Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269838.0838 | 224579.1685 | 45258.9152 | 321154.6772 | 278610.3944 | 42544.2827 |
Total P&L (%) | 269.8381 | 224.5792 | 45.2589 | 321.1547 | 278.6104 | 42.5443 |
Avg Daily Profit (%) | 0.1799 | 0.1497 | 0.0302 | 0.0959 | 0.0888 | 0.0236 |
Buy And Hold Return (%) | 68.2256 | 68.2256 | 68.2256 | 68.2256 | 68.2256 | 68.2256 |
Max Trade Drawdown | -88500 | -62044 | -89014 | -228727 | -170776 | -220545 |
Profit Factor | 1.1708 | 1.3036 | 1.0539 | 1.096 | 1.1703 | 1.0249 |
Total Trades | 1496 | 748 | 748 | 1496 | 748 | 748 |
Winning Trades | 1140 | 586 | 554 | 1140 | 586 | 554 |
Losing Trades | 356 | 162 | 194 | 356 | 162 | 194 |
Profitability (%) | 76.2032 | 78.3422 | 74.0642 | 76.2032 | 78.3422 | 74.0642 |
Ratio Avg Win / Avg Loss | 0.3656 | 0.3604 | 0.369 | 0.3422 | 0.3235 | 0.3589 |
Largest Winning Trade | 13185 | 12342 | 13185 | 35937 | 35937 | 23822 |
Largest Losing Trade | -36414 | -36414 | -23027 | -102342 | -102342 | -51012 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 17900 | 8113 | 9787 | 17900 | 8113 | 9787 |
Profit Streak | 586.3859 | 0 | 588.8859 | 586.3859 | 0 | 588.8859 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17715 | 364560 | -473153 | -171789 | -103688 | -513789 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579276800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758942942106, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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": [ [ 269838.0837656994, 224579.1685159847, 45258.9152497145, 321154.6771814314, 278610.3944342785, 42544.2827471536 ], [ 269.838084, 224.579169, 45.258915, 321.154677, 278.610394, 42.544283 ], [ 0.179892, 0.149719, 0.030173, 0.095901, 0.088795, 0.023635 ], [ 68.225624, 68.225624, 68.225624, 68.225624, 68.225624, 68.225624 ], [ -88500, -62044, -89014, -228727, -170776, -220545 ], [ 1.170824, 1.303625, 1.053882, 1.095956, 1.170315, 1.024865 ], [ 1496, 748, 748, 1496, 748, 748 ], [ 1140, 586, 554, 1140, 586, 554 ], [ 356, 162, 194, 356, 162, 194 ], [ 76.203209, 78.342246, 74.064171, 76.203209, 78.342246, 74.064171 ], [ 0.365626, 0.360388, 0.369049, 0.342246, 0.323534, 0.358888 ], [ 13185, 12342, 13185, 35937, 35937, 23822 ], [ -36414, -36414, -23027, -102342, -102342, -51012 ], [ 11, 10, 13, 11, 10, 13 ], [ 6, 6, 6, 6, 6, 6 ], [ 29, 27, 31, 29, 27, 31 ], [ 17900, 8113, 9787, 17900, 8113, 9787 ], [ 586.385904, 0, 588.885904, 586.385904, 0, 588.885904 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -17715, 364560, -473153, -171789, -103688, -513789 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579276800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758942942106, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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) |
---|