Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360108.2636 | 292739.8685 | 67368.395 | 712113.8674 | 497540.4312 | 214573.4362 |
Total P&L (%) | 360.1083 | 292.7399 | 67.3684 | 712.1139 | 497.5404 | 214.5734 |
Avg Daily Profit (%) | 0.1998 | 0.1624 | 0.0374 | 0.1163 | 0.0992 | 0.0636 |
Buy And Hold Return (%) | 129.9051 | 129.9051 | 129.9051 | 129.9051 | 129.9051 | 129.9051 |
Max Trade Drawdown | -74716 | -58831 | -151710 | -502423 | -398651 | -512052 |
Profit Factor | 1.2166 | 1.3337 | 1.0858 | 1.1007 | 1.1307 | 1.0658 |
Total Trades | 931 | 466 | 465 | 931 | 466 | 465 |
Winning Trades | 440 | 248 | 192 | 440 | 248 | 192 |
Losing Trades | 491 | 218 | 273 | 491 | 218 | 273 |
Profitability (%) | 47.261 | 53.2189 | 41.2903 | 47.261 | 53.2189 | 41.2903 |
Ratio Avg Win / Avg Loss | 1.3576 | 1.1724 | 1.5439 | 1.2283 | 0.9939 | 1.5154 |
Largest Winning Trade | 31204 | 31204 | 22018 | 137398 | 137398 | 131657 |
Largest Losing Trade | -23289 | -23289 | -17640 | -193869 | -193869 | -113406 |
Avg Bars in Trades | 11 | 14 | 8 | 11 | 14 | 8 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 8 | 12 | 5 | 8 | 12 | 5 |
Bars Traded | 10778 | 6810 | 3968 | 10778 | 6810 | 3968 |
Profit Streak | 0 | 0 | 618.9657 | 0 | 0 | 618.9657 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301374 | 178769 | -434074 | -143578 | -138686 | -264548 |
{ "trading_pair": "XMR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10814, "evaluation_days": 1802.33, "actual_first_datapoint_time": 1552622400000, "first_datapoint_time": 1552924800000, "last_datapoint_time": 1708387200000, "evaluation_time": 1760008234035, "expiration_time": 1713058848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.14065 } } }
{ "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": [ [ 360108.2635611139, 292739.8685497643, 67368.3950113499, 712113.8674025397, 497540.4311557182, 214573.4362468221 ], [ 360.108264, 292.739869, 67.368395, 712.113867, 497.540431, 214.573436 ], [ 0.199802, 0.162423, 0.037379, 0.116277, 0.099235, 0.063607 ], [ 129.905094, 129.905094, 129.905094, 129.905094, 129.905094, 129.905094 ], [ -74716, -58831, -151710, -502423, -398651, -512052 ], [ 1.21661, 1.333735, 1.085785, 1.100748, 1.130726, 1.065774 ], [ 931, 466, 465, 931, 466, 465 ], [ 440, 248, 192, 440, 248, 192 ], [ 491, 218, 273, 491, 218, 273 ], [ 47.26101, 53.218884, 41.290323, 47.26101, 53.218884, 41.290323 ], [ 1.357626, 1.172396, 1.543851, 1.228334, 0.993945, 1.515397 ], [ 31204, 31204, 22018, 137398, 137398, 131657 ], [ -23289, -23289, -17640, -193869, -193869, -113406 ], [ 11, 14, 8, 11, 14, 8 ], [ 14, 16, 12, 14, 16, 12 ], [ 8, 12, 5, 8, 12, 5 ], [ 10778, 6810, 3968, 10778, 6810, 3968 ], [ 0, 0, 618.965671, 0, 0, 618.965672 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301374, 178769, -434074, -143578, -138686, -264548 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10814, "evaluation_days": 1802.33, "actual_first_datapoint_time": 1552622400000, "first_datapoint_time": 1552924800000, "last_datapoint_time": 1708387200000, "evaluation_time": 1760008234035, "expiration_time": 1713058848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.14065 } } }
# | 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) |
---|