1.611088, 1.589912 ], [ 111, 55, 56, 111, 55, 56 ], [ 47, 15, 32, 47, 15, 32 ], [ 64, 40, 24, 64, 40, 24 ], [ 42.342342, 27.272727, 57.142857, 42.342342, 27.272727, 57.142857 ], [ 2.48623, 4.849519, 1.376207, 2.180678, 4.296234, 1.192434 ], [ 93541, 93541, 13787, 138996, 138996, 19207 ], [ -12130, -8050, -12130, -24965, -24965, -24575 ], [ 219, 197, 241, 219, 197, 241 ], [ 331, 374, 311, 331, 374, 311 ], [ 137, 131, 147, 137, 131, 147 ], [ 24378, 10873, 13505, 24378, 10873, 13505 ], [ 0, 4.716428, 0, 0, 4.716428, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357327, -189159, -170623, 293666, -189916, -170881 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736703900000, "first_datapoint_time": 1736901000000, "last_datapoint_time": 1759203000000, "evaluation_time": 1759203699376, "expiration_time": 1765683000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 173, "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) |
---|