Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99094.312 | 59631.1816 | 39463.1304 | 98537.0433 | 72826.7318 | 25710.3115 |
Total P&L (%) | 99.0943 | 59.6312 | 39.4631 | 98.537 | 72.8267 | 25.7103 |
Avg Daily Profit (%) | 0.3805 | 0.229 | 0.1515 | 0.2637 | 0.2103 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52025 | -39473 | -29176 | -75422 | -66832 | -32659 |
Profit Factor | 1.3359 | 1.4168 | 1.2597 | 1.2551 | 1.386 | 1.1301 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 48 | 42 | 54 | 48 | 42 | 54 |
Ratio Avg Win / Avg Loss | 1.4472 | 1.9566 | 1.073 | 1.3597 | 1.914 | 0.9627 |
Largest Winning Trade | 36778 | 36778 | 30066 | 49010 | 49010 | 27452 |
Largest Losing Trade | -18902 | -8636 | -18902 | -23957 | -20445 | -23957 |
Avg Bars in Trades | 122 | 108 | 136 | 122 | 108 | 136 |
Avg Bars in Winners | 159 | 142 | 172 | 159 | 142 | 172 |
Avg Bars in Losers | 88 | 84 | 94 | 88 | 84 | 94 |
Bars Traded | 24542 | 10887 | 13655 | 24542 | 10887 | 13655 |
Profit Streak | 0 | 19.9927 | 0 | 0 | 19.9927 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300270 | 209119 | 129949 | 246558 | 221468 | -159294 |
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736429400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758893668528, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 168, "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": [ [ 99094.3120095494, 59631.1816341532, 39463.1303753961, 98537.0432990883, 72826.7318214762, 25710.3114776121 ], [ 99.094312, 59.631182, 39.46313, 98.537043, 72.826732, 25.710311 ], [ 0.380517, 0.228981, 0.151536, 0.263693, 0.210312, 0.087901 ], [ 10, 10, 10, 10, 10, 10 ], [ -52025, -39473, -29176, -75422, -66832, -32659 ], [ 1.335875, 1.416836, 1.259665, 1.255121, 1.385965, 1.130147 ], [ 200, 100, 100, 200, 100, 100 ], [ 96, 42, 54, 96, 42, 54 ], [ 104, 58, 46, 104, 58, 46 ], [ 48, 42, 54, 48, 42, 54 ], [ 1.447198, 1.956584, 1.073048, 1.359715, 1.913952, 0.962717 ], [ 36778, 36778, 30066, 49010, 49010, 27452 ], [ -18902, -8636, -18902, -23957, -20445, -23957 ], [ 122, 108, 136, 122, 108, 136 ], [ 159, 142, 172, 159, 142, 172 ], [ 88, 84, 94, 88, 84, 94 ], [ 24542, 10887, 13655, 24542, 10887, 13655 ], [ 0, 19.992691, 0, 0, 19.992691, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300270, 209119, 129949, 246558, 221468, -159294 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736429400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758893668528, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 168, "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) |
---|