| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 118039.3326 | 75301.3887 | 42737.9439 | 123423.2794 | 83920.2191 | 39503.0603 |
| Total P&L (%) | 118.0393 | 75.3014 | 42.7379 | 123.4233 | 83.9202 | 39.5031 |
| Avg Daily Profit (%) | 0.4533 | 0.2892 | 0.1641 | 0.3092 | 0.2343 | 0.1279 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41065 | -33908 | -15376 | -49507 | -36409 | -27771 |
| Profit Factor | 1.6539 | 1.8279 | 1.4771 | 1.5538 | 1.7288 | 1.3668 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
| Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
| Profitability (%) | 46.789 | 38.8889 | 54.5455 | 46.789 | 38.8889 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.8809 | 2.8725 | 1.2309 | 1.7671 | 2.7168 | 1.139 |
| Largest Winning Trade | 82953 | 82953 | 15992 | 104207 | 104207 | 21225 |
| Largest Losing Trade | -12548 | -8491 | -12548 | -14008 | -14008 | -11244 |
| Avg Bars in Trades | 226 | 203 | 249 | 226 | 203 | 249 |
| Avg Bars in Winners | 329 | 304 | 347 | 329 | 304 | 347 |
| Avg Bars in Losers | 136 | 140 | 132 | 136 | 140 | 132 |
| Bars Traded | 24727 | 11004 | 13723 | 24727 | 11004 | 13723 |
| Profit Streak | 18.0942 | 21.5421 | 18.0942 | 18.0942 | 21.5421 | 18.0942 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 435196 | -172453 | -173293 | 376963 | -173113 | -203816 |
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736450100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758860138705,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 178,
"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": [
[
118039.3326059019,
75301.3887248971,
42737.9438810048,
123423.2794388942,
83920.2191431097,
39503.0602957845
],
[
118.039333,
75.301389,
42.737944,
123.423279,
83.920219,
39.50306
],
[
0.453265,
0.289154,
0.164112,
0.30917,
0.234254,
0.12792
],
[
10,
10,
10,
10,
10,
10
],
[
-41065,
-33908,
-15376,
-49507,
-36409,
-27771
],
[
1.653853,
1.827945,
1.477097,
1.553841,
1.728849,
1.366757
],
[
109,
54,
55,
109,
54,
55
],
[
51,
21,
30,
51,
21,
30
],
[
58,
33,
25,
58,
33,
25
],
[
46.788991,
38.888889,
54.545455,
46.788991,
38.888889,
54.545455
],
[
1.880853,
2.872485,
1.230914,
1.767113,
2.716762,
1.138964
],
[
82953,
82953,
15992,
104207,
104207,
21225
],
[
-12548,
-8491,
-12548,
-14008,
-14008,
-11244
],
[
226,
203,
249,
226,
203,
249
],
[
329,
304,
347,
329,
304,
347
],
[
136,
140,
132,
136,
140,
132
],
[
24727,
11004,
13723,
24727,
11004,
13723
],
[
18.094198,
21.542115,
18.094198,
18.094198,
21.542115,
18.094198
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
435196,
-172453,
-173293,
376963,
-173113,
-203816
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736450100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758860138705,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 178,
"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) |
|---|