Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112401.8876 | 63580.2785 | 48821.6091 | 152011.388 | 104987.4819 | 47023.9061 |
Total P&L (%) | 112.4019 | 63.5803 | 48.8216 | 152.0114 | 104.9875 | 47.0239 |
Avg Daily Profit (%) | 0.4316 | 0.2441 | 0.1875 | 0.3556 | 0.276 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24627 | -9325 | -19425 | -39493 | -17957 | -46282 |
Profit Factor | 1.9872 | 2.9423 | 1.6018 | 1.6836 | 2.7664 | 1.2886 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 49.2754 | 45.7143 | 52.9412 | 49.2754 | 45.7143 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.0456 | 3.494 | 1.4238 | 1.7332 | 3.2851 | 1.1454 |
Largest Winning Trade | 45328 | 45328 | 18101 | 74615 | 74615 | 27452 |
Largest Losing Trade | -12376 | -4472 | -12376 | -32488 | -8459 | -32488 |
Avg Bars in Trades | 341 | 62 | 628 | 341 | 62 | 628 |
Avg Bars in Winners | 546 | 80 | 960 | 546 | 80 | 960 |
Avg Bars in Losers | 142 | 48 | 254 | 142 | 48 | 254 |
Bars Traded | 23561 | 2200 | 21361 | 23561 | 2200 | 21361 |
Profit Streak | 25.1803 | 25.1803 | 25.8157 | 25.1803 | 25.1803 | 25.8157 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93555 | 393768 | 270262 | -94790 | 396755 | 93681 |
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737472500000, "first_datapoint_time": 1737644400000, "last_datapoint_time": 1759971600000, "evaluation_time": 1759972777061, "expiration_time": 1766451600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 192, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 118, "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": [ [ 112401.8876329026, 63580.2785225658, 48821.6091103368, 152011.3879745262, 104987.4819238096, 47023.9060507165 ], [ 112.401888, 63.580279, 48.821609, 152.011388, 104.987482, 47.023906 ], [ 0.431618, 0.244145, 0.187473, 0.355559, 0.276004, 0.148111 ], [ 10, 10, 10, 10, 10, 10 ], [ -24627, -9325, -19425, -39493, -17957, -46282 ], [ 1.987169, 2.942303, 1.601782, 1.683635, 2.766391, 1.288629 ], [ 69, 35, 34, 69, 35, 34 ], [ 34, 16, 18, 34, 16, 18 ], [ 35, 19, 16, 35, 19, 16 ], [ 49.275362, 45.714286, 52.941176, 49.275362, 45.714286, 52.941176 ], [ 2.045615, 3.493984, 1.423806, 1.733153, 3.28509, 1.145448 ], [ 45328, 45328, 18101, 74615, 74615, 27452 ], [ -12376, -4472, -12376, -32488, -8459, -32488 ], [ 341, 62, 628, 341, 62, 628 ], [ 546, 80, 960, 546, 80, 960 ], [ 142, 48, 254, 142, 48, 254 ], [ 23561, 2200, 21361, 23561, 2200, 21361 ], [ 25.18029, 25.18029, 25.815707, 25.18029, 25.18029, 25.815707 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93555, 393768, 270262, -94790, 396755, 93681 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737472500000, "first_datapoint_time": 1737644400000, "last_datapoint_time": 1759971600000, "evaluation_time": 1759972777061, "expiration_time": 1766451600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 192, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 118, "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) |
---|