| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108826.1662 | 65828.1755 | 42997.9907 | 124527.4675 | 82450.6905 | 42076.777 |
| Total P&L (%) | 108.8262 | 65.8282 | 42.998 | 124.5275 | 82.4507 | 42.0768 |
| Avg Daily Profit (%) | 0.4179 | 0.2528 | 0.1651 | 0.3111 | 0.2312 | 0.1349 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34034 | -20705 | -24777 | -61202 | -39587 | -44625 |
| Profit Factor | 1.5185 | 1.6878 | 1.3766 | 1.3423 | 1.5031 | 1.2105 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
| Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
| Profitability (%) | 46.4052 | 40.2597 | 52.6316 | 46.4052 | 40.2597 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.7538 | 2.5044 | 1.239 | 1.5503 | 2.2304 | 1.0894 |
| Largest Winning Trade | 61452 | 61452 | 17148 | 87023 | 87023 | 17092 |
| Largest Losing Trade | -13094 | -5668 | -13094 | -21337 | -12392 | -21337 |
| Avg Bars in Trades | 158 | 109 | 207 | 158 | 109 | 207 |
| Avg Bars in Winners | 222 | 136 | 289 | 222 | 136 | 289 |
| Avg Bars in Losers | 101 | 90 | 115 | 101 | 90 | 115 |
| Bars Traded | 24175 | 8415 | 15760 | 24175 | 8415 | 15760 |
| Profit Streak | 2.4622 | 3.5456 | 0 | 2.4622 | 3.5456 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301363 | -36789 | -44593 | 229731 | -37457 | -65887 |
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737072000000,
"first_datapoint_time": 1737330300000,
"last_datapoint_time": 1759571100000,
"evaluation_time": 1759571435884,
"expiration_time": 1766051100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 110,
"offset": 178
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 193,
"offset": 0,
"scalar": 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": [
[
108826.166231383,
65828.1754977231,
42997.99073366,
124527.4674583535,
82450.6904882847,
42076.7769700689
],
[
108.826166,
65.828175,
42.997991,
124.527467,
82.45069,
42.076777
],
[
0.417887,
0.252777,
0.16511,
0.311069,
0.231167,
0.134949
],
[
10,
10,
10,
10,
10,
10
],
[
-34034,
-20705,
-24777,
-61202,
-39587,
-44625
],
[
1.518514,
1.687762,
1.376623,
1.342308,
1.503093,
1.210489
],
[
153,
77,
76,
153,
77,
76
],
[
71,
31,
40,
71,
31,
40
],
[
82,
46,
36,
82,
46,
36
],
[
46.405229,
40.25974,
52.631579,
46.405229,
40.25974,
52.631579
],
[
1.753777,
2.504421,
1.238961,
1.550272,
2.230395,
1.08944
],
[
61452,
61452,
17148,
87023,
87023,
17092
],
[
-13094,
-5668,
-13094,
-21337,
-12392,
-21337
],
[
158,
109,
207,
158,
109,
207
],
[
222,
136,
289,
222,
136,
289
],
[
101,
90,
115,
101,
90,
115
],
[
24175,
8415,
15760,
24175,
8415,
15760
],
[
2.462221,
3.545554,
0,
2.462221,
3.545554,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301363,
-36789,
-44593,
229731,
-37457,
-65887
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737072000000,
"first_datapoint_time": 1737330300000,
"last_datapoint_time": 1759571100000,
"evaluation_time": 1759571435884,
"expiration_time": 1766051100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 110,
"offset": 178
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 193,
"offset": 0,
"scalar": 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) |
|---|