Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78103.6225 | 38556.0807 | 39547.5418 | 94515.7558 | 33434.435 | 61081.3208 |
Total P&L (%) | 78.1036 | 38.5561 | 39.5475 | 94.5158 | 33.4344 | 61.0813 |
Avg Daily Profit (%) | 0.1701 | 0.084 | 0.0861 | 0.145 | 0.0629 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23848 | -19643 | -18728 | -40647 | -44141 | -23478 |
Profit Factor | 1.4988 | 1.4668 | 1.5346 | 1.4279 | 1.2634 | 1.6503 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 222 | 116 | 106 | 222 | 116 | 106 |
Losing Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Profitability (%) | 68.5185 | 71.6049 | 65.4321 | 68.5185 | 71.6049 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.6886 | 0.5816 | 0.8107 | 0.6561 | 0.501 | 0.8719 |
Largest Winning Trade | 10451 | 7428 | 10451 | 20716 | 7489 | 20716 |
Largest Losing Trade | -18728 | -18566 | -18728 | -40647 | -40647 | -23478 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 64 | 69 | 59 | 64 | 69 | 59 |
Bars Traded | 10688 | 5259 | 5429 | 10688 | 5259 | 5429 |
Profit Streak | 592.3966 | 592.3966 | 600.6049 | 592.3966 | 592.3966 | 600.6049 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419807 | -80826 | -77479 | 159704 | -110706 | -51639 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669626000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758875462790, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 250, "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": [ [ 78103.6224857011, 38556.0806996773, 39547.5417860238, 94515.7558149771, 33434.435001144, 61081.320813833 ], [ 78.103622, 38.556081, 39.547542, 94.515756, 33.434435, 61.081321 ], [ 0.170131, 0.083986, 0.086145, 0.145035, 0.06285, 0.103901 ], [ 10, 10, 10, 10, 10, 10 ], [ -23848, -19643, -18728, -40647, -44141, -23478 ], [ 1.498801, 1.466755, 1.534583, 1.427943, 1.263404, 1.650298 ], [ 324, 162, 162, 324, 162, 162 ], [ 222, 116, 106, 222, 116, 106 ], [ 102, 46, 56, 102, 46, 56 ], [ 68.518519, 71.604938, 65.432099, 68.518519, 71.604938, 65.432099 ], [ 0.688638, 0.581644, 0.810723, 0.656082, 0.501005, 0.871856 ], [ 10451, 7428, 10451, 20716, 7489, 20716 ], [ -18728, -18566, -18728, -40647, -40647, -23478 ], [ 32, 32, 33, 32, 32, 33 ], [ 18, 17, 19, 18, 17, 19 ], [ 64, 69, 59, 64, 69, 59 ], [ 10688, 5259, 5429, 10688, 5259, 5429 ], [ 592.39656, 592.39656, 600.604893, 592.39656, 592.39656, 600.604893 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419807, -80826, -77479, 159704, -110706, -51639 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669626000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758875462790, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 250, "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) |
---|