Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274461.4712 | 230715.8041 | 43745.6672 | 330356.2676 | 238959.5005 | 91396.767 |
Total P&L (%) | 274.4615 | 230.7158 | 43.7457 | 330.3563 | 238.9595 | 91.3968 |
Avg Daily Profit (%) | 0.183 | 0.1538 | 0.0292 | 0.0973 | 0.0814 | 0.0433 |
Buy And Hold Return (%) | 99.1945 | 99.1945 | 99.1945 | 99.1945 | 99.1945 | 99.1945 |
Max Trade Drawdown | -111664 | -79112 | -64513 | -330629 | -282999 | -188985 |
Profit Factor | 1.1851 | 1.3451 | 1.0537 | 1.0998 | 1.1532 | 1.0522 |
Total Trades | 1449 | 724 | 725 | 1449 | 724 | 725 |
Winning Trades | 1076 | 558 | 518 | 1076 | 558 | 518 |
Losing Trades | 373 | 166 | 207 | 373 | 166 | 207 |
Profitability (%) | 74.2581 | 77.0718 | 71.4483 | 74.2581 | 77.0718 | 71.4483 |
Ratio Avg Win / Avg Loss | 0.4108 | 0.4002 | 0.4211 | 0.3812 | 0.3431 | 0.4205 |
Largest Winning Trade | 12612 | 11556 | 12612 | 40561 | 27515 | 40561 |
Largest Losing Trade | -40595 | -40595 | -37063 | -116211 | -116211 | -102117 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 29 | 27 | 30 | 29 | 27 | 30 |
Bars Traded | 17955 | 8224 | 9731 | 17955 | 8224 | 9731 |
Profit Streak | 593.8623 | 0 | 597.4456 | 593.8623 | 0 | 597.4456 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3453 | 310784 | -474762 | -167274 | -134653 | -457607 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1578729600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759588902327, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } } }
{ "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": [ [ 274461.471247149, 230715.8040738644, 43745.6671732845, 330356.2675892159, 238959.5005441541, 91396.7670450624 ], [ 274.461471, 230.715804, 43.745667, 330.356268, 238.959501, 91.396767 ], [ 0.182974, 0.153811, 0.029164, 0.097344, 0.081414, 0.043288 ], [ 99.194496, 99.194496, 99.194496, 99.194496, 99.194496, 99.194496 ], [ -111664, -79112, -64513, -330629, -282999, -188985 ], [ 1.185083, 1.345091, 1.053719, 1.099781, 1.153206, 1.052194 ], [ 1449, 724, 725, 1449, 724, 725 ], [ 1076, 558, 518, 1076, 558, 518 ], [ 373, 166, 207, 373, 166, 207 ], [ 74.258109, 77.071823, 71.448276, 74.258109, 77.071823, 71.448276 ], [ 0.410814, 0.400152, 0.421081, 0.381244, 0.343068, 0.420471 ], [ 12612, 11556, 12612, 40561, 27515, 40561 ], [ -40595, -40595, -37063, -116211, -116211, -102117 ], [ 12, 11, 13, 12, 11, 13 ], [ 6, 6, 6, 6, 6, 6 ], [ 29, 27, 30, 29, 27, 30 ], [ 17955, 8224, 9731, 17955, 8224, 9731 ], [ 593.862295, 0, 597.445628, 593.862295, 0, 597.445629 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -3453, 310784, -474762, -167274, -134653, -457607 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1578729600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759588902327, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } } }
# | 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) |
---|