| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 96604.5373 | 48059.8894 | 48544.6479 | 142116.9738 | 51848.9836 | 90267.9902 |
| Total P&L (%) | 96.6045 | 48.0599 | 48.5446 | 142.117 | 51.849 | 90.268 |
| Avg Daily Profit (%) | 0.2104 | 0.1047 | 0.1057 | 0.1928 | 0.091 | 0.1402 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -25924 | -15537 | -20097 | -36383 | -37512 | -27623 |
| Profit Factor | 1.6286 | 1.6287 | 1.6284 | 1.6209 | 1.4114 | 1.8777 |
| Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
| Winning Trades | 340 | 169 | 171 | 340 | 169 | 171 |
| Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
| Profitability (%) | 75.8929 | 75.4464 | 76.3393 | 75.8929 | 75.4464 | 76.3393 |
| Ratio Avg Win / Avg Loss | 0.5173 | 0.53 | 0.5047 | 0.5149 | 0.4593 | 0.582 |
| Largest Winning Trade | 11042 | 5521 | 11042 | 26873 | 6041 | 26873 |
| Largest Losing Trade | -18799 | -9475 | -18799 | -26139 | -25539 | -26139 |
| Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
| Avg Bars in Winners | 11 | 10 | 13 | 11 | 10 | 13 |
| Avg Bars in Losers | 61 | 62 | 61 | 61 | 62 | 61 |
| Bars Traded | 10694 | 5135 | 5559 | 10694 | 5135 | 5559 |
| Profit Streak | 607.2029 | 0 | 619.9113 | 607.2029 | 0 | 619.9113 |
| Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 497159 | -50995 | -47997 | 491204 | -70115 | -87 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669312800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760219532173,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 163,
"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": [
[
96604.5373131165,
48059.8894275966,
48544.6478855199,
142116.9738435991,
51848.9836483032,
90267.9901952959
],
[
96.604537,
48.059889,
48.544648,
142.116974,
51.848984,
90.26799
],
[
0.210431,
0.104687,
0.105743,
0.192799,
0.091031,
0.140218
],
[
10,
10,
10,
10,
10,
10
],
[
-25924,
-15537,
-20097,
-36383,
-37512,
-27623
],
[
1.628557,
1.62868,
1.628436,
1.620928,
1.411386,
1.877724
],
[
448,
224,
224,
448,
224,
224
],
[
340,
169,
171,
340,
169,
171
],
[
108,
55,
53,
108,
55,
53
],
[
75.892857,
75.446429,
76.339286,
75.892857,
75.446429,
76.339286
],
[
0.517306,
0.530044,
0.50472,
0.514883,
0.459327,
0.581985
],
[
11042,
5521,
11042,
26873,
6041,
26873
],
[
-18799,
-9475,
-18799,
-26139,
-25539,
-26139
],
[
23,
22,
24,
23,
22,
24
],
[
11,
10,
13,
11,
10,
13
],
[
61,
62,
61,
61,
62,
61
],
[
10694,
5135,
5559,
10694,
5135,
5559
],
[
607.202919,
0,
619.911252,
607.202919,
0,
619.911252
],
[
1,
0,
9,
1,
0,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
497159,
-50995,
-47997,
491204,
-70115,
-87
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669312800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760219532173,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 163,
"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) |
|---|