| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 375654.8213 | 286246.8116 | 89408.0097 | 992140.9613 | 683899.7013 | 308241.26 |
| Total P&L (%) | 375.6548 | 286.2468 | 89.408 | 992.141 | 683.8997 | 308.2413 |
| Avg Daily Profit (%) | 0.2504 | 0.1908 | 0.0596 | 0.1595 | 0.1374 | 0.0938 |
| Buy And Hold Return (%) | 82.0273 | 82.0273 | 82.0273 | 82.0273 | 82.0273 | 82.0273 |
| Max Trade Drawdown | -84464 | -60994 | -50006 | -1160694 | -922499 | -691421 |
| Profit Factor | 1.2997 | 1.4751 | 1.1374 | 1.089 | 1.1192 | 1.057 |
| Total Trades | 732 | 366 | 366 | 732 | 366 | 366 |
| Winning Trades | 481 | 250 | 231 | 481 | 250 | 231 |
| Losing Trades | 251 | 116 | 135 | 251 | 116 | 135 |
| Profitability (%) | 65.7104 | 68.306 | 63.1148 | 65.7104 | 68.306 | 63.1148 |
| Ratio Avg Win / Avg Loss | 0.6782 | 0.6844 | 0.6647 | 0.5683 | 0.5193 | 0.6177 |
| Largest Winning Trade | 22575 | 22575 | 22509 | 220001 | 220001 | 139844 |
| Largest Losing Trade | -39379 | -39379 | -22675 | -542206 | -542206 | -248171 |
| Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
| Avg Bars in Winners | 17 | 16 | 19 | 17 | 16 | 19 |
| Avg Bars in Losers | 37 | 33 | 40 | 37 | 33 | 40 |
| Bars Traded | 17861 | 7922 | 9939 | 17861 | 7922 | 9939 |
| Profit Streak | 603.7657 | 605.0157 | 603.7657 | 603.7657 | 605.0157 | 603.7657 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 441854 | 322052 | -318253 | -109100 | -95713 | -225765 |
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579168800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759537358758,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 61,
"offset": 0,
"multiplier": 2.14643
}
}
} {
"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": [
[
375654.8212628695,
286246.8115521106,
89408.0097107588,
992140.961289427,
683899.7013055366,
308241.2599838912
],
[
375.654821,
286.246812,
89.40801,
992.140961,
683.899701,
308.24126
],
[
0.250437,
0.190831,
0.059605,
0.159509,
0.137368,
0.093823
],
[
82.027296,
82.027296,
82.027296,
82.027296,
82.027296,
82.027296
],
[
-84464,
-60994,
-50006,
-1160694,
-922499,
-691421
],
[
1.299745,
1.475075,
1.137399,
1.08899,
1.119201,
1.05696
],
[
732,
366,
366,
732,
366,
366
],
[
481,
250,
231,
481,
250,
231
],
[
251,
116,
135,
251,
116,
135
],
[
65.710383,
68.306011,
63.114754,
65.710383,
68.306011,
63.114754
],
[
0.678245,
0.684435,
0.664714,
0.568267,
0.519309,
0.617704
],
[
22575,
22575,
22509,
220001,
220001,
139844
],
[
-39379,
-39379,
-22675,
-542206,
-542206,
-248171
],
[
24,
21,
27,
24,
21,
27
],
[
17,
16,
19,
17,
16,
19
],
[
37,
33,
40,
37,
33,
40
],
[
17861,
7922,
9939,
17861,
7922,
9939
],
[
603.765726,
605.015726,
603.765726,
603.765726,
605.015726,
603.765726
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
441854,
322052,
-318253,
-109100,
-95713,
-225765
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579168800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759537358758,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 61,
"offset": 0,
"multiplier": 2.14643
}
}
}
| # | 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) |
|---|