| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343270.2932 | 289094.8577 | 54175.4355 | 590879.1227 | 980435.7176 | -389556.5949 |
| Total P&L (%) | 343.2703 | 289.0949 | 54.1754 | 590.8791 | 980.4357 | -389.5566 |
| Avg Daily Profit (%) | 0.1905 | 0.1604 | 0.0301 | 0.1073 | 0.1321 | 0 |
| Buy And Hold Return (%) | 119.8148 | 119.8148 | 119.8148 | 119.8148 | 119.8148 | 119.8148 |
| Max Trade Drawdown | -153795 | -93994 | -164823 | -803127 | -469671 | -914485 |
| Profit Factor | 1.2387 | 1.4432 | 1.0689 | 1.0779 | 1.2851 | 0.906 |
| Total Trades | 742 | 371 | 371 | 742 | 371 | 371 |
| Winning Trades | 404 | 213 | 191 | 404 | 213 | 191 |
| Losing Trades | 338 | 158 | 180 | 338 | 158 | 180 |
| Profitability (%) | 54.4474 | 57.4124 | 51.4825 | 54.4474 | 57.4124 | 51.4825 |
| Ratio Avg Win / Avg Loss | 1.0363 | 1.0705 | 1.0074 | 0.9018 | 0.9533 | 0.8538 |
| Largest Winning Trade | 41320 | 27369 | 41320 | 209310 | 142024 | 209310 |
| Largest Losing Trade | -27289 | -25558 | -27289 | -201511 | -150779 | -201511 |
| Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
| Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
| Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
| Bars Traded | 10668 | 5611 | 5057 | 10668 | 5611 | 5057 |
| Profit Streak | 607.7004 | 0 | 618.5337 | 607.7004 | 0 | 618.5337 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 350918 | 242188 | -460383 | -181468 | -15259 | -577966 |
{
"trading_pair": "XMR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10814,
"evaluation_days": 1802.33,
"actual_first_datapoint_time": 1552622400000,
"first_datapoint_time": 1554019200000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759711713470,
"expiration_time": 1713058848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
343270.2932034896,
289094.8576577227,
54175.4355457668,
590879.1226997118,
980435.7176320408,
-389556.59493233
],
[
343.270293,
289.094858,
54.175436,
590.879123,
980.435718,
-389.556595
],
[
0.190459,
0.160401,
0.030059,
0.107296,
0.132136,
0
],
[
119.814815,
119.814815,
119.814815,
119.814815,
119.814815,
119.814815
],
[
-153795,
-93994,
-164823,
-803127,
-469671,
-914485
],
[
1.238691,
1.443172,
1.068943,
1.077925,
1.285145,
0.906002
],
[
742,
371,
371,
742,
371,
371
],
[
404,
213,
191,
404,
213,
191
],
[
338,
158,
180,
338,
158,
180
],
[
54.447439,
57.412399,
51.48248,
54.447439,
57.412399,
51.48248
],
[
1.036331,
1.070522,
1.007381,
0.901828,
0.9533,
0.853824
],
[
41320,
27369,
41320,
209310,
142024,
209310
],
[
-27289,
-25558,
-27289,
-201511,
-150779,
-201511
],
[
14,
15,
13,
14,
15,
13
],
[
14,
15,
13,
14,
15,
13
],
[
14,
15,
13,
14,
15,
13
],
[
10668,
5611,
5057,
10668,
5611,
5057
],
[
607.700387,
0,
618.53372,
607.700387,
0,
618.533721
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350918,
242188,
-460383,
-181468,
-15259,
-577966
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10814,
"evaluation_days": 1802.33,
"actual_first_datapoint_time": 1552622400000,
"first_datapoint_time": 1554019200000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759711713470,
"expiration_time": 1713058848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|