Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91659.8805 | 59120.7264 | 32539.1541 | 132227.5917 | 79364.5573 | 52863.0344 |
Total P&L (%) | 91.6599 | 59.1207 | 32.5392 | 132.2276 | 79.3646 | 52.863 |
Avg Daily Profit (%) | 0.1997 | 0.1288 | 0.0709 | 0.1837 | 0.1273 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25252 | -14362 | -19501 | -38858 | -21614 | -28956 |
Profit Factor | 1.8688 | 2.177 | 1.5887 | 1.8969 | 2.0752 | 1.7181 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 79.0541 | 78.3784 | 79.7297 | 79.0541 | 78.3784 | 79.7297 |
Ratio Avg Win / Avg Loss | 0.4951 | 0.6006 | 0.4039 | 0.5026 | 0.5725 | 0.4368 |
Largest Winning Trade | 6437 | 6437 | 5240 | 8564 | 8564 | 7464 |
Largest Losing Trade | -16548 | -9426 | -16548 | -24590 | -15021 | -24590 |
Avg Bars in Trades | 70 | 85 | 55 | 70 | 85 | 55 |
Avg Bars in Winners | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Losers | 206 | 249 | 159 | 206 | 249 | 159 |
Bars Traded | 10420 | 6296 | 4124 | 10420 | 6296 | 4124 |
Profit Streak | 610.8541 | 620.4791 | 610.8541 | 610.8541 | 620.4791 | 610.8541 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468587 | -80767 | -161513 | 465631 | -82152 | -130669 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669604400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759822194428, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 91659.8805009968, 59120.726448521, 32539.1540524757, 132227.5916760237, 79364.5572974039, 52863.0343786199 ], [ 91.659881, 59.120726, 32.539154, 132.227592, 79.364557, 52.863034 ], [ 0.19966, 0.128781, 0.070879, 0.183698, 0.127346, 0.092482 ], [ 10, 10, 10, 10, 10, 10 ], [ -25252, -14362, -19501, -38858, -21614, -28956 ], [ 1.868778, 2.177038, 1.588667, 1.896912, 2.075195, 1.718137 ], [ 148, 74, 74, 148, 74, 74 ], [ 117, 58, 59, 117, 58, 59 ], [ 31, 16, 15, 31, 16, 15 ], [ 79.054054, 78.378378, 79.72973, 79.054054, 78.378378, 79.72973 ], [ 0.495146, 0.600562, 0.403898, 0.502601, 0.572468, 0.436814 ], [ 6437, 6437, 5240, 8564, 8564, 7464 ], [ -16548, -9426, -16548, -24590, -15021, -24590 ], [ 70, 85, 55, 70, 85, 55 ], [ 34, 39, 29, 34, 39, 29 ], [ 206, 249, 159, 206, 249, 159 ], [ 10420, 6296, 4124, 10420, 6296, 4124 ], [ 610.854102, 620.479102, 610.854102, 610.854102, 620.479102, 610.854102 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468587, -80767, -161513, 465631, -82152, -130669 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669604400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759822194428, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 1 } } }
# | 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) |
---|