| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85347.5229 | 43464.0361 | 41883.4867 | 109897.819 | 41674.5786 | 68223.2404 |
| Total P&L (%) | 85.3475 | 43.464 | 41.8835 | 109.8978 | 41.6746 | 68.2232 |
| Avg Daily Profit (%) | 0.1859 | 0.0947 | 0.0912 | 0.1616 | 0.0759 | 0.1134 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -32463 | -20148 | -27228 | -30764 | -34641 | -28095 |
| Profit Factor | 1.2386 | 1.2406 | 1.2366 | 1.2539 | 1.1793 | 1.3404 |
| Total Trades | 804 | 402 | 402 | 804 | 402 | 402 |
| Winning Trades | 568 | 291 | 277 | 568 | 291 | 277 |
| Losing Trades | 236 | 111 | 125 | 236 | 111 | 125 |
| Profitability (%) | 70.6468 | 72.3881 | 68.9055 | 70.6468 | 72.3881 | 68.9055 |
| Ratio Avg Win / Avg Loss | 0.5146 | 0.4732 | 0.558 | 0.521 | 0.4498 | 0.6049 |
| Largest Winning Trade | 11042 | 4510 | 11042 | 20274 | 8285 | 20274 |
| Largest Losing Trade | -15660 | -13366 | -15660 | -27252 | -27252 | -14282 |
| Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
| Bars Traded | 10970 | 5107 | 5863 | 10970 | 5107 | 5863 |
| Profit Streak | 0 | 586.8926 | 0 | 0 | 586.8926 | 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 | 444537 | -65609 | -71676 | 440422 | -114129 | -39603 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668830400000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758900322429,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.41617,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 29,
"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": [
[
85347.5228757146,
43464.0361285076,
41883.4867472069,
109897.8190371253,
41674.5786440868,
68223.2403930384
],
[
85.347523,
43.464036,
41.883487,
109.897819,
41.674579,
68.22324
],
[
0.18591,
0.094676,
0.091234,
0.161638,
0.075912,
0.113361
],
[
10,
10,
10,
10,
10,
10
],
[
-32463,
-20148,
-27228,
-30764,
-34641,
-28095
],
[
1.238623,
1.240604,
1.236601,
1.253862,
1.179258,
1.340401
],
[
804,
402,
402,
804,
402,
402
],
[
568,
291,
277,
568,
291,
277
],
[
236,
111,
125,
236,
111,
125
],
[
70.646766,
72.38806,
68.905473,
70.646766,
72.38806,
68.905473
],
[
0.514639,
0.47322,
0.558033,
0.520971,
0.44982,
0.604874
],
[
11042,
4510,
11042,
20274,
8285,
20274
],
[
-15660,
-13366,
-15660,
-27252,
-27252,
-14282
],
[
13,
12,
14,
13,
12,
14
],
[
7,
7,
7,
7,
7,
7
],
[
28,
26,
29,
28,
26,
29
],
[
10970,
5107,
5863,
10970,
5107,
5863
],
[
0,
586.89262,
0,
0,
586.892621,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
444537,
-65609,
-71676,
440422,
-114129,
-39603
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668830400000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758900322429,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.41617,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 29,
"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) |
|---|