Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135084.5922 | 68818.1802 | 66266.412 | 243290.9244 | 90727.4937 | 152563.4306 |
Total P&L (%) | 135.0846 | 68.8182 | 66.2664 | 243.2909 | 90.7275 | 152.5634 |
Avg Daily Profit (%) | 0.2943 | 0.1499 | 0.1443 | 0.269 | 0.1407 | 0.202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19726 | -18648 | -17846 | -68735 | -65995 | -21707 |
Profit Factor | 1.4109 | 1.413 | 1.4087 | 1.4405 | 1.2958 | 1.6211 |
Total Trades | 696 | 348 | 348 | 696 | 348 | 348 |
Winning Trades | 492 | 252 | 240 | 492 | 252 | 240 |
Losing Trades | 204 | 96 | 108 | 204 | 96 | 108 |
Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 70.6897 | 72.4138 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.585 | 0.5383 | 0.6339 | 0.5973 | 0.4937 | 0.7295 |
Largest Winning Trade | 10667 | 4038 | 10667 | 34374 | 10851 | 34374 |
Largest Losing Trade | -17080 | -17080 | -16184 | -60912 | -60912 | -19900 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 10968 | 4948 | 6020 | 10968 | 4948 | 6020 |
Profit Streak | 589.7011 | 589.7011 | 592.9094 | 589.7011 | 589.7011 | 592.9094 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544877 | 396520 | 112421 | 543635 | -2114 | 452331 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668837600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759157372310, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 135084.592211156, 68818.1802274881, 66266.4119836676, 243290.9243534358, 90727.4937453677, 152563.4306080682 ], [ 135.084592, 68.81818, 66.266412, 243.290924, 90.727494, 152.563431 ], [ 0.294251, 0.149905, 0.144346, 0.269031, 0.140744, 0.202019 ], [ 10, 10, 10, 10, 10, 10 ], [ -19726, -18648, -17846, -68735, -65995, -21707 ], [ 1.410854, 1.41296, 1.40869, 1.440484, 1.295844, 1.621053 ], [ 696, 348, 348, 696, 348, 348 ], [ 492, 252, 240, 492, 252, 240 ], [ 204, 96, 108, 204, 96, 108 ], [ 70.689655, 72.413793, 68.965517, 70.689655, 72.413793, 68.965517 ], [ 0.584988, 0.538271, 0.63391, 0.597274, 0.493655, 0.729474 ], [ 10667, 4038, 10667, 34374, 10851, 34374 ], [ -17080, -17080, -16184, -60912, -60912, -19900 ], [ 15, 14, 17, 15, 14, 17 ], [ 9, 8, 9, 9, 8, 9 ], [ 31, 29, 34, 31, 29, 34 ], [ 10968, 4948, 6020, 10968, 4948, 6020 ], [ 589.701068, 589.701068, 592.909402, 589.701068, 589.701068, 592.909402 ], [ 5, 2, 7, 5, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 544877, 396520, 112421, 543635, -2114, 452331 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668837600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759157372310, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|