| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 80247.3047 | 40159.3577 | 40087.9471 | 103667.9752 | 37898.454 | 65769.5213 |
| Total P&L (%) | 80.2473 | 40.1594 | 40.0879 | 103.668 | 37.8985 | 65.7695 |
| Avg Daily Profit (%) | 0.1748 | 0.0875 | 0.0873 | 0.1551 | 0.07 | 0.1102 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -27235 | -14717 | -20209 | -33431 | -31802 | -24134 |
| Profit Factor | 1.4814 | 1.4807 | 1.482 | 1.4732 | 1.3181 | 1.6582 |
| Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
| Winning Trades | 365 | 184 | 181 | 365 | 184 | 181 |
| Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
| Profitability (%) | 77.6596 | 78.2979 | 77.0213 | 77.6596 | 78.2979 | 77.0213 |
| Ratio Avg Win / Avg Loss | 0.4261 | 0.4104 | 0.4422 | 0.4238 | 0.3653 | 0.4947 |
| Largest Winning Trade | 11042 | 3735 | 11042 | 21488 | 5364 | 21488 |
| Largest Losing Trade | -18886 | -14717 | -18886 | -31802 | -31802 | -22832 |
| Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
| Avg Bars in Winners | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
| Bars Traded | 10695 | 5097 | 5598 | 10695 | 5097 | 5598 |
| Profit Streak | 594.0843 | 594.0843 | 602.6259 | 594.0843 | 594.0843 | 602.6259 |
| Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 498693 | -73763 | -73972 | 490826 | -98509 | -40760 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669543200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759107680315,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 227,
"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": [
[
80247.3047339767,
40159.3576648902,
40087.9470690865,
103667.9752200755,
37898.4539695721,
65769.5212505035
],
[
80.247305,
40.159358,
40.087947,
103.667975,
37.898454,
65.769521
],
[
0.1748,
0.087478,
0.087322,
0.155065,
0.070023,
0.110157
],
[
10,
10,
10,
10,
10,
10
],
[
-27235,
-14717,
-20209,
-33431,
-31802,
-24134
],
[
1.481366,
1.480699,
1.482035,
1.473213,
1.318061,
1.658237
],
[
470,
235,
235,
470,
235,
235
],
[
365,
184,
181,
365,
184,
181
],
[
105,
51,
54,
105,
51,
54
],
[
77.659574,
78.297872,
77.021277,
77.659574,
78.297872,
77.021277
],
[
0.426146,
0.410411,
0.442154,
0.423801,
0.365332,
0.494723
],
[
11042,
3735,
11042,
21488,
5364,
21488
],
[
-18886,
-14717,
-18886,
-31802,
-31802,
-22832
],
[
22,
21,
23,
22,
21,
23
],
[
10,
10,
11,
10,
10,
11
],
[
63,
63,
63,
63,
63,
63
],
[
10695,
5097,
5598,
10695,
5097,
5598
],
[
594.084263,
594.084263,
602.625929,
594.084263,
594.084263,
602.62593
],
[
5,
2,
7,
5,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
498693,
-73763,
-73972,
490826,
-98509,
-40760
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669543200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759107680315,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 227,
"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) |
|---|