| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 305316.8869 | 234109.2335 | 71207.6534 | 673192.6163 | 441835.1651 | 231357.4511 |
| Total P&L (%) | 305.3169 | 234.1092 | 71.2077 | 673.1926 | 441.8352 | 231.3575 |
| Avg Daily Profit (%) | 0.1693 | 0.1298 | 0.0395 | 0.1135 | 0.0938 | 0.0665 |
| Buy And Hold Return (%) | 78.0678 | 78.0678 | 78.0678 | 78.0678 | 78.0678 | 78.0678 |
| Max Trade Drawdown | -94141 | -52500 | -111079 | -230815 | -125661 | -175914 |
| Profit Factor | 1.7568 | 2.346 | 1.3102 | 1.6339 | 1.8762 | 1.4149 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Profitability (%) | 57.7982 | 59.2593 | 56.3636 | 57.7982 | 59.2593 | 56.3636 |
| Ratio Avg Win / Avg Loss | 1.2827 | 1.6129 | 1.0144 | 1.193 | 1.2899 | 1.0954 |
| Largest Winning Trade | 47825 | 47825 | 43486 | 151720 | 110167 | 151720 |
| Largest Losing Trade | -24855 | -24757 | -24855 | -73846 | -73846 | -61574 |
| Avg Bars in Trades | 64 | 58 | 69 | 64 | 58 | 69 |
| Avg Bars in Winners | 58 | 56 | 61 | 58 | 56 | 61 |
| Avg Bars in Losers | 71 | 62 | 81 | 71 | 62 | 81 |
| Bars Traded | 7008 | 3170 | 3838 | 7008 | 3170 | 3838 |
| Profit Streak | 630.6963 | 630.6963 | 639.1963 | 630.6963 | 630.6963 | 639.1963 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357955 | -196222 | -483676 | -36399 | -244126 | -284437 |
{
"trading_pair": "XMR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7212,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1556928000000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758861756981,
"expiration_time": 1713060576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 201,
"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": [
[
305316.8869333298,
234109.233549392,
71207.6533839377,
673192.6162521091,
441835.1651023757,
231357.4511497335
],
[
305.316887,
234.109234,
71.207653,
673.192616,
441.835165,
231.357451
],
[
0.169338,
0.129844,
0.039494,
0.113506,
0.093765,
0.066468
],
[
78.067807,
78.067807,
78.067807,
78.067807,
78.067807,
78.067807
],
[
-94141,
-52500,
-111079,
-230815,
-125661,
-175914
],
[
1.756762,
2.346047,
1.310235,
1.633926,
1.876184,
1.414864
],
[
109,
54,
55,
109,
54,
55
],
[
63,
32,
31,
63,
32,
31
],
[
46,
22,
24,
46,
22,
24
],
[
57.798165,
59.259259,
56.363636,
57.798165,
59.259259,
56.363636
],
[
1.282715,
1.612907,
1.014375,
1.193025,
1.289877,
1.095379
],
[
47825,
47825,
43486,
151720,
110167,
151720
],
[
-24855,
-24757,
-24855,
-73846,
-73846,
-61574
],
[
64,
58,
69,
64,
58,
69
],
[
58,
56,
61,
58,
56,
61
],
[
71,
62,
81,
71,
62,
81
],
[
7008,
3170,
3838,
7008,
3170,
3838
],
[
630.696261,
630.696261,
639.196261,
630.696261,
630.696261,
639.196261
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357955,
-196222,
-483676,
-36399,
-244126,
-284437
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7212,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1556928000000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758861756981,
"expiration_time": 1713060576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 201,
"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) |
|---|