Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229248.5231 | 191612.5848 | 37635.9382 | 248898.6356 | 161030.4089 | 87868.2268 |
Total P&L (%) | 229.2485 | 191.6126 | 37.6359 | 248.8986 | 161.0304 | 87.8682 |
Avg Daily Profit (%) | 0.1528 | 0.1277 | 0.0251 | 0.0833 | 0.064 | 0.042 |
Buy And Hold Return (%) | 79.4949 | 79.4949 | 79.4949 | 79.4949 | 79.4949 | 79.4949 |
Max Trade Drawdown | -133163 | -113545 | -21176 | -706791 | -631646 | -75145 |
Profit Factor | 1.9853 | 2.0526 | 1.7433 | 1.2468 | 1.1924 | 1.5132 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 60.396 | 64 | 56.8627 | 60.396 | 64 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.3018 | 1.1546 | 1.3225 | 0.8176 | 0.6707 | 1.1479 |
Largest Winning Trade | 80754 | 80754 | 15626 | 324500 | 324500 | 47152 |
Largest Losing Trade | -47183 | -47183 | -10452 | -410856 | -410856 | -48071 |
Avg Bars in Trades | 157 | 310 | 7 | 157 | 310 | 7 |
Avg Bars in Winners | 127 | 235 | 8 | 127 | 235 | 8 |
Avg Bars in Losers | 204 | 445 | 6 | 204 | 445 | 6 |
Bars Traded | 15918 | 15541 | 377 | 15918 | 15541 | 377 |
Profit Streak | 599.9596 | 0 | 619.2096 | 599.9596 | 0 | 619.2096 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319107 | -202086 | -500490 | -84386 | -303045 | -445920 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579104000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759057311789, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.82912 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 3.10744 } } }
{ "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": [ [ 229248.5230688617, 191612.5848291867, 37635.9382396747, 248898.6356455788, 161030.4088665401, 87868.2267790389 ], [ 229.248523, 191.612585, 37.635938, 248.898636, 161.030409, 87.868227 ], [ 0.152832, 0.127742, 0.025091, 0.083342, 0.063985, 0.042047 ], [ 79.494934, 79.494934, 79.494934, 79.494934, 79.494934, 79.494934 ], [ -133163, -113545, -21176, -706791, -631646, -75145 ], [ 1.985276, 2.052592, 1.743269, 1.246838, 1.192363, 1.513157 ], [ 101, 50, 51, 101, 50, 51 ], [ 61, 32, 29, 61, 32, 29 ], [ 40, 18, 22, 40, 18, 22 ], [ 60.39604, 64, 56.862745, 60.39604, 64, 56.862745 ], [ 1.30182, 1.154583, 1.32248, 0.817598, 0.670704, 1.147912 ], [ 80754, 80754, 15626, 324500, 324500, 47152 ], [ -47183, -47183, -10452, -410856, -410856, -48071 ], [ 157, 310, 7, 157, 310, 7 ], [ 127, 235, 8, 127, 235, 8 ], [ 204, 445, 6, 204, 445, 6 ], [ 15918, 15541, 377, 15918, 15541, 377 ], [ 599.959627, 0, 619.209627, 599.959627, 0, 619.209627 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319107, -202086, -500490, -84386, -303045, -445920 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579104000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759057311789, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.82912 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 3.10744 } } }
# | 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) |
---|