| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353273.557 | 283488.2601 | 69785.2968 | 930093.4611 | 644547.212 | 285546.2491 |
| Total P&L (%) | 353.2736 | 283.4883 | 69.7853 | 930.0935 | 644.5472 | 285.5462 |
| Avg Daily Profit (%) | 0.1959 | 0.1572 | 0.0387 | 0.1294 | 0.1114 | 0.0749 |
| Buy And Hold Return (%) | 73.1078 | 73.1078 | 73.1078 | 73.1078 | 73.1078 | 73.1078 |
| Max Trade Drawdown | -66606 | -65221 | -41187 | -1391017 | -1533257 | -494207 |
| Profit Factor | 1.6435 | 1.8027 | 1.3563 | 1.1817 | 1.1747 | 1.1998 |
| Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
| Winning Trades | 234 | 131 | 103 | 234 | 131 | 103 |
| Losing Trades | 72 | 22 | 50 | 72 | 22 | 50 |
| Profitability (%) | 76.4706 | 85.6209 | 67.3203 | 76.4706 | 85.6209 | 67.3203 |
| Ratio Avg Win / Avg Loss | 0.5057 | 0.3027 | 0.6584 | 0.3636 | 0.1973 | 0.5824 |
| Largest Winning Trade | 21067 | 21067 | 16781 | 315640 | 315640 | 162218 |
| Largest Losing Trade | -52665 | -52665 | -35246 | -1171756 | -1171756 | -421506 |
| Avg Bars in Trades | 23 | 40 | 5 | 23 | 40 | 5 |
| Avg Bars in Winners | 11 | 19 | 2 | 11 | 19 | 2 |
| Avg Bars in Losers | 59 | 170 | 10 | 59 | 170 | 10 |
| Bars Traded | 7061 | 6237 | 824 | 7061 | 6237 | 824 |
| Profit Streak | 0 | 606.01 | 0 | 0 | 606.01 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422918 | 413421 | -305446 | -36845 | -67985 | -94947 |
{
"trading_pair": "XMR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7212,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554249600000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758867266704,
"expiration_time": 1713060576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 77,
"offset": 0,
"std": 1.80478
}
}
}
{
"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": [
[
353273.5569516012,
283488.2601359127,
69785.2968156882,
930093.4611170545,
644547.2120312862,
285546.2490857692
],
[
353.273557,
283.48826,
69.785297,
930.093461,
644.547212,
285.546249
],
[
0.195937,
0.157231,
0.038705,
0.129437,
0.11141,
0.074875
],
[
73.107773,
73.107773,
73.107773,
73.107773,
73.107773,
73.107773
],
[
-66606,
-65221,
-41187,
-1391017,
-1533257,
-494207
],
[
1.643487,
1.802726,
1.356334,
1.181678,
1.174667,
1.199778
],
[
306,
153,
153,
306,
153,
153
],
[
234,
131,
103,
234,
131,
103
],
[
72,
22,
50,
72,
22,
50
],
[
76.470588,
85.620915,
67.320261,
76.470588,
85.620915,
67.320261
],
[
0.505688,
0.302748,
0.658415,
0.363593,
0.197272,
0.582417
],
[
21067,
21067,
16781,
315640,
315640,
162218
],
[
-52665,
-52665,
-35246,
-1171756,
-1171756,
-421506
],
[
23,
40,
5,
23,
40,
5
],
[
11,
19,
2,
11,
19,
2
],
[
59,
170,
10,
59,
170,
10
],
[
7061,
6237,
824,
7061,
6237,
824
],
[
0,
606.010031,
0,
0,
606.010031,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422918,
413421,
-305446,
-36845,
-67985,
-94947
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7212,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554249600000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758867266704,
"expiration_time": 1713060576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 77,
"offset": 0,
"std": 1.80478
}
}
}
| # | 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) |
|---|