Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80484.8637 | 39969.9561 | 40514.9075 | 106238.5486 | 38890.9916 | 67347.557 |
Total P&L (%) | 80.4849 | 39.97 | 40.5149 | 106.2385 | 38.891 | 67.3476 |
Avg Daily Profit (%) | 0.1753 | 0.0871 | 0.0883 | 0.1578 | 0.0716 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26840 | -17664 | -19737 | -35061 | -32387 | -25217 |
Profit Factor | 1.4581 | 1.4458 | 1.4709 | 1.4504 | 1.3005 | 1.6325 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 359 | 177 | 182 | 359 | 177 | 182 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 69.305 | 68.3398 | 70.2703 | 69.305 | 68.3398 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.6458 | 0.6698 | 0.6223 | 0.6424 | 0.6025 | 0.6907 |
Largest Winning Trade | 11042 | 5379 | 11042 | 22630 | 5916 | 22630 |
Largest Losing Trade | -18366 | -9475 | -18366 | -23736 | -21507 | -23736 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Losers | 43 | 42 | 43 | 43 | 42 | 43 |
Bars Traded | 10694 | 5148 | 5546 | 10694 | 5148 | 5546 |
Profit Streak | 591.0284 | 591.0284 | 599.5701 | 591.0284 | 591.0284 | 599.5701 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462571 | -76363 | -73478 | 455483 | -97985 | -38666 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669305600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758786054569, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 161, "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": [ [ 80484.8636666512, 39969.9561395711, 40514.9075270801, 106238.5485610445, 38890.9915806876, 67347.556980357 ], [ 80.484864, 39.969956, 40.514908, 106.238549, 38.890992, 67.347557 ], [ 0.175318, 0.087065, 0.088252, 0.157801, 0.071586, 0.112223 ], [ 10, 10, 10, 10, 10, 10 ], [ -26840, -17664, -19737, -35061, -32387, -25217 ], [ 1.458096, 1.445764, 1.470949, 1.450375, 1.300515, 1.632522 ], [ 518, 259, 259, 518, 259, 259 ], [ 359, 177, 182, 359, 177, 182 ], [ 159, 82, 77, 159, 82, 77 ], [ 69.305019, 68.339768, 70.27027, 69.305019, 68.339768, 70.27027 ], [ 0.645786, 0.669789, 0.622325, 0.642367, 0.602498, 0.690683 ], [ 11042, 5379, 11042, 22630, 5916, 22630 ], [ -18366, -9475, -18366, -23736, -21507, -23736 ], [ 20, 19, 21, 20, 19, 21 ], [ 10, 9, 11, 10, 9, 11 ], [ 43, 42, 43, 43, 42, 43 ], [ 10694, 5148, 5546, 10694, 5148, 5546 ], [ 591.028409, 591.028409, 599.570076, 591.028409, 591.028409, 599.570076 ], [ 3, 1, 9, 3, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 462571, -76363, -73478, 455483, -97985, -38666 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669305600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758786054569, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 161, "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) |
---|