Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136318.0723 | 78914.7569 | 57403.3154 | 176697.3052 | 104081.6093 | 72615.6959 |
Total P&L (%) | 136.3181 | 78.9148 | 57.4033 | 176.6973 | 104.0816 | 72.6157 |
Avg Daily Profit (%) | 0.5235 | 0.303 | 0.2204 | 0.3916 | 0.2743 | 0.2098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28840 | -20337 | -21522 | -55662 | -51347 | -47817 |
Profit Factor | 1.8924 | 1.943 | 1.8311 | 1.6321 | 1.6569 | 1.5996 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 46.4286 | 35.7143 | 57.1429 | 46.4286 | 35.7143 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.1836 | 3.4974 | 1.3733 | 1.8832 | 2.9824 | 1.1997 |
Largest Winning Trade | 79011 | 79011 | 13041 | 128600 | 128600 | 16575 |
Largest Losing Trade | -12184 | -12184 | -11504 | -22254 | -20442 | -22254 |
Avg Bars in Trades | 292 | 294 | 289 | 292 | 294 | 289 |
Avg Bars in Winners | 375 | 415 | 350 | 375 | 415 | 350 |
Avg Bars in Losers | 219 | 227 | 208 | 219 | 227 | 208 |
Bars Traded | 24531 | 12378 | 12152 | 24531 | 12378 | 12152 |
Profit Streak | 14.6196 | 19.0258 | 14.6196 | 14.6196 | 19.0258 | 14.6196 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466900 | 243230 | 358797 | 408234 | 214510 | 369628 |
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{ "first_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.80107 } }, "second_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 3.24229 } } }
{ "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": [ [ 136318.0723000017, 78914.7569274376, 57403.3153725641, 176697.3052418233, 104081.6093360985, 72615.6959057248 ], [ 136.318072, 78.914757, 57.403315, 176.697305, 104.081609, 72.615696 ], [ 0.523455, 0.303029, 0.220426, 0.391577, 0.274298, 0.209842 ], [ 10, 10, 10, 10, 10, 10 ], [ -28840, -20337, -21522, -55662, -51347, -47817 ], [ 1.892424, 1.943016, 1.831125, 1.632063, 1.65687, 1.599606 ], [ 84, 42, 42, 84, 42, 42 ], [ 39, 15, 24, 39, 15, 24 ], [ 45, 27, 18, 45, 27, 18 ], [ 46.428571, 35.714286, 57.142857, 46.428571, 35.714286, 57.142857 ], [ 2.183566, 3.497428, 1.373344, 1.88315, 2.982366, 1.199705 ], [ 79011, 79011, 13041, 128600, 128600, 16575 ], [ -12184, -12184, -11504, -22254, -20442, -22254 ], [ 292, 294, 289, 292, 294, 289 ], [ 375, 415, 350, 375, 415, 350 ], [ 219, 227, 208, 219, 227, 208 ], [ 24531, 12378, 12152, 24531, 12378, 12152 ], [ 14.619562, 19.025812, 14.619562, 14.619562, 19.025812, 14.619562 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466900, 243230, 358797, 408234, 214510, 369628 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758835330139, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.80107 } }, "second_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 3.24229 } } }
# | 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) |
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