| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 374842.8701 | 289289.7087 | 85553.1614 | 1142079.7182 | 657444.2245 | 484635.4937 |
| Total P&L (%) | 374.8429 | 289.2897 | 85.5532 | 1142.0797 | 657.4442 | 484.6355 |
| Avg Daily Profit (%) | 0.2079 | 0.1604 | 0.0475 | 0.1398 | 0.1124 | 0.098 |
| Buy And Hold Return (%) | 71.0128 | 71.0128 | 71.0128 | 71.0128 | 71.0128 | 71.0128 |
| Max Trade Drawdown | -60361 | -35426 | -61096 | -1245570 | -758679 | -615810 |
| Profit Factor | 1.6945 | 2.2899 | 1.2712 | 1.2514 | 1.3031 | 1.2042 |
| Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
| Winning Trades | 136 | 72 | 64 | 136 | 72 | 64 |
| Losing Trades | 111 | 52 | 59 | 111 | 52 | 59 |
| Profitability (%) | 55.0607 | 58.0645 | 52.0325 | 55.0607 | 58.0645 | 52.0325 |
| Ratio Avg Win / Avg Loss | 1.383 | 1.6538 | 1.1719 | 1.0214 | 0.9411 | 1.1101 |
| Largest Winning Trade | 52606 | 41247 | 52606 | 391278 | 305322 | 391278 |
| Largest Losing Trade | -44611 | -25689 | -44611 | -299869 | -299869 | -197867 |
| Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
| Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Losers | 23 | 18 | 28 | 23 | 18 | 28 |
| Bars Traded | 6945 | 3138 | 3807 | 6945 | 3138 | 3807 |
| Profit Streak | 0 | 0 | 650.1388 | 0 | 0 | 650.1388 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391199 | 381036 | -230714 | -3936 | -43036 | -61783 |
{
"trading_pair": "XMR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7212,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1556020800000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759612793763,
"expiration_time": 1713060576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
374842.8700924574,
289289.7087368193,
85553.1613556382,
1142079.71819899,
657444.2245277305,
484635.4936712607
],
[
374.84287,
289.289709,
85.553161,
1142.079718,
657.444225,
484.635494
],
[
0.2079,
0.160449,
0.04745,
0.13983,
0.112364,
0.097986
],
[
71.012822,
71.012822,
71.012822,
71.012822,
71.012822,
71.012822
],
[
-60361,
-35426,
-61096,
-1245570,
-758679,
-615810
],
[
1.694488,
2.289925,
1.271192,
1.251429,
1.303075,
1.20422
],
[
247,
124,
123,
247,
124,
123
],
[
136,
72,
64,
136,
72,
64
],
[
111,
52,
59,
111,
52,
59
],
[
55.060729,
58.064516,
52.03252,
55.060729,
58.064516,
52.03252
],
[
1.383001,
1.653835,
1.17188,
1.021387,
0.941109,
1.110141
],
[
52606,
41247,
52606,
391278,
305322,
391278
],
[
-44611,
-25689,
-44611,
-299869,
-299869,
-197867
],
[
28,
25,
30,
28,
25,
30
],
[
31,
29,
33,
31,
29,
33
],
[
23,
18,
28,
23,
18,
28
],
[
6945,
3138,
3807,
6945,
3138,
3807
],
[
0,
0,
650.138817,
0,
0,
650.138817
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391199,
381036,
-230714,
-3936,
-43036,
-61783
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7212,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1556020800000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1759612793763,
"expiration_time": 1713060576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|