| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 81977.0498 | 49727.1966 | 32249.8532 | 73769.342 | 34995.1017 | 38774.2403 |
| Total P&L (%) | 81.9771 | 49.7272 | 32.2499 | 73.7693 | 34.9951 | 38.7742 |
| Avg Daily Profit (%) | 0.3148 | 0.191 | 0.1238 | 0.2124 | 0.1153 | 0.1259 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48037 | -44481 | -22883 | -54359 | -52578 | -20032 |
| Profit Factor | 1.3327 | 1.3489 | 1.3104 | 1.2637 | 1.2056 | 1.3543 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
| Profitability (%) | 46.2687 | 44.7761 | 47.7612 | 46.2687 | 44.7761 | 47.7612 |
| Ratio Avg Win / Avg Loss | 1.5477 | 1.6637 | 1.4333 | 1.4676 | 1.4868 | 1.4812 |
| Largest Winning Trade | 49354 | 49354 | 9895 | 52581 | 52581 | 10787 |
| Largest Losing Trade | -12499 | -12499 | -8541 | -14975 | -14975 | -11300 |
| Avg Bars in Trades | 183 | 184 | 181 | 183 | 184 | 181 |
| Avg Bars in Winners | 253 | 237 | 267 | 253 | 237 | 267 |
| Avg Bars in Losers | 122 | 142 | 102 | 122 | 142 | 102 |
| Bars Traded | 24553 | 12392 | 12161 | 24553 | 12392 | 12161 |
| Profit Streak | 13.5657 | 13.5657 | 14.5657 | 13.5657 | 13.5657 | 14.5657 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324177 | -112103 | -148602 | 237501 | -162028 | -144997 |
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736367300000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758979177814,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.73716
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 156,
"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": [
[
81977.0498309425,
49727.1965926836,
32249.8532382589,
73769.3420331874,
34995.1017410166,
38774.2402921708
],
[
81.97705,
49.727197,
32.249853,
73.769342,
34.995102,
38.77424
],
[
0.314788,
0.19095,
0.123838,
0.212405,
0.115291,
0.125906
],
[
10,
10,
10,
10,
10,
10
],
[
-48037,
-44481,
-22883,
-54359,
-52578,
-20032
],
[
1.332715,
1.348947,
1.310448,
1.263741,
1.20555,
1.354257
],
[
134,
67,
67,
134,
67,
67
],
[
62,
30,
32,
62,
30,
32
],
[
72,
37,
35,
72,
37,
35
],
[
46.268657,
44.776119,
47.761194,
46.268657,
44.776119,
47.761194
],
[
1.547669,
1.663702,
1.433302,
1.467571,
1.486845,
1.481218
],
[
49354,
49354,
9895,
52581,
52581,
10787
],
[
-12499,
-12499,
-8541,
-14975,
-14975,
-11300
],
[
183,
184,
181,
183,
184,
181
],
[
253,
237,
267,
253,
237,
267
],
[
122,
142,
102,
122,
142,
102
],
[
24553,
12392,
12161,
24553,
12392,
12161
],
[
13.565715,
13.565715,
14.565715,
13.565715,
13.565715,
14.565715
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324177,
-112103,
-148602,
237501,
-162028,
-144997
]
]
}
{
"trading_pair": "XLM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736367300000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758979177814,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.73716
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 156,
"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) |
|---|