Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352451.4587 | 276287.9426 | 76163.5161 | 938893.9715 | 608717.7205 | 330176.251 |
Total P&L (%) | 352.4515 | 276.2879 | 76.1635 | 938.894 | 608.7177 | 330.1763 |
Avg Daily Profit (%) | 0.1955 | 0.1532 | 0.0422 | 0.1299 | 0.1087 | 0.081 |
Buy And Hold Return (%) | 81.5262 | 81.5262 | 81.5262 | 81.5262 | 81.5262 | 81.5262 |
Max Trade Drawdown | -91521 | -69633 | -55625 | -821604 | -412581 | -458406 |
Profit Factor | 1.4384 | 1.6742 | 1.1932 | 1.2117 | 1.2437 | 1.1705 |
Total Trades | 359 | 180 | 179 | 359 | 180 | 179 |
Winning Trades | 190 | 101 | 89 | 190 | 101 | 89 |
Losing Trades | 169 | 79 | 90 | 169 | 79 | 90 |
Profitability (%) | 52.9248 | 56.1111 | 49.7207 | 52.9248 | 56.1111 | 49.7207 |
Ratio Avg Win / Avg Loss | 1.2794 | 1.3095 | 1.2067 | 1.0778 | 0.9728 | 1.1837 |
Largest Winning Trade | 52476 | 43656 | 52476 | 340544 | 340544 | 170430 |
Largest Losing Trade | -23439 | -22516 | -23439 | -344849 | -344849 | -137308 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 6944 | 3620 | 3325 | 6944 | 3620 | 3325 |
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 | 327995 | 287045 | -309668 | -17099 | -47963 | -119468 |
{ "trading_pair": "XMR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7212, "evaluation_days": 1803, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759501316485, "expiration_time": 1713060576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 352451.4587344647, 276287.9426257949, 76163.51610867, 938893.971510482, 608717.720519789, 330176.2509906928 ], [ 352.451459, 276.287943, 76.163516, 938.893972, 608.717721, 330.176251 ], [ 0.195481, 0.153238, 0.042243, 0.129909, 0.108672, 0.080955 ], [ 81.526227, 81.526227, 81.526227, 81.526227, 81.526227, 81.526227 ], [ -91521, -69633, -55625, -821604, -412581, -458406 ], [ 1.438406, 1.674195, 1.193243, 1.211713, 1.243658, 1.170502 ], [ 359, 180, 179, 359, 180, 179 ], [ 190, 101, 89, 190, 101, 89 ], [ 169, 79, 90, 169, 79, 90 ], [ 52.924791, 56.111111, 49.72067, 52.924791, 56.111111, 49.72067 ], [ 1.279424, 1.309519, 1.20665, 1.077787, 0.972762, 1.183654 ], [ 52476, 43656, 52476, 340544, 340544, 170430 ], [ -23439, -22516, -23439, -344849, -344849, -137308 ], [ 19, 20, 18, 19, 20, 18 ], [ 21, 21, 21, 21, 21, 21 ], [ 16, 17, 15, 16, 17, 15 ], [ 6944, 3620, 3325, 6944, 3620, 3325 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327995, 287045, -309668, -17099, -47963, -119468 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7212, "evaluation_days": 1803, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759501316485, "expiration_time": 1713060576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|