| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 366183.1677 | 294751.8401 | 71431.3275 | 777469.6035 | 507643.8635 | 269825.74 |
| Total P&L (%) | 366.1832 | 294.7518 | 71.4313 | 777.4696 | 507.6439 | 269.8257 |
| Avg Daily Profit (%) | 0.2031 | 0.1634 | 0.0396 | 0.1205 | 0.1001 | 0.0726 |
| Buy And Hold Return (%) | 68.4405 | 68.4405 | 68.4405 | 68.4405 | 68.4405 | 68.4405 |
| Max Trade Drawdown | -85762 | -57696 | -88498 | -339321 | -246335 | -211321 |
| Profit Factor | 1.3641 | 1.5882 | 1.1416 | 1.223 | 1.2727 | 1.166 |
| Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
| Winning Trades | 230 | 120 | 110 | 230 | 120 | 110 |
| Losing Trades | 173 | 81 | 92 | 173 | 81 | 92 |
| Profitability (%) | 57.072 | 59.7015 | 54.4554 | 57.072 | 59.7015 | 54.4554 |
| Ratio Avg Win / Avg Loss | 1.0261 | 1.0721 | 0.9548 | 0.9199 | 0.8591 | 0.9752 |
| Largest Winning Trade | 51382 | 49000 | 51382 | 104509 | 93823 | 104509 |
| Largest Losing Trade | -23501 | -22408 | -23501 | -124454 | -124454 | -105684 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
| Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
| Bars Traded | 5303 | 2624 | 2679 | 5303 | 2624 | 2679 |
| Profit Streak | 602.91 | 0 | 611.91 | 602.91 | 0 | 611.91 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392674 | 332516 | -356325 | -29879 | -58626 | -135571 |
{
"trading_pair": "XMR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5410,
"evaluation_days": 1803.33,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554739200000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759499426562,
"expiration_time": 1713061440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 75,
"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": [
[
366183.1676756294,
294751.8401429399,
71431.3275326893,
777469.6035123764,
507643.8635443131,
269825.7399680637
],
[
366.183168,
294.75184,
71.431328,
777.469604,
507.643864,
269.82574
],
[
0.203059,
0.163449,
0.039611,
0.120509,
0.10011,
0.072551
],
[
68.440471,
68.440471,
68.440471,
68.440471,
68.440471,
68.440471
],
[
-85762,
-57696,
-88498,
-339321,
-246335,
-211321
],
[
1.364133,
1.588249,
1.14157,
1.223011,
1.272744,
1.166047
],
[
403,
201,
202,
403,
201,
202
],
[
230,
120,
110,
230,
120,
110
],
[
173,
81,
92,
173,
81,
92
],
[
57.07196,
59.701493,
54.455446,
57.07196,
59.701493,
54.455446
],
[
1.026065,
1.072068,
0.954768,
0.919917,
0.859102,
0.975239
],
[
51382,
49000,
51382,
104509,
93823,
104509
],
[
-23501,
-22408,
-23501,
-124454,
-124454,
-105684
],
[
13,
13,
13,
13,
13,
13
],
[
11,
11,
12,
11,
11,
12
],
[
14,
15,
14,
14,
15,
14
],
[
5303,
2624,
2679,
5303,
2624,
2679
],
[
602.910029,
0,
611.910029,
602.91003,
0,
611.91003
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392674,
332516,
-356325,
-29879,
-58626,
-135571
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5410,
"evaluation_days": 1803.33,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554739200000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759499426562,
"expiration_time": 1713061440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 75,
"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) |
|---|