| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 90445.7321 | 47138.8973 | 43306.8349 | 118238.2977 | 52597.3792 | 65640.9186 |
| Total P&L (%) | 90.4457 | 47.1389 | 43.3068 | 118.2383 | 52.5974 | 65.6409 |
| Avg Daily Profit (%) | 0.197 | 0.1027 | 0.0943 | 0.1701 | 0.0921 | 0.11 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -33527 | -26394 | -22160 | -45063 | -40543 | -27879 |
| Profit Factor | 1.3633 | 1.3752 | 1.3511 | 1.3809 | 1.3237 | 1.4437 |
| Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
| Winning Trades | 195 | 102 | 93 | 195 | 102 | 93 |
| Losing Trades | 103 | 47 | 56 | 103 | 47 | 56 |
| Profitability (%) | 65.4362 | 68.4564 | 62.4161 | 65.4362 | 68.4564 | 62.4161 |
| Ratio Avg Win / Avg Loss | 0.7201 | 0.6337 | 0.8136 | 0.7294 | 0.6099 | 0.8694 |
| Largest Winning Trade | 15008 | 15008 | 9891 | 22468 | 22468 | 13188 |
| Largest Losing Trade | -14744 | -11042 | -14744 | -18164 | -15213 | -18164 |
| Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
| Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
| Avg Bars in Losers | 53 | 48 | 58 | 53 | 48 | 58 |
| Bars Traded | 10695 | 4843 | 5852 | 10695 | 4843 | 5852 |
| Profit Streak | 604.4082 | 604.4082 | 613.9916 | 604.4082 | 604.4082 | 613.9916 |
| Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380176 | -56182 | -68109 | 375783 | -70174 | -45035 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669269600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759664872375,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 238,
"offset": 0,
"multiplier": 3.05915
}
}
} {
"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": [
[
90445.7321328406,
47138.8972618968,
43306.8348709439,
118238.2977405899,
52597.3791645087,
65640.9185760812
],
[
90.445732,
47.138897,
43.306835,
118.238298,
52.597379,
65.640919
],
[
0.197015,
0.102681,
0.094334,
0.170141,
0.092103,
0.109987
],
[
10,
10,
10,
10,
10,
10
],
[
-33527,
-26394,
-22160,
-45063,
-40543,
-27879
],
[
1.363289,
1.375211,
1.351145,
1.380909,
1.323705,
1.443745
],
[
298,
149,
149,
298,
149,
149
],
[
195,
102,
93,
195,
102,
93
],
[
103,
47,
56,
103,
47,
56
],
[
65.436242,
68.456376,
62.416107,
65.436242,
68.456376,
62.416107
],
[
0.720096,
0.633676,
0.813592,
0.729403,
0.609942,
0.869352
],
[
15008,
15008,
9891,
22468,
22468,
13188
],
[
-14744,
-11042,
-14744,
-18164,
-15213,
-18164
],
[
35,
32,
39,
35,
32,
39
],
[
26,
25,
27,
26,
25,
27
],
[
53,
48,
58,
53,
48,
58
],
[
10695,
4843,
5852,
10695,
4843,
5852
],
[
604.408245,
604.408245,
613.991578,
604.408245,
604.408245,
613.991578
],
[
5,
2,
9,
5,
2,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380176,
-56182,
-68109,
375783,
-70174,
-45035
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669269600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759664872375,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 238,
"offset": 0,
"multiplier": 3.05915
}
}
}
| # | 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) |
|---|