Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124031.0374 | 73614.9271 | 50416.1103 | 141210.122 | 88027.5424 | 53182.5796 |
Total P&L (%) | 124.031 | 73.6149 | 50.4161 | 141.2101 | 88.0275 | 53.1826 |
Avg Daily Profit (%) | 0.4763 | 0.2827 | 0.1936 | 0.3387 | 0.2428 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34990 | -26515 | -27327 | -96903 | -70538 | -44962 |
Profit Factor | 1.6527 | 1.7623 | 1.5395 | 1.3958 | 1.4721 | 1.3122 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 43.2 | 36.5079 | 50 | 43.2 | 36.5079 | 50 |
Ratio Avg Win / Avg Loss | 2.173 | 3.0649 | 1.5395 | 1.8352 | 2.5602 | 1.3122 |
Largest Winning Trade | 83764 | 83764 | 17273 | 141694 | 141694 | 20609 |
Largest Losing Trade | -10314 | -6214 | -10314 | -19570 | -16867 | -19570 |
Avg Bars in Trades | 197 | 178 | 215 | 197 | 178 | 215 |
Avg Bars in Winners | 306 | 294 | 316 | 306 | 294 | 316 |
Avg Bars in Losers | 113 | 112 | 115 | 113 | 112 | 115 |
Bars Traded | 24625 | 11258 | 13367 | 24625 | 11258 | 13367 |
Profit Streak | 0 | 0 | 14.8656 | 0 | 0 | 14.8656 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338544 | -141931 | -145583 | 247619 | -143367 | -148152 |
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736403300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758801689567, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 143, "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": [ [ 124031.037402489, 73614.927120784, 50416.1102817048, 141210.1219647171, 88027.5423801853, 53182.5795845315 ], [ 124.031037, 73.614927, 50.41611, 141.210122, 88.027542, 53.18258 ], [ 0.476273, 0.282678, 0.193595, 0.338679, 0.242756, 0.163893 ], [ 10, 10, 10, 10, 10, 10 ], [ -34990, -26515, -27327, -96903, -70538, -44962 ], [ 1.652726, 1.762316, 1.539483, 1.395795, 1.472118, 1.312245 ], [ 125, 63, 62, 125, 63, 62 ], [ 54, 23, 31, 54, 23, 31 ], [ 71, 40, 31, 71, 40, 31 ], [ 43.2, 36.507937, 50, 43.2, 36.507937, 50 ], [ 2.173028, 3.064897, 1.539483, 1.835212, 2.560205, 1.312245 ], [ 83764, 83764, 17273, 141694, 141694, 20609 ], [ -10314, -6214, -10314, -19570, -16867, -19570 ], [ 197, 178, 215, 197, 178, 215 ], [ 306, 294, 316, 306, 294, 316 ], [ 113, 112, 115, 113, 112, 115 ], [ 24625, 11258, 13367, 24625, 11258, 13367 ], [ 0, 0, 14.86562, 0, 0, 14.86562 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338544, -141931, -145583, 247619, -143367, -148152 ] ] }
{ "trading_pair": "XLM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736403300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758801689567, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 143, "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) |
---|