Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265444.1072 | 209989.4794 | 55454.6278 | -86640.8001 | 27695.9093 | -114336.7094 |
Total P&L (%) | 265.4441 | 209.9895 | 55.4546 | -86.6408 | 27.6959 | -114.3367 |
Avg Daily Profit (%) | 0.1472 | 0.1164 | 0.0307 | -0.1116 | 0.0136 | 0 |
Buy And Hold Return (%) | 20.2147 | 20.2147 | 20.2147 | 20.2147 | 20.2147 | 20.2147 |
Max Trade Drawdown | -128343 | -36608 | -138554 | -144815 | -46250 | -146148 |
Profit Factor | 1.963 | 3.2123 | 1.3068 | 0.5812 | 1.5637 | 0.2751 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 72.4638 | 73.913 | 71.0145 | 72.4638 | 73.913 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.7459 | 1.1337 | 0.5334 | 0.2208 | 0.5519 | 0.1123 |
Largest Winning Trade | 29399 | 29399 | 21049 | 30639 | 30639 | 9180 |
Largest Losing Trade | -99448 | -24872 | -99448 | -144546 | -33840 | -144546 |
Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Winners | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 3329 | 1514 | 1815 | 3329 | 1514 | 1815 |
Profit Streak | 605.2313 | 624.7313 | 605.2313 | 605.2313 | 624.7313 | 605.2313 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320478 | -129502 | -254784 | -576264 | -322311 | -678873 |
{ "trading_pair": "XMR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3607, "evaluation_days": 1803.5, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1562457600000, "last_datapoint_time": 1708387200000, "evaluation_time": 1758907982065, "expiration_time": 1713061872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.91022, "nc": 0.30017 } }, "second_band": { "type": "alma", "factors": { "length": 229, "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": [ [ 265444.1071912082, 209989.4794091255, 55454.6277820827, -86640.800122652, 27695.9092859126, -114336.7094085646 ], [ 265.444107, 209.989479, 55.454628, -86.6408, 27.695909, -114.336709 ], [ 0.147183, 0.116434, 0.030748, -0.111552, 0.013557, 0 ], [ 20.214705, 20.214705, 20.214705, 20.214705, 20.214705, 20.214705 ], [ -128343, -36608, -138554, -144815, -46250, -146148 ], [ 1.962984, 3.212255, 1.306843, 0.58115, 1.563683, 0.275067 ], [ 138, 69, 69, 138, 69, 69 ], [ 100, 51, 49, 100, 51, 49 ], [ 38, 18, 20, 38, 18, 20 ], [ 72.463768, 73.913043, 71.014493, 72.463768, 73.913043, 71.014493 ], [ 0.745934, 1.133737, 0.533405, 0.220837, 0.551888, 0.112272 ], [ 29399, 29399, 21049, 30639, 30639, 9180 ], [ -99448, -24872, -99448, -144546, -33840, -144546 ], [ 24, 21, 26, 24, 21, 26 ], [ 15, 13, 18, 15, 13, 18 ], [ 45, 44, 46, 45, 44, 46 ], [ 3329, 1514, 1815, 3329, 1514, 1815 ], [ 605.231274, 624.731274, 605.231274, 605.231274, 624.731274, 605.231274 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320478, -129502, -254784, -576264, -322311, -678873 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3607, "evaluation_days": 1803.5, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1562457600000, "last_datapoint_time": 1708387200000, "evaluation_time": 1758907982065, "expiration_time": 1713061872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.91022, "nc": 0.30017 } }, "second_band": { "type": "alma", "factors": { "length": 229, "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) |
---|