Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106507.6384 | 67826.6706 | 38680.9678 | 92700.0982 | 52572.6632 | 40127.4351 |
Total P&L (%) | 106.5076 | 67.8267 | 38.681 | 92.7001 | 52.5727 | 40.1274 |
Avg Daily Profit (%) | 0.409 | 0.2605 | 0.1485 | 0.2522 | 0.1624 | 0.1296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60108 | -39525 | -22857 | -60916 | -40598 | -22794 |
Profit Factor | 1.5587 | 1.6334 | 1.463 | 1.3956 | 1.3894 | 1.4039 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 42.2222 | 35.5556 | 48.8889 | 42.2222 | 35.5556 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.133 | 2.9606 | 1.5295 | 1.9097 | 2.5183 | 1.4677 |
Largest Winning Trade | 90445 | 90445 | 15215 | 94951 | 94951 | 17135 |
Largest Losing Trade | -12080 | -9559 | -12080 | -12446 | -12446 | -11462 |
Avg Bars in Trades | 272 | 268 | 277 | 272 | 268 | 277 |
Avg Bars in Winners | 406 | 427 | 390 | 406 | 427 | 390 |
Avg Bars in Losers | 175 | 180 | 168 | 175 | 180 | 168 |
Bars Traded | 24549 | 12071 | 12478 | 24549 | 12071 | 12478 |
Profit Streak | 18.6667 | 19.2917 | 18.6667 | 18.6667 | 19.2917 | 18.6667 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342923 | 187346 | 158157 | 258787 | 71901 | -22144 |
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736439300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758867302791, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 236, "offset": 0, "a": 0.75781 } }, "second_band": { "type": "vwma", "factors": { "length": 137, "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": [ [ 106507.6383681079, 67826.6705857551, 38680.9677823528, 92700.0982453195, 52572.66315962, 40127.4350856996 ], [ 106.507638, 67.826671, 38.680968, 92.700098, 52.572663, 40.127435 ], [ 0.408984, 0.260451, 0.148533, 0.252205, 0.162358, 0.129637 ], [ 10, 10, 10, 10, 10, 10 ], [ -60108, -39525, -22857, -60916, -40598, -22794 ], [ 1.558723, 1.633428, 1.462978, 1.395554, 1.389408, 1.403906 ], [ 90, 45, 45, 90, 45, 45 ], [ 38, 16, 22, 38, 16, 22 ], [ 52, 29, 23, 52, 29, 23 ], [ 42.222222, 35.555556, 48.888889, 42.222222, 35.555556, 48.888889 ], [ 2.132989, 2.960588, 1.529477, 1.909705, 2.518302, 1.46772 ], [ 90445, 90445, 15215, 94951, 94951, 17135 ], [ -12080, -9559, -12080, -12446, -12446, -11462 ], [ 272, 268, 277, 272, 268, 277 ], [ 406, 427, 390, 406, 427, 390 ], [ 175, 180, 168, 175, 180, 168 ], [ 24549, 12071, 12478, 24549, 12071, 12478 ], [ 18.666699, 19.291699, 18.666699, 18.666699, 19.291699, 18.666699 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342923, 187346, 158157, 258787, 71901, -22144 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736439300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758867302791, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 236, "offset": 0, "a": 0.75781 } }, "second_band": { "type": "vwma", "factors": { "length": 137, "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) |
---|