| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365435.4426 | 292911.6194 | 72523.8232 | 1136637.9034 | 566638.0822 | 569999.8212 |
| Total P&L (%) | 365.4354 | 292.9116 | 72.5238 | 1136.6379 | 566.6381 | 569.9998 |
| Avg Daily Profit (%) | 0.2028 | 0.1625 | 0.0402 | 0.1396 | 0.1053 | 0.1056 |
| Buy And Hold Return (%) | 124.8106 | 124.8106 | 124.8106 | 124.8106 | 124.8106 | 124.8106 |
| Max Trade Drawdown | -62923 | -66314 | -27334 | -657896 | -751921 | -148879 |
| Profit Factor | 1.6929 | 1.7628 | 1.5058 | 1.3822 | 1.2307 | 2.1006 |
| Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
| Winning Trades | 236 | 125 | 111 | 236 | 125 | 111 |
| Losing Trades | 69 | 27 | 42 | 69 | 27 | 42 |
| Profitability (%) | 77.377 | 82.2368 | 72.549 | 77.377 | 82.2368 | 72.549 |
| Ratio Avg Win / Avg Loss | 0.495 | 0.3808 | 0.5698 | 0.4041 | 0.2658 | 0.7948 |
| Largest Winning Trade | 29344 | 29344 | 17685 | 162393 | 162393 | 66306 |
| Largest Losing Trade | -48228 | -48228 | -23194 | -534527 | -534527 | -124612 |
| Avg Bars in Trades | 34 | 65 | 4 | 34 | 65 | 4 |
| Avg Bars in Winners | 18 | 31 | 2 | 18 | 31 | 2 |
| Avg Bars in Losers | 91 | 221 | 8 | 91 | 221 | 8 |
| Bars Traded | 10591 | 9956 | 635 | 10591 | 9956 | 635 |
| Profit Streak | 616.9621 | 0 | 714.7954 | 616.9621 | 0 | 714.7954 |
| Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382553 | 284904 | -300415 | -1558 | -51096 | -47260 |
{
"trading_pair": "XMR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10814,
"evaluation_days": 1802.33,
"actual_first_datapoint_time": 1552622400000,
"first_datapoint_time": 1553803200000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759835126788,
"expiration_time": 1713058848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 185,
"offset": 0,
"std": 2.17636
}
}
} {
"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": [
[
365435.442612879,
292911.6193900629,
72523.823222816,
1136637.903419478,
566638.0821774858,
569999.8212419928
],
[
365.435443,
292.911619,
72.523823,
1136.637903,
566.638082,
569.999821
],
[
0.202757,
0.162518,
0.040239,
0.139638,
0.105312,
0.105592
],
[
124.810606,
124.810606,
124.810606,
124.810606,
124.810606,
124.810606
],
[
-62923,
-66314,
-27334,
-657896,
-751921,
-148879
],
[
1.692947,
1.762811,
1.505833,
1.382218,
1.230725,
2.100621
],
[
305,
152,
153,
305,
152,
153
],
[
236,
125,
111,
236,
125,
111
],
[
69,
27,
42,
69,
27,
42
],
[
77.377049,
82.236842,
72.54902,
77.377049,
82.236842,
72.54902
],
[
0.494972,
0.380767,
0.569775,
0.404123,
0.265837,
0.794829
],
[
29344,
29344,
17685,
162393,
162393,
66306
],
[
-48228,
-48228,
-23194,
-534527,
-534527,
-124612
],
[
34,
65,
4,
34,
65,
4
],
[
18,
31,
2,
18,
31,
2
],
[
91,
221,
8,
91,
221,
8
],
[
10591,
9956,
635,
10591,
9956,
635
],
[
616.962115,
0,
714.795449,
616.962116,
0,
714.795449
],
[
1,
0,
7,
1,
0,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382553,
284904,
-300415,
-1558,
-51096,
-47260
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10814,
"evaluation_days": 1802.33,
"actual_first_datapoint_time": 1552622400000,
"first_datapoint_time": 1553803200000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759835126788,
"expiration_time": 1713058848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 185,
"offset": 0,
"std": 2.17636
}
}
}
| # | 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) |
|---|