| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 73097.4347 | 44539.1235 | 28558.3112 | 95802.5756 | 52263.7257 | 43538.8499 |
| Total P&L (%) | 73.0974 | 44.5391 | 28.5583 | 95.8026 | 52.2637 | 43.5389 |
| Avg Daily Profit (%) | 0.1592 | 0.097 | 0.0622 | 0.1465 | 0.0916 | 0.0788 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -25147 | -12585 | -18420 | -34204 | -17442 | -23593 |
| Profit Factor | 1.6236 | 1.9009 | 1.4213 | 1.672 | 1.8243 | 1.5501 |
| Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
| Winning Trades | 275 | 139 | 136 | 275 | 139 | 136 |
| Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
| Profitability (%) | 76.8156 | 77.6536 | 75.9777 | 76.8156 | 77.6536 | 75.9777 |
| Ratio Avg Win / Avg Loss | 0.49 | 0.547 | 0.4494 | 0.5047 | 0.525 | 0.4901 |
| Largest Winning Trade | 5000 | 3948 | 5000 | 9325 | 5661 | 9325 |
| Largest Losing Trade | -15671 | -7673 | -15671 | -20432 | -12328 | -20432 |
| Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
| Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
| Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
| Bars Traded | 10444 | 4895 | 5549 | 10444 | 4895 | 5549 |
| Profit Streak | 611.9071 | 0 | 619.2404 | 611.9071 | 0 | 619.2404 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 468454 | -60679 | -109592 | 299685 | -67657 | -85403 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669291200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759031172685,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 157,
"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": [
[
73097.4347175376,
44539.1235303187,
28558.3111872189,
95802.5756199737,
52263.7257132199,
43538.8499067538
],
[
73.097435,
44.539124,
28.558311,
95.802576,
52.263726,
43.53885
],
[
0.159226,
0.097018,
0.062208,
0.146473,
0.091626,
0.078761
],
[
10,
10,
10,
10,
10,
10
],
[
-25147,
-12585,
-18420,
-34204,
-17442,
-23593
],
[
1.623585,
1.900867,
1.421332,
1.672045,
1.824332,
1.550063
],
[
358,
179,
179,
358,
179,
179
],
[
275,
139,
136,
275,
139,
136
],
[
83,
40,
43,
83,
40,
43
],
[
76.815642,
77.653631,
75.977654,
76.815642,
77.653631,
75.977654
],
[
0.490027,
0.547012,
0.449392,
0.504654,
0.524988,
0.490093
],
[
5000,
3948,
5000,
9325,
5661,
9325
],
[
-15671,
-7673,
-15671,
-20432,
-12328,
-20432
],
[
29,
27,
31,
29,
27,
31
],
[
13,
11,
15,
13,
11,
15
],
[
82,
83,
81,
82,
83,
81
],
[
10444,
4895,
5549,
10444,
4895,
5549
],
[
611.907091,
0,
619.240424,
611.907091,
0,
619.240425
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
468454,
-60679,
-109592,
299685,
-67657,
-85403
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669291200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759031172685,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 157,
"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) |
|---|