| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 285987.702 | 227016.3314 | 58971.3707 | 663939.1181 | 314253.9169 | 349685.2012 |
| Total P&L (%) | 285.9877 | 227.0163 | 58.9714 | 663.9391 | 314.2539 | 349.6852 |
| Avg Daily Profit (%) | 0.1907 | 0.1513 | 0.0393 | 0.1356 | 0.0948 | 0.1003 |
| Buy And Hold Return (%) | 69.523 | 69.523 | 69.523 | 69.523 | 69.523 | 69.523 |
| Max Trade Drawdown | -51492 | -51879 | -19554 | -623837 | -707178 | -101588 |
| Profit Factor | 2.0843 | 2.0513 | 2.2335 | 1.3189 | 1.1699 | 2.5065 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
| Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Profitability (%) | 79.8561 | 82.6087 | 77.1429 | 79.8561 | 82.6087 | 77.1429 |
| Ratio Avg Win / Avg Loss | 0.5258 | 0.4318 | 0.6618 | 0.3327 | 0.2463 | 0.7427 |
| Largest Winning Trade | 22956 | 22956 | 6641 | 209206 | 209206 | 54744 |
| Largest Losing Trade | -51492 | -51492 | -14940 | -596531 | -596531 | -74486 |
| Avg Bars in Trades | 118 | 227 | 10 | 118 | 227 | 10 |
| Avg Bars in Winners | 59 | 110 | 5 | 59 | 110 | 5 |
| Avg Bars in Losers | 350 | 783 | 25 | 350 | 783 | 25 |
| Bars Traded | 16422 | 15684 | 738 | 16422 | 15684 | 738 |
| Profit Streak | 0 | 734.6552 | 0 | 0 | 734.6552 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400362 | -90755 | -395076 | -8479 | -199704 | -148803 |
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580335200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760204605828,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 128,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
285987.7020311718,
227016.3313795738,
58971.3706515977,
663939.1180729729,
314253.9168590966,
349685.2012138763
],
[
285.987702,
227.016331,
58.971371,
663.939118,
314.253917,
349.685201
],
[
0.190658,
0.151344,
0.039314,
0.135646,
0.094799,
0.100275
],
[
69.522993,
69.522993,
69.522993,
69.522993,
69.522993,
69.522993
],
[
-51492,
-51879,
-19554,
-623837,
-707178,
-101588
],
[
2.084309,
2.051273,
2.233533,
1.318891,
1.169876,
2.506464
],
[
139,
69,
70,
139,
69,
70
],
[
111,
57,
54,
111,
57,
54
],
[
28,
12,
16,
28,
12,
16
],
[
79.856115,
82.608696,
77.142857,
79.856115,
82.608696,
77.142857
],
[
0.525772,
0.431847,
0.661788,
0.332693,
0.24629,
0.742656
],
[
22956,
22956,
6641,
209206,
209206,
54744
],
[
-51492,
-51492,
-14940,
-596531,
-596531,
-74486
],
[
118,
227,
10,
118,
227,
10
],
[
59,
110,
5,
59,
110,
5
],
[
350,
783,
25,
350,
783,
25
],
[
16422,
15684,
738,
16422,
15684,
738
],
[
0,
734.65516,
0,
0,
734.65516,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400362,
-90755,
-395076,
-8479,
-199704,
-148803
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580335200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760204605828,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 128,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|