| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 86807.4907 | 43939.5333 | 42867.9574 | 114326.9379 | 46477.4502 | 67849.4876 |
| Total P&L (%) | 86.8075 | 43.9395 | 42.868 | 114.3269 | 46.4775 | 67.8495 |
| Avg Daily Profit (%) | 0.1891 | 0.0957 | 0.0934 | 0.1662 | 0.0832 | 0.1129 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31111 | -17489 | -26976 | -36586 | -36849 | -27451 |
| Profit Factor | 1.3324 | 1.3626 | 1.3063 | 1.3561 | 1.2932 | 1.4175 |
| Total Trades | 787 | 393 | 394 | 787 | 393 | 394 |
| Winning Trades | 549 | 277 | 272 | 549 | 277 | 272 |
| Losing Trades | 238 | 116 | 122 | 238 | 116 | 122 |
| Profitability (%) | 69.7586 | 70.4835 | 69.0355 | 69.7586 | 70.4835 | 69.0355 |
| Ratio Avg Win / Avg Loss | 0.5776 | 0.5706 | 0.5859 | 0.5879 | 0.5416 | 0.6358 |
| Largest Winning Trade | 11042 | 3797 | 11042 | 20969 | 6767 | 20969 |
| Largest Losing Trade | -20307 | -17350 | -20307 | -36586 | -36586 | -22592 |
| Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
| Bars Traded | 10916 | 5145 | 5771 | 10916 | 5145 | 5771 |
| Profit Streak | 592.1404 | 592.1404 | 595.7654 | 592.1404 | 592.1404 | 595.7654 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 506821 | -63734 | -66946 | 504993 | -80921 | -38445 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668970800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759443733468,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 68,
"offset": 0,
"scalar": 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": [
[
86807.4906846229,
43939.5332881334,
42867.9573964896,
114326.9378527369,
46477.450228451,
67849.4876242857
],
[
86.807491,
43.939533,
42.867957,
114.326938,
46.47745,
67.849488
],
[
0.18909,
0.095712,
0.093378,
0.166195,
0.083179,
0.112876
],
[
10,
10,
10,
10,
10,
10
],
[
-31111,
-17489,
-26976,
-36586,
-36849,
-27451
],
[
1.332428,
1.362582,
1.306316,
1.356142,
1.293211,
1.417526
],
[
787,
393,
394,
787,
393,
394
],
[
549,
277,
272,
549,
277,
272
],
[
238,
116,
122,
238,
116,
122
],
[
69.758577,
70.483461,
69.035533,
69.758577,
70.483461,
69.035533
],
[
0.577628,
0.570612,
0.585921,
0.587908,
0.541561,
0.635802
],
[
11042,
3797,
11042,
20969,
6767,
20969
],
[
-20307,
-17350,
-20307,
-36586,
-36586,
-22592
],
[
13,
13,
14,
13,
13,
14
],
[
7,
7,
7,
7,
7,
7
],
[
29,
27,
31,
29,
27,
31
],
[
10916,
5145,
5771,
10916,
5145,
5771
],
[
592.140433,
592.140433,
595.765433,
592.140434,
592.140434,
595.765434
],
[
3,
1,
6,
3,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
506821,
-63734,
-66946,
504993,
-80921,
-38445
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668970800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759443733468,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 68,
"offset": 0,
"scalar": 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) |
|---|