Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85763.7581 | 38593.3884 | 47170.3697 | 112520.1592 | 48086.5646 | 64433.5946 |
Total P&L (%) | 85.7638 | 38.5934 | 47.1704 | 112.5202 | 48.0866 | 64.4336 |
Avg Daily Profit (%) | 0.1868 | 0.0841 | 0.1028 | 0.1643 | 0.0856 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27996 | -7456 | -21389 | -43780 | -13028 | -32898 |
Profit Factor | 1.9868 | 2.2956 | 1.8258 | 1.9116 | 2.0996 | 1.8084 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 76.4045 | 75.5556 | 77.2727 | 76.4045 | 75.5556 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.6136 | 0.7427 | 0.537 | 0.5903 | 0.6793 | 0.5319 |
Largest Winning Trade | 23950 | 9507 | 23950 | 36394 | 14847 | 36394 |
Largest Losing Trade | -21389 | -7456 | -21389 | -32898 | -10964 | -32898 |
Avg Bars in Trades | 115 | 82 | 150 | 115 | 82 | 150 |
Avg Bars in Winners | 81 | 56 | 106 | 81 | 56 | 106 |
Avg Bars in Losers | 225 | 160 | 297 | 225 | 160 | 297 |
Bars Traded | 10298 | 3692 | 6606 | 10298 | 3692 | 6606 |
Profit Streak | 595.3424 | 595.3424 | 595.884 | 595.3424 | 595.3424 | 595.884 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454938 | -78274 | -53292 | 442794 | -75816 | -44589 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669561200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759479179828, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.74892 } } }
{ "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": [ [ 85763.7581194823, 38593.3884446312, 47170.369674851, 112520.1591958906, 48086.5645970948, 64433.5945987958 ], [ 85.763758, 38.593388, 47.17037, 112.520159, 48.086565, 64.433595 ], [ 0.186817, 0.084067, 0.10275, 0.164347, 0.085561, 0.108392 ], [ 10, 10, 10, 10, 10, 10 ], [ -27996, -7456, -21389, -43780, -13028, -32898 ], [ 1.98684, 2.295589, 1.825824, 1.911562, 2.099646, 1.808375 ], [ 89, 45, 44, 89, 45, 44 ], [ 68, 34, 34, 68, 34, 34 ], [ 21, 11, 10, 21, 11, 10 ], [ 76.404494, 75.555556, 77.272727, 76.404494, 75.555556, 77.272727 ], [ 0.613583, 0.74269, 0.537007, 0.590335, 0.679297, 0.531875 ], [ 23950, 9507, 23950, 36394, 14847, 36394 ], [ -21389, -7456, -21389, -32898, -10964, -32898 ], [ 115, 82, 150, 115, 82, 150 ], [ 81, 56, 106, 81, 56, 106 ], [ 225, 160, 297, 225, 160, 297 ], [ 10298, 3692, 6606, 10298, 3692, 6606 ], [ 595.342359, 595.342359, 595.884026, 595.342359, 595.342359, 595.884026 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454938, -78274, -53292, 442794, -75816, -44589 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669561200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759479179828, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.74892 } } }
# | 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) |
---|