Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278484.6481 | 235691.8788 | 42792.7693 | 319353.4261 | 209715.3804 | 109638.0456 |
Total P&L (%) | 278.4846 | 235.6919 | 42.7928 | 319.3534 | 209.7154 | 109.638 |
Avg Daily Profit (%) | 0.1857 | 0.1571 | 0.0285 | 0.0956 | 0.0754 | 0.0494 |
Buy And Hold Return (%) | 107.1192 | 107.1192 | 107.1192 | 107.1192 | 107.1192 | 107.1192 |
Max Trade Drawdown | -129228 | -88339 | -119870 | -189326 | -172237 | -147962 |
Profit Factor | 1.1827 | 1.3419 | 1.0513 | 1.1516 | 1.2111 | 1.0985 |
Total Trades | 1573 | 786 | 787 | 1573 | 786 | 787 |
Winning Trades | 1130 | 592 | 538 | 1130 | 592 | 538 |
Losing Trades | 443 | 194 | 249 | 443 | 194 | 249 |
Profitability (%) | 71.8373 | 75.3181 | 68.3609 | 71.8373 | 75.3181 | 68.3609 |
Ratio Avg Win / Avg Loss | 0.4637 | 0.4398 | 0.4866 | 0.4515 | 0.3969 | 0.5084 |
Largest Winning Trade | 12342 | 12342 | 10667 | 43395 | 22128 | 43395 |
Largest Losing Trade | -40465 | -39061 | -40465 | -81712 | -77927 | -81712 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 6 | 5 | 6 | 6 | 5 | 6 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 17958 | 7890 | 10068 | 17958 | 7890 | 10068 |
Profit Streak | 585.361 | 585.361 | 589.111 | 585.361 | 585.361 | 589.111 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5568 | 305432 | -478363 | -112275 | -93467 | -391312 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1578931200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758868791632, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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": [ [ 278484.6480803069, 235691.8787591799, 42792.7693211275, 319353.4260864097, 209715.3804431451, 109638.045643265 ], [ 278.484648, 235.691879, 42.792769, 319.353426, 209.71538, 109.638046 ], [ 0.185656, 0.157128, 0.028529, 0.095615, 0.075394, 0.04936 ], [ 107.119176, 107.119176, 107.119176, 107.119176, 107.119176, 107.119176 ], [ -129228, -88339, -119870, -189326, -172237, -147962 ], [ 1.182739, 1.341937, 1.051269, 1.151622, 1.211143, 1.098506 ], [ 1573, 786, 787, 1573, 786, 787 ], [ 1130, 592, 538, 1130, 592, 538 ], [ 443, 194, 249, 443, 194, 249 ], [ 71.837254, 75.318066, 68.360864, 71.837254, 75.318066, 68.360864 ], [ 0.463676, 0.439757, 0.486554, 0.451477, 0.396895, 0.508416 ], [ 12342, 12342, 10667, 43395, 22128, 43395 ], [ -40465, -39061, -40465, -81712, -77927, -81712 ], [ 11, 10, 12, 11, 10, 12 ], [ 6, 5, 6, 6, 5, 6 ], [ 24, 23, 26, 24, 23, 26 ], [ 17958, 7890, 10068, 17958, 7890, 10068 ], [ 585.361014, 585.361014, 589.111014, 585.361014, 585.361014, 589.111014 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -5568, 305432, -478363, -112275, -93467, -391312 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1578931200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758868791632, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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) |
---|