| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 69236.1067 | 47703.821 | 21532.2858 | 87956.3235 | 57464.7889 | 30491.5346 |
| Total P&L (%) | 69.2361 | 47.7038 | 21.5323 | 87.9563 | 57.4648 | 30.4915 |
| Avg Daily Profit (%) | 0.1508 | 0.1039 | 0.0469 | 0.1376 | 0.0989 | 0.058 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -26080 | -15318 | -15211 | -35171 | -20668 | -19718 |
| Profit Factor | 1.7443 | 1.985 | 1.4828 | 1.7527 | 1.9079 | 1.5693 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
| Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Profitability (%) | 81.0811 | 83.7838 | 78.3784 | 81.0811 | 83.7838 | 78.3784 |
| Ratio Avg Win / Avg Loss | 0.407 | 0.3842 | 0.4091 | 0.409 | 0.3693 | 0.4329 |
| Largest Winning Trade | 5056 | 4790 | 5056 | 7219 | 7185 | 7219 |
| Largest Losing Trade | -15211 | -11215 | -15211 | -19718 | -16771 | -19718 |
| Avg Bars in Trades | 70 | 101 | 38 | 70 | 101 | 38 |
| Avg Bars in Winners | 34 | 49 | 19 | 34 | 49 | 19 |
| Avg Bars in Losers | 221 | 370 | 110 | 221 | 370 | 110 |
| Bars Traded | 10385 | 7511 | 2874 | 10385 | 7511 | 2874 |
| Profit Streak | 606.5632 | 620.6465 | 606.5632 | 606.5632 | 620.6465 | 606.5632 |
| Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 465366 | -113829 | -196910 | -3610 | -120171 | -178800 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669539600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758875460043,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 226,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
69236.1067264525,
47703.8209552104,
21532.2857712421,
87956.3234859192,
57464.7888968426,
30491.5345890766
],
[
69.236107,
47.703821,
21.532286,
87.956323,
57.464789,
30.491535
],
[
0.150815,
0.103912,
0.046903,
0.137552,
0.098949,
0.057989
],
[
10,
10,
10,
10,
10,
10
],
[
-26080,
-15318,
-15211,
-35171,
-20668,
-19718
],
[
1.744258,
1.984983,
1.482832,
1.752689,
1.907928,
1.569255
],
[
148,
74,
74,
148,
74,
74
],
[
120,
62,
58,
120,
62,
58
],
[
28,
12,
16,
28,
12,
16
],
[
81.081081,
83.783784,
78.378378,
81.081081,
83.783784,
78.378378
],
[
0.406994,
0.38419,
0.409057,
0.408961,
0.369276,
0.432898
],
[
5056,
4790,
5056,
7219,
7185,
7219
],
[
-15211,
-11215,
-15211,
-19718,
-16771,
-19718
],
[
70,
101,
38,
70,
101,
38
],
[
34,
49,
19,
34,
49,
19
],
[
221,
370,
110,
221,
370,
110
],
[
10385,
7511,
2874,
10385,
7511,
2874
],
[
606.563195,
620.646528,
606.563195,
606.563195,
620.646528,
606.563195
],
[
4,
6,
2,
4,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
465366,
-113829,
-196910,
-3610,
-120171,
-178800
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669539600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758875460043,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 226,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|