| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 79208.3876 | 35566.3643 | 43642.0233 | 87117.3563 | 38272.1594 | 48845.1969 |
| Total P&L (%) | 79.2084 | 35.5664 | 43.642 | 87.1174 | 38.2722 | 48.8452 |
| Avg Daily Profit (%) | 0.3042 | 0.1366 | 0.1676 | 0.2409 | 0.1245 | 0.1528 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41266 | -26167 | -38570 | -52142 | -32637 | -53873 |
| Profit Factor | 1.3986 | 1.4566 | 1.3613 | 1.3172 | 1.3563 | 1.292 |
| Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
| Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
| Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
| Profitability (%) | 47.6821 | 43.4211 | 52 | 47.6821 | 43.4211 | 52 |
| Ratio Avg Win / Avg Loss | 1.5346 | 1.898 | 1.2566 | 1.4452 | 1.7673 | 1.1927 |
| Largest Winning Trade | 20646 | 20646 | 17244 | 23966 | 23966 | 22385 |
| Largest Losing Trade | -8821 | -4390 | -8821 | -13571 | -6842 | -13571 |
| Avg Bars in Trades | 162 | 66 | 259 | 162 | 66 | 259 |
| Avg Bars in Winners | 239 | 74 | 379 | 239 | 74 | 379 |
| Avg Bars in Losers | 92 | 60 | 129 | 92 | 60 | 129 |
| Bars Traded | 24500 | 5045 | 19455 | 24500 | 5045 | 19455 |
| Profit Streak | 3.7735 | 3.7735 | 10.8256 | 3.7735 | 3.7735 | 10.8256 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317969 | -64737 | -51095 | 240578 | -81468 | -51181 |
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736623800000,
"first_datapoint_time": 1736755200000,
"last_datapoint_time": 1759122900000,
"evaluation_time": 1759123134522,
"expiration_time": 1765602900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 58,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 147,
"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": [
[
79208.3876474698,
35566.3643402226,
43642.0233072473,
87117.3563183737,
38272.159401634,
48845.1969167397
],
[
79.208388,
35.566364,
43.642023,
87.117356,
38.272159,
48.845197
],
[
0.304156,
0.136573,
0.167583,
0.240888,
0.124512,
0.152846
],
[
10,
10,
10,
10,
10,
10
],
[
-41266,
-26167,
-38570,
-52142,
-32637,
-53873
],
[
1.398649,
1.456604,
1.361279,
1.317175,
1.356301,
1.292047
],
[
151,
76,
75,
151,
76,
75
],
[
72,
33,
39,
72,
33,
39
],
[
79,
43,
36,
79,
43,
36
],
[
47.682119,
43.421053,
52,
47.682119,
43.421053,
52
],
[
1.534629,
1.897999,
1.256565,
1.445234,
1.767301,
1.192659
],
[
20646,
20646,
17244,
23966,
23966,
22385
],
[
-8821,
-4390,
-8821,
-13571,
-6842,
-13571
],
[
162,
66,
259,
162,
66,
259
],
[
239,
74,
379,
239,
74,
379
],
[
92,
60,
129,
92,
60,
129
],
[
24500,
5045,
19455,
24500,
5045,
19455
],
[
3.773548,
3.773548,
10.825631,
3.773548,
3.773548,
10.825631
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317969,
-64737,
-51095,
240578,
-81468,
-51181
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736623800000,
"first_datapoint_time": 1736755200000,
"last_datapoint_time": 1759122900000,
"evaluation_time": 1759123134522,
"expiration_time": 1765602900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 58,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 147,
"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) |
|---|