| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 133775.1864 | 74182.4809 | 59592.7054 | 189402.5427 | 117341.3601 | 72061.1826 |
| Total P&L (%) | 133.7752 | 74.1825 | 59.5927 | 189.4025 | 117.3414 | 72.0612 |
| Avg Daily Profit (%) | 0.5137 | 0.2849 | 0.2288 | 0.4089 | 0.2985 | 0.2086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -54278 | -22095 | -38913 | -93459 | -57031 | -65216 |
| Profit Factor | 1.3782 | 1.4097 | 1.3451 | 1.2942 | 1.357 | 1.2287 |
| Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
| Winning Trades | 152 | 70 | 82 | 152 | 70 | 82 |
| Losing Trades | 172 | 92 | 80 | 172 | 92 | 80 |
| Profitability (%) | 46.9136 | 43.2099 | 50.6173 | 46.9136 | 43.2099 | 50.6173 |
| Ratio Avg Win / Avg Loss | 1.5595 | 1.8528 | 1.3123 | 1.4645 | 1.7835 | 1.1988 |
| Largest Winning Trade | 28916 | 24908 | 28916 | 57253 | 57253 | 28164 |
| Largest Losing Trade | -11571 | -7712 | -11571 | -22867 | -22867 | -21268 |
| Avg Bars in Trades | 76 | 71 | 81 | 76 | 71 | 81 |
| Avg Bars in Winners | 104 | 93 | 114 | 104 | 93 | 114 |
| Avg Bars in Losers | 51 | 53 | 48 | 51 | 53 | 48 |
| Bars Traded | 24747 | 11535 | 13212 | 24747 | 11535 | 13212 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398642 | 232880 | 234392 | 307923 | 225489 | 227544 |
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736610300000,
"first_datapoint_time": 1736750700000,
"last_datapoint_time": 1759109400000,
"evaluation_time": 1759109916341,
"expiration_time": 1765589400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 67,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
133775.186374293,
74182.4809392452,
59592.7054350478,
189402.5427359502,
117341.3601319965,
72061.1826039537
],
[
133.775186,
74.182481,
59.592705,
189.402543,
117.34136,
72.061183
],
[
0.51369,
0.284857,
0.228833,
0.408885,
0.29854,
0.208604
],
[
10,
10,
10,
10,
10,
10
],
[
-54278,
-22095,
-38913,
-93459,
-57031,
-65216
],
[
1.378182,
1.409724,
1.345111,
1.294221,
1.356985,
1.228736
],
[
324,
162,
162,
324,
162,
162
],
[
152,
70,
82,
152,
70,
82
],
[
172,
92,
80,
172,
92,
80
],
[
46.91358,
43.209877,
50.617284,
46.91358,
43.209877,
50.617284
],
[
1.559522,
1.85278,
1.312303,
1.464513,
1.783466,
1.198767
],
[
28916,
24908,
28916,
57253,
57253,
28164
],
[
-11571,
-7712,
-11571,
-22867,
-22867,
-21268
],
[
76,
71,
81,
76,
71,
81
],
[
104,
93,
114,
104,
93,
114
],
[
51,
53,
48,
51,
53,
48
],
[
24747,
11535,
13212,
24747,
11535,
13212
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398642,
232880,
234392,
307923,
225489,
227544
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736610300000,
"first_datapoint_time": 1736750700000,
"last_datapoint_time": 1759109400000,
"evaluation_time": 1759109916341,
"expiration_time": 1765589400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 67,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|