Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24780.2848 | 947.4064 | 23832.8784 | 26232.5878 | 1169.2607 | 25063.3271 |
Total P&L (%) | 24.7803 | 0.9474 | 23.8329 | 26.2326 | 1.1693 | 25.0633 |
Avg Daily Profit (%) | 0.4758 | 0.0182 | 0.4576 | 0.4483 | 0.0223 | 0.4304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19338 | -6657 | -14744 | -24062 | -7674 | -18715 |
Profit Factor | 1.6486 | 1.0602 | 2.0608 | 1.5725 | 1.0641 | 1.9086 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Profitability (%) | 57.1429 | 43.75 | 70.9677 | 57.1429 | 43.75 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.2364 | 1.3631 | 0.843 | 1.1794 | 1.3682 | 0.7808 |
Largest Winning Trade | 5604 | 3294 | 5604 | 6504 | 4183 | 6504 |
Largest Losing Trade | -6620 | -2831 | -6620 | -8402 | -3100 | -8402 |
Avg Bars in Trades | 366 | 92 | 650 | 366 | 92 | 650 |
Avg Bars in Winners | 383 | 124 | 547 | 383 | 124 | 547 |
Avg Bars in Losers | 345 | 67 | 901 | 345 | 67 | 901 |
Bars Traded | 23116 | 2953 | 20163 | 23116 | 2953 | 20163 |
Profit Streak | 9.2882 | 9.2882 | 12.1319 | 9.2882 | 9.2882 | 12.1319 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142170 | -491060 | 318779 | -142411 | -481232 | 328034 |
{ "trading_pair": "XLM_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754590860000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759323116913, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "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": [ [ 24780.2847536214, 947.4063707255, 23832.8783828959, 26232.5877908896, 1169.2607050913, 25063.3270857983 ], [ 24.780285, 0.947406, 23.832878, 26.232588, 1.169261, 25.063327 ], [ 0.475812, 0.018191, 0.457621, 0.448306, 0.022323, 0.430359 ], [ 10, 10, 10, 10, 10, 10 ], [ -19338, -6657, -14744, -24062, -7674, -18715 ], [ 1.648585, 1.060194, 2.060774, 1.572528, 1.06412, 1.908639 ], [ 63, 32, 31, 63, 32, 31 ], [ 36, 14, 22, 36, 14, 22 ], [ 27, 18, 9, 27, 18, 9 ], [ 57.142857, 43.75, 70.967742, 57.142857, 43.75, 70.967742 ], [ 1.236439, 1.363107, 0.843044, 1.179396, 1.368154, 0.780807 ], [ 5604, 3294, 5604, 6504, 4183, 6504 ], [ -6620, -2831, -6620, -8402, -3100, -8402 ], [ 366, 92, 650, 366, 92, 650 ], [ 383, 124, 547, 383, 124, 547 ], [ 345, 67, 901, 345, 67, 901 ], [ 23116, 2953, 20163, 23116, 2953, 20163 ], [ 9.288159, 9.288159, 12.131909, 9.288159, 9.288159, 12.131909 ], [ 6, 3, 5, 6, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142170, -491060, 318779, -142411, -481232, 328034 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754590860000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759323116913, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "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) |
---|