Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74698.1351 | 37992.3944 | 36705.7407 | 90821.8779 | 32535.2873 | 58286.5906 |
Total P&L (%) | 74.6981 | 37.9924 | 36.7057 | 90.8219 | 32.5353 | 58.2866 |
Avg Daily Profit (%) | 0.1627 | 0.0828 | 0.08 | 0.1409 | 0.0614 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21379 | -17550 | -22108 | -38663 | -39904 | -30050 |
Profit Factor | 1.3663 | 1.4601 | 1.3024 | 1.3122 | 1.2521 | 1.3601 |
Total Trades | 579 | 289 | 290 | 579 | 289 | 290 |
Winning Trades | 385 | 186 | 199 | 385 | 186 | 199 |
Losing Trades | 194 | 103 | 91 | 194 | 103 | 91 |
Profitability (%) | 66.494 | 64.3599 | 68.6207 | 66.494 | 64.3599 | 68.6207 |
Ratio Avg Win / Avg Loss | 0.6885 | 0.8086 | 0.5956 | 0.6612 | 0.6934 | 0.622 |
Largest Winning Trade | 10451 | 4603 | 10451 | 21589 | 6709 | 21589 |
Largest Losing Trade | -20027 | -16945 | -20027 | -38663 | -38663 | -27692 |
Avg Bars in Trades | 18 | 11 | 26 | 18 | 11 | 26 |
Avg Bars in Winners | 9 | 6 | 11 | 9 | 6 | 11 |
Avg Bars in Losers | 37 | 20 | 57 | 37 | 20 | 57 |
Bars Traded | 10888 | 3306 | 7582 | 10888 | 3306 | 7582 |
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 | 388826 | -82858 | -87394 | -1835 | -113402 | -58469 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669132800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759822192849, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 74698.1350781346, 37992.3943602597, 36705.7407178748, 90821.8778988586, 32535.287333203, 58286.5905656555 ], [ 74.698135, 37.992394, 36.705741, 90.821878, 32.535287, 58.286591 ], [ 0.162713, 0.082758, 0.079955, 0.140852, 0.061376, 0.100084 ], [ 10, 10, 10, 10, 10, 10 ], [ -21379, -17550, -22108, -38663, -39904, -30050 ], [ 1.366265, 1.460136, 1.302409, 1.312189, 1.252071, 1.360132 ], [ 579, 289, 290, 579, 289, 290 ], [ 385, 186, 199, 385, 186, 199 ], [ 194, 103, 91, 194, 103, 91 ], [ 66.493955, 64.359862, 68.62069, 66.493955, 64.359862, 68.62069 ], [ 0.688456, 0.80857, 0.595574, 0.661207, 0.693351, 0.62197 ], [ 10451, 4603, 10451, 21589, 6709, 21589 ], [ -20027, -16945, -20027, -38663, -38663, -27692 ], [ 18, 11, 26, 18, 11, 26 ], [ 9, 6, 11, 9, 6, 11 ], [ 37, 20, 57, 37, 20, 57 ], [ 10888, 3306, 7582, 10888, 3306, 7582 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388826, -82858, -87394, -1835, -113402, -58469 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669132800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759822192849, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 1 } } }
# | 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) |
---|