| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94633.6283 | 43855.5592 | 50778.0691 | 114862.8906 | 44773.9889 | 70088.9017 |
| Total P&L (%) | 94.6336 | 43.8556 | 50.7781 | 114.8629 | 44.774 | 70.0889 |
| Avg Daily Profit (%) | 0.2061 | 0.0955 | 0.1106 | 0.1667 | 0.0806 | 0.1158 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35190 | -17909 | -27107 | -58343 | -29630 | -41998 |
| Profit Factor | 1.5766 | 1.5922 | 1.5639 | 1.478 | 1.3761 | 1.578 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 71.0227 | 70.4545 | 71.5909 | 71.0227 | 70.4545 | 71.5909 |
| Ratio Avg Win / Avg Loss | 0.6433 | 0.6677 | 0.6206 | 0.603 | 0.5771 | 0.6262 |
| Largest Winning Trade | 27364 | 17505 | 27364 | 42346 | 34501 | 42346 |
| Largest Losing Trade | -25624 | -10440 | -25624 | -33558 | -22913 | -33558 |
| Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
| Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
| Avg Bars in Losers | 105 | 84 | 127 | 105 | 84 | 127 |
| Bars Traded | 10546 | 4658 | 5888 | 10546 | 4658 | 5888 |
| 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 | 383885 | -65265 | -44587 | 350053 | -86371 | -36342 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669381200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759223084679,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 182,
"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": [
[
94633.6282958991,
43855.5591770087,
50778.0691188904,
114862.8906479291,
44773.988915239,
70088.9017326901
],
[
94.633628,
43.855559,
50.778069,
114.862891,
44.773989,
70.088902
],
[
0.206138,
0.095529,
0.110608,
0.166739,
0.080629,
0.115766
],
[
10,
10,
10,
10,
10,
10
],
[
-35190,
-17909,
-27107,
-58343,
-29630,
-41998
],
[
1.576648,
1.592184,
1.563872,
1.477973,
1.376074,
1.578022
],
[
176,
88,
88,
176,
88,
88
],
[
125,
62,
63,
125,
62,
63
],
[
51,
26,
25,
51,
26,
25
],
[
71.022727,
70.454545,
71.590909,
71.022727,
70.454545,
71.590909
],
[
0.643272,
0.66769,
0.620584,
0.603013,
0.577063,
0.626199
],
[
27364,
17505,
27364,
42346,
34501,
42346
],
[
-25624,
-10440,
-25624,
-33558,
-22913,
-33558
],
[
59,
52,
66,
59,
52,
66
],
[
41,
39,
42,
41,
39,
42
],
[
105,
84,
127,
105,
84,
127
],
[
10546,
4658,
5888,
10546,
4658,
5888
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383885,
-65265,
-44587,
350053,
-86371,
-36342
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669381200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759223084679,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 182,
"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) |
|---|