Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430091.9505 | 336395.2665 | 93696.6841 | 1567579.3308 | 896450.9942 | 671128.3366 |
Total P&L (%) | 430.092 | 336.3953 | 93.6967 | 1567.5793 | 896.451 | 671.1283 |
Avg Daily Profit (%) | 0.2385 | 0.1865 | 0.052 | 0.1562 | 0.1276 | 0.1133 |
Buy And Hold Return (%) | 132.6539 | 132.6539 | 132.6539 | 132.6539 | 132.6539 | 132.6539 |
Max Trade Drawdown | -73605 | -46114 | -97927 | -1732786 | -1053193 | -1059367 |
Profit Factor | 1.4043 | 1.706 | 1.1595 | 1.1508 | 1.1667 | 1.1337 |
Total Trades | 463 | 232 | 231 | 463 | 232 | 231 |
Winning Trades | 261 | 141 | 120 | 261 | 141 | 120 |
Losing Trades | 202 | 91 | 111 | 202 | 91 | 111 |
Profitability (%) | 56.3715 | 60.7759 | 51.9481 | 56.3715 | 60.7759 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.0868 | 1.101 | 1.0726 | 0.8906 | 0.753 | 1.0486 |
Largest Winning Trade | 41762 | 28572 | 41762 | 283516 | 255126 | 283516 |
Largest Losing Trade | -36402 | -36402 | -31701 | -1044533 | -1044533 | -242884 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5405 | 2673 | 2732 | 5405 | 2673 | 2732 |
Profit Streak | 0 | 0 | 629.0541 | 0 | 0 | 629.0541 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334758 | 303740 | -331846 | -45175 | -58941 | -113540 |
{ "trading_pair": "XMR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1552608000000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759454273825, "expiration_time": 1713061440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.10585, "nb": 0.31718, "nc": 0.1 } } }
{ "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": [ [ 430091.9505116767, 336395.266452266, 93696.6840594108, 1567579.33081116, 896450.9942460896, 671128.336565071 ], [ 430.091951, 336.395266, 93.696684, 1567.579331, 896.450994, 671.128337 ], [ 0.238499, 0.186541, 0.051958, 0.156164, 0.127569, 0.113337 ], [ 132.653861, 132.653861, 132.653861, 132.653861, 132.653861, 132.653861 ], [ -73605, -46114, -97927, -1732786, -1053193, -1059367 ], [ 1.404275, 1.705987, 1.159519, 1.150756, 1.166708, 1.133671 ], [ 463, 232, 231, 463, 232, 231 ], [ 261, 141, 120, 261, 141, 120 ], [ 202, 91, 111, 202, 91, 111 ], [ 56.37149, 60.775862, 51.948052, 56.37149, 60.775862, 51.948052 ], [ 1.086834, 1.101027, 1.072555, 0.890623, 0.752982, 1.048646 ], [ 41762, 28572, 41762, 283516, 255126, 283516 ], [ -36402, -36402, -31701, -1044533, -1044533, -242884 ], [ 11, 11, 11, 11, 11, 11 ], [ 10, 10, 10, 10, 10, 10 ], [ 13, 13, 13, 13, 13, 13 ], [ 5405, 2673, 2732, 5405, 2673, 2732 ], [ 0, 0, 629.054095, 0, 0, 629.054095 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334758, 303740, -331846, -45175, -58941, -113540 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1552608000000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759454273825, "expiration_time": 1713061440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.10585, "nb": 0.31718, "nc": 0.1 } } }
# | 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) |
---|