Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72299.057 | 37923.0003 | 34376.0567 | 81661.8015 | 30500.3724 | 51161.4291 |
Total P&L (%) | 72.2991 | 37.923 | 34.3761 | 81.6618 | 30.5004 | 51.1614 |
Avg Daily Profit (%) | 0.1575 | 0.0826 | 0.0749 | 0.1301 | 0.058 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23276 | -22013 | -19765 | -52233 | -49160 | -34199 |
Profit Factor | 1.2981 | 1.3206 | 1.2766 | 1.2072 | 1.1521 | 1.2642 |
Total Trades | 399 | 199 | 200 | 399 | 199 | 200 |
Winning Trades | 220 | 114 | 106 | 220 | 114 | 106 |
Losing Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Profitability (%) | 55.1378 | 57.2864 | 53 | 55.1378 | 57.2864 | 53 |
Ratio Avg Win / Avg Loss | 1.0562 | 0.9847 | 1.1321 | 0.9822 | 0.859 | 1.121 |
Largest Winning Trade | 11042 | 8571 | 11042 | 21591 | 8723 | 21591 |
Largest Losing Trade | -19241 | -19241 | -19197 | -41778 | -41778 | -33295 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 10849 | 5167 | 5682 | 10849 | 5167 | 5682 |
Profit Streak | 601.8266 | 602.3266 | 601.8266 | 601.8266 | 602.3266 | 601.8266 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379897 | -84625 | -94770 | -18237 | -171480 | -73164 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668949200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759823419536, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 4.58456 } } }
{ "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": [ [ 72299.0570054459, 37923.0002810579, 34376.0567243879, 81661.8014866522, 30500.3724080015, 51161.4290786511 ], [ 72.299057, 37.923, 34.376057, 81.661801, 30.500372, 51.161429 ], [ 0.157487, 0.082607, 0.07488, 0.130122, 0.058004, 0.090042 ], [ 10, 10, 10, 10, 10, 10 ], [ -23276, -22013, -19765, -52233, -49160, -34199 ], [ 1.298063, 1.320596, 1.276614, 1.207179, 1.152132, 1.264162 ], [ 399, 199, 200, 399, 199, 200 ], [ 220, 114, 106, 220, 114, 106 ], [ 179, 85, 94, 179, 85, 94 ], [ 55.137845, 57.286432, 53, 55.137845, 57.286432, 53 ], [ 1.056151, 0.984655, 1.132092, 0.982205, 0.859046, 1.121049 ], [ 11042, 8571, 11042, 21591, 8723, 21591 ], [ -19241, -19241, -19197, -41778, -41778, -33295 ], [ 27, 25, 28, 27, 25, 28 ], [ 22, 19, 26, 22, 19, 26 ], [ 32, 34, 30, 32, 34, 30 ], [ 10849, 5167, 5682, 10849, 5167, 5682 ], [ 601.826615, 602.326615, 601.826615, 601.826615, 602.326615, 601.826615 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379897, -84625, -94770, -18237, -171480, -73164 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668949200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759823419536, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 4.58456 } } }
# | 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) |
---|