Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277327.0376 | 218736.8018 | 58590.2358 | 406806.4865 | 284044.0045 | 122762.482 |
Total P&L (%) | 277.327 | 218.7368 | 58.5902 | 406.8065 | 284.044 | 122.7625 |
Avg Daily Profit (%) | 0.1849 | 0.1458 | 0.0391 | 0.1083 | 0.0897 | 0.0534 |
Buy And Hold Return (%) | 69.523 | 69.523 | 69.523 | 69.523 | 69.523 | 69.523 |
Max Trade Drawdown | -154806 | -96809 | -59806 | -1009859 | -689663 | -320195 |
Profit Factor | 1.6257 | 1.9054 | 1.2906 | 1.1468 | 1.1739 | 1.1078 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 50.7246 | 52.1739 | 49.2754 | 50.7246 | 52.1739 | 49.2754 |
Ratio Avg Win / Avg Loss | 1.5792 | 1.7466 | 1.3285 | 1.114 | 1.0761 | 1.1404 |
Largest Winning Trade | 66108 | 66108 | 37110 | 372708 | 372708 | 225356 |
Largest Losing Trade | -33623 | -33623 | -23204 | -256722 | -256722 | -121893 |
Avg Bars in Trades | 125 | 143 | 107 | 125 | 143 | 107 |
Avg Bars in Winners | 143 | 182 | 102 | 143 | 182 | 102 |
Avg Bars in Losers | 107 | 101 | 112 | 107 | 101 | 112 |
Bars Traded | 17354 | 9933 | 7421 | 17354 | 9933 | 7421 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316697 | -99135 | -408717 | -107832 | -205883 | -334188 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580335200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758868788837, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "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": [ [ 277327.0375577842, 218736.8017612948, 58590.2357964894, 406806.4865371264, 284044.0045454198, 122762.4819917069 ], [ 277.327038, 218.736802, 58.590236, 406.806487, 284.044005, 122.762482 ], [ 0.184885, 0.145825, 0.03906, 0.108256, 0.089746, 0.05341 ], [ 69.522993, 69.522993, 69.522993, 69.522993, 69.522993, 69.522993 ], [ -154806, -96809, -59806, -1009859, -689663, -320195 ], [ 1.625694, 1.90536, 1.290584, 1.146787, 1.173939, 1.107838 ], [ 138, 69, 69, 138, 69, 69 ], [ 70, 36, 34, 70, 36, 34 ], [ 68, 33, 35, 68, 33, 35 ], [ 50.724638, 52.173913, 49.275362, 50.724638, 52.173913, 49.275362 ], [ 1.579246, 1.74658, 1.328543, 1.114022, 1.076111, 1.140421 ], [ 66108, 66108, 37110, 372708, 372708, 225356 ], [ -33623, -33623, -23204, -256722, -256722, -121893 ], [ 125, 143, 107, 125, 143, 107 ], [ 143, 182, 102, 143, 182, 102 ], [ 107, 101, 112, 107, 101, 112 ], [ 17354, 9933, 7421, 17354, 9933, 7421 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316697, -99135, -408717, -107832, -205883, -334188 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580335200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758868788837, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 85, "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) |
---|