| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 69023.5671 | 36885.5409 | 32138.0262 | 75376.4822 | 26939.033 | 48437.4492 |
| Total P&L (%) | 69.0236 | 36.8855 | 32.138 | 75.3765 | 26.939 | 48.4374 |
| Avg Daily Profit (%) | 0.1504 | 0.0803 | 0.07 | 0.1224 | 0.052 | 0.0861 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -30846 | -26303 | -20938 | -73956 | -64642 | -31902 |
| Profit Factor | 1.4228 | 1.4467 | 1.3984 | 1.2742 | 1.1792 | 1.3886 |
| Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
| Winning Trades | 171 | 85 | 86 | 171 | 85 | 86 |
| Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Profitability (%) | 73.3906 | 73.2759 | 73.5043 | 73.3906 | 73.2759 | 73.5043 |
| Ratio Avg Win / Avg Loss | 0.5159 | 0.5276 | 0.5041 | 0.462 | 0.4301 | 0.5005 |
| Largest Winning Trade | 6992 | 6992 | 6920 | 14848 | 11376 | 14848 |
| Largest Losing Trade | -26303 | -26303 | -20938 | -64642 | -64642 | -31902 |
| Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
| Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
| Avg Bars in Losers | 99 | 92 | 106 | 99 | 92 | 106 |
| Bars Traded | 10788 | 5106 | 5682 | 10788 | 5106 | 5682 |
| 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 | 352299 | -86578 | -101051 | -27804 | -149638 | -78234 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668834000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758912524679,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 189,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
69023.5671398825,
36885.5409471682,
32138.0261927143,
75376.4821887275,
26939.0330317448,
48437.4491569826
],
[
69.023567,
36.885541,
32.138026,
75.376482,
26.939033,
48.437449
],
[
0.150352,
0.080347,
0.070005,
0.122442,
0.051973,
0.086077
],
[
10,
10,
10,
10,
10,
10
],
[
-30846,
-26303,
-20938,
-73956,
-64642,
-31902
],
[
1.42284,
1.446669,
1.398444,
1.274151,
1.179239,
1.388594
],
[
233,
116,
117,
233,
116,
117
],
[
171,
85,
86,
171,
85,
86
],
[
62,
31,
31,
62,
31,
31
],
[
73.390558,
73.275862,
73.504274,
73.390558,
73.275862,
73.504274
],
[
0.515883,
0.527609,
0.50409,
0.461973,
0.430075,
0.50054
],
[
6992,
6992,
6920,
14848,
11376,
14848
],
[
-26303,
-26303,
-20938,
-64642,
-64642,
-31902
],
[
46,
44,
48,
46,
44,
48
],
[
27,
26,
27,
27,
26,
27
],
[
99,
92,
106,
99,
92,
106
],
[
10788,
5106,
5682,
10788,
5106,
5682
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352299,
-86578,
-101051,
-27804,
-149638,
-78234
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668834000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758912524679,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 189,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|