Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79361.1363 | 39650.2918 | 39710.8445 | 90566.671 | 43910.3834 | 46656.2876 |
Total P&L (%) | 79.3611 | 39.6503 | 39.7108 | 90.5667 | 43.9104 | 46.6563 |
Avg Daily Profit (%) | 0.1729 | 0.0864 | 0.0865 | 0.1406 | 0.0793 | 0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38461 | -17710 | -29006 | -56884 | -27148 | -40332 |
Profit Factor | 1.5565 | 1.6003 | 1.5187 | 1.4954 | 1.511 | 1.4817 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 70.3125 | 70.3125 | 70.3125 | 70.3125 | 70.3125 | 70.3125 |
Ratio Avg Win / Avg Loss | 0.6572 | 0.6757 | 0.6412 | 0.6314 | 0.638 | 0.6256 |
Largest Winning Trade | 27364 | 19275 | 27364 | 32295 | 28974 | 32295 |
Largest Losing Trade | -19719 | -10331 | -19719 | -28183 | -14024 | -28183 |
Avg Bars in Trades | 83 | 72 | 94 | 83 | 72 | 94 |
Avg Bars in Winners | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Losers | 145 | 115 | 176 | 145 | 115 | 176 |
Bars Traded | 10642 | 4621 | 6021 | 10642 | 4621 | 6021 |
Profit Streak | 601.0543 | 601.0543 | 601.6793 | 601.0543 | 601.0543 | 601.6793 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392936 | -216378 | -216319 | -2240 | -225936 | -220003 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759133890498, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "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": [ [ 79361.1362538891, 39650.2917951424, 39710.8444587467, 90566.6710381642, 43910.3833944768, 46656.2876436875 ], [ 79.361136, 39.650292, 39.710844, 90.566671, 43.910383, 46.656288 ], [ 0.17287, 0.086369, 0.086501, 0.14056, 0.079325, 0.083445 ], [ 10, 10, 10, 10, 10, 10 ], [ -38461, -17710, -29006, -56884, -27148, -40332 ], [ 1.556512, 1.600311, 1.518724, 1.495445, 1.510993, 1.481653 ], [ 128, 64, 64, 128, 64, 64 ], [ 90, 45, 45, 90, 45, 45 ], [ 38, 19, 19, 38, 19, 19 ], [ 70.3125, 70.3125, 70.3125, 70.3125, 70.3125, 70.3125 ], [ 0.657194, 0.675687, 0.641239, 0.63141, 0.637975, 0.625587 ], [ 27364, 19275, 27364, 32295, 28974, 32295 ], [ -19719, -10331, -19719, -28183, -14024, -28183 ], [ 83, 72, 94, 83, 72, 94 ], [ 56, 53, 59, 56, 53, 59 ], [ 145, 115, 176, 145, 115, 176 ], [ 10642, 4621, 6021, 10642, 4621, 6021 ], [ 601.054288, 601.054288, 601.679288, 601.054288, 601.054288, 601.679288 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392936, -216378, -216319, -2240, -225936, -220003 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759133890498, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "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) |
---|