Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382431.1904 | 288320.7622 | 94110.4281 | 257916.2222 | 476703.1124 | -218786.8902 |
Total P&L (%) | 382.4312 | 288.3208 | 94.1104 | 257.9162 | 476.7031 | -218.7869 |
Avg Daily Profit (%) | 0.2121 | 0.1599 | 0.0522 | 0.0707 | 0.0972 | 0 |
Buy And Hold Return (%) | 36.3114 | 36.3114 | 36.3114 | 36.3114 | 36.3114 | 36.3114 |
Max Trade Drawdown | -180032 | -35165 | -213421 | -445068 | -63806 | -578299 |
Profit Factor | 1.9364 | 3.4352 | 1.3245 | 1.3116 | 4.864 | 0.6894 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 65.7895 | 63.1579 | 68.4211 | 65.7895 | 63.1579 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.007 | 2.0039 | 0.6113 | 0.682 | 2.8373 | 0.3182 |
Largest Winning Trade | 58770 | 57896 | 58770 | 96845 | 88100 | 96845 |
Largest Losing Trade | -83823 | -28938 | -83823 | -237431 | -54805 | -237431 |
Avg Bars in Trades | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Winners | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Losers | 61 | 55 | 68 | 61 | 55 | 68 |
Bars Traded | 5108 | 2390 | 2718 | 5108 | 2390 | 2718 |
Profit Streak | 799.5868 | 799.5868 | 1017.2535 | 799.5868 | 799.5868 | 1017.2535 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39801 | 594823 | -124343 | -150097 | -52823 | -576990 |
{ "trading_pair": "XMR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1559635200000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759557903559, "expiration_time": 1713061440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 88, "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": [ [ 382431.190377966, 288320.7622498344, 94110.4281281318, 257916.2221988529, 476703.1124114908, -218786.8902126374 ], [ 382.43119, 288.320762, 94.110428, 257.916222, 476.703112, -218.78689 ], [ 0.212069, 0.159882, 0.052187, 0.070735, 0.09721, 0 ], [ 36.311438, 36.311438, 36.311438, 36.311438, 36.311438, 36.311438 ], [ -180032, -35165, -213421, -445068, -63806, -578299 ], [ 1.936448, 3.435222, 1.324531, 1.31156, 4.864022, 0.689423 ], [ 76, 38, 38, 76, 38, 38 ], [ 50, 24, 26, 50, 24, 26 ], [ 26, 14, 12, 26, 14, 12 ], [ 65.789474, 63.157895, 68.421053, 65.789474, 63.157895, 68.421053 ], [ 1.006953, 2.00388, 0.611322, 0.682011, 2.837346, 0.318195 ], [ 58770, 57896, 58770, 96845, 88100, 96845 ], [ -83823, -28938, -83823, -237431, -54805, -237431 ], [ 67, 62, 71, 67, 62, 71 ], [ 70, 67, 73, 70, 67, 73 ], [ 61, 55, 68, 61, 55, 68 ], [ 5108, 2390, 2718, 5108, 2390, 2718 ], [ 799.586847, 799.586847, 1017.253513, 799.586847, 799.586847, 1017.253513 ], [ 5, 2, 7, 5, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -39801, 594823, -124343, -150097, -52823, -576990 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1552608000000, "first_datapoint_time": 1559635200000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759557903559, "expiration_time": 1713061440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 88, "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) |
---|