| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 83016.6337 | 41651.7768 | 41364.8569 | 103829.3546 | 38298.0007 | 65531.3539 |
| Total P&L (%) | 83.0166 | 41.6518 | 41.3649 | 103.8294 | 38.298 | 65.5314 |
| Avg Daily Profit (%) | 0.1808 | 0.0907 | 0.0901 | 0.1552 | 0.0707 | 0.1098 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -24745 | -21700 | -26607 | -57141 | -49423 | -26214 |
| Profit Factor | 1.3967 | 1.4192 | 1.3765 | 1.351 | 1.2432 | 1.4738 |
| Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
| Winning Trades | 278 | 139 | 139 | 278 | 139 | 139 |
| Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Profitability (%) | 76.1644 | 76.3736 | 75.9563 | 76.1644 | 76.3736 | 75.9563 |
| Ratio Avg Win / Avg Loss | 0.4371 | 0.439 | 0.4357 | 0.4228 | 0.3846 | 0.4665 |
| Largest Winning Trade | 4444 | 4444 | 4250 | 8557 | 8557 | 5898 |
| Largest Losing Trade | -21877 | -21690 | -21877 | -49358 | -49358 | -26180 |
| Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
| Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
| Avg Bars in Losers | 74 | 68 | 80 | 74 | 68 | 80 |
| Bars Traded | 10917 | 5163 | 5754 | 10917 | 5163 | 5754 |
| Profit Streak | 590.4016 | 0 | 593.4432 | 590.4016 | 0 | 593.4432 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 437026 | -71157 | -71645 | 409093 | -99576 | -43206 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669024800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759300694673,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 83,
"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": [
[
83016.6337255487,
41651.7768163313,
41364.8569092175,
103829.3545910293,
38298.0006560529,
65531.3539349764
],
[
83.016634,
41.651777,
41.364857,
103.829355,
38.298001,
65.531354
],
[
0.180833,
0.090729,
0.090104,
0.155238,
0.070653,
0.109843
],
[
10,
10,
10,
10,
10,
10
],
[
-24745,
-21700,
-26607,
-57141,
-49423,
-26214
],
[
1.396737,
1.419163,
1.376457,
1.351019,
1.243169,
1.473838
],
[
365,
182,
183,
365,
182,
183
],
[
278,
139,
139,
278,
139,
139
],
[
87,
43,
44,
87,
43,
44
],
[
76.164384,
76.373626,
75.956284,
76.164384,
76.373626,
75.956284
],
[
0.437108,
0.439021,
0.435713,
0.422801,
0.384577,
0.466539
],
[
4444,
4444,
4250,
8557,
8557,
5898
],
[
-21877,
-21690,
-21877,
-49358,
-49358,
-26180
],
[
29,
28,
31,
29,
28,
31
],
[
15,
16,
15,
15,
16,
15
],
[
74,
68,
80,
74,
68,
80
],
[
10917,
5163,
5754,
10917,
5163,
5754
],
[
590.401559,
0,
593.443225,
590.401559,
0,
593.443225
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437026,
-71157,
-71645,
409093,
-99576,
-43206
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669024800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759300694673,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 83,
"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) |
|---|