| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 112490.0727 | 64453.0221 | 48037.0506 | 138868.7419 | 78428.7701 | 60439.9718 |
| Total P&L (%) | 112.4901 | 64.453 | 48.0371 | 138.8687 | 78.4288 | 60.44 |
| Avg Daily Profit (%) | 0.432 | 0.2475 | 0.1845 | 0.3349 | 0.2226 | 0.1817 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36279 | -18113 | -23654 | -45998 | -22965 | -27863 |
| Profit Factor | 2.1469 | 2.5898 | 1.8349 | 1.9656 | 2.3487 | 1.7055 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Profitability (%) | 45.7627 | 40 | 51.7241 | 45.7627 | 40 | 51.7241 |
| Ratio Avg Win / Avg Loss | 2.5445 | 3.8848 | 1.7126 | 2.3296 | 3.523 | 1.5918 |
| Largest Winning Trade | 70488 | 70488 | 16642 | 83795 | 83795 | 19364 |
| Largest Losing Trade | -7750 | -5534 | -7750 | -12102 | -7271 | -12102 |
| Avg Bars in Trades | 399 | 122 | 686 | 399 | 122 | 686 |
| Avg Bars in Winners | 698 | 193 | 1101 | 698 | 193 | 1101 |
| Avg Bars in Losers | 148 | 75 | 241 | 148 | 75 | 241 |
| Bars Traded | 23590 | 3687 | 19903 | 23590 | 3687 | 19903 |
| Profit Streak | 6.2016 | 18.7016 | 0 | 6.2016 | 18.7016 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168161 | 299861 | 296457 | -169340 | 288754 | 317958 |
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737366300000,
"first_datapoint_time": 1737589500000,
"last_datapoint_time": 1759865400000,
"evaluation_time": 1759865714785,
"expiration_time": 1766345400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 249,
"offset": 164,
"scalar": 5
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 135,
"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": [
[
112490.0726525529,
64453.0220792404,
48037.0505733125,
138868.7418675391,
78428.7700620038,
60439.9718055353
],
[
112.490073,
64.453022,
48.037051,
138.868742,
78.42877,
60.439972
],
[
0.431956,
0.247496,
0.18446,
0.334921,
0.222588,
0.181698
],
[
10,
10,
10,
10,
10,
10
],
[
-36279,
-18113,
-23654,
-45998,
-22965,
-27863
],
[
2.146949,
2.589847,
1.834886,
1.965585,
2.348661,
1.705537
],
[
59,
30,
29,
59,
30,
29
],
[
27,
12,
15,
27,
12,
15
],
[
32,
18,
14,
32,
18,
14
],
[
45.762712,
40,
51.724138,
45.762712,
40,
51.724138
],
[
2.544532,
3.88477,
1.71256,
2.329582,
3.522992,
1.591834
],
[
70488,
70488,
16642,
83795,
83795,
19364
],
[
-7750,
-5534,
-7750,
-12102,
-7271,
-12102
],
[
399,
122,
686,
399,
122,
686
],
[
698,
193,
1101,
698,
193,
1101
],
[
148,
75,
241,
148,
75,
241
],
[
23590,
3687,
19903,
23590,
3687,
19903
],
[
6.20156,
18.70156,
0,
6.20156,
18.70156,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168161,
299861,
296457,
-169340,
288754,
317958
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737366300000,
"first_datapoint_time": 1737589500000,
"last_datapoint_time": 1759865400000,
"evaluation_time": 1759865714785,
"expiration_time": 1766345400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 249,
"offset": 164,
"scalar": 5
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 135,
"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) |
|---|