Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81638.8817 | 43380.1264 | 38258.7553 | 98688.3104 | 35262.9931 | 63425.3173 |
Total P&L (%) | 81.6389 | 43.3801 | 38.2588 | 98.6883 | 35.263 | 63.4253 |
Avg Daily Profit (%) | 0.1778 | 0.0945 | 0.0833 | 0.1497 | 0.0658 | 0.1071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28941 | -27665 | -20498 | -79465 | -78153 | -34905 |
Profit Factor | 1.4288 | 1.4533 | 1.404 | 1.2863 | 1.1848 | 1.4119 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 401 | 202 | 199 | 401 | 202 | 199 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 78.937 | 79.5276 | 78.3465 | 78.937 | 79.5276 | 78.3465 |
Ratio Avg Win / Avg Loss | 0.3812 | 0.3741 | 0.388 | 0.3432 | 0.305 | 0.3902 |
Largest Winning Trade | 6292 | 4814 | 6292 | 7393 | 7393 | 7133 |
Largest Losing Trade | -27357 | -27357 | -20498 | -76097 | -76097 | -34905 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 59 | 57 | 62 | 59 | 57 | 62 |
Bars Traded | 10931 | 5261 | 5670 | 10931 | 5261 | 5670 |
Profit Streak | 0 | 595.9846 | 0 | 0 | 595.9846 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466955 | -64406 | -81052 | 410958 | -121870 | -47448 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668729600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759203466982, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 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": [ [ 81638.8816974129, 43380.1263697741, 38258.7553276389, 98688.31039067, 35262.9931018969, 63425.3172887733 ], [ 81.638882, 43.380126, 38.258755, 98.68831, 35.262993, 63.425317 ], [ 0.177831, 0.094494, 0.083338, 0.149665, 0.065816, 0.107051 ], [ 10, 10, 10, 10, 10, 10 ], [ -28941, -27665, -20498, -79465, -78153, -34905 ], [ 1.428773, 1.453328, 1.403962, 1.286253, 1.184837, 1.411906 ], [ 508, 254, 254, 508, 254, 254 ], [ 401, 202, 199, 401, 202, 199 ], [ 107, 52, 55, 107, 52, 55 ], [ 78.937008, 79.527559, 78.346457, 78.937008, 79.527559, 78.346457 ], [ 0.381244, 0.374124, 0.38803, 0.343215, 0.305008, 0.390225 ], [ 6292, 4814, 6292, 7393, 7393, 7133 ], [ -27357, -27357, -20498, -76097, -76097, -34905 ], [ 21, 20, 22, 21, 20, 22 ], [ 11, 11, 11, 11, 11, 11 ], [ 59, 57, 62, 59, 57, 62 ], [ 10931, 5261, 5670, 10931, 5261, 5670 ], [ 0, 595.984571, 0, 0, 595.984572, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466955, -64406, -81052, 410958, -121870, -47448 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668729600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759203466982, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 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) |
---|