Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75735.2698 | 41480.7316 | 34254.5382 | 85030.484 | 43561.3551 | 41469.1289 |
Total P&L (%) | 75.7353 | 41.4807 | 34.2545 | 85.0305 | 43.5614 | 41.4691 |
Avg Daily Profit (%) | 0.165 | 0.0904 | 0.0746 | 0.1341 | 0.0788 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35069 | -18548 | -24034 | -39811 | -25325 | -25488 |
Profit Factor | 1.3494 | 1.4191 | 1.2908 | 1.3549 | 1.3835 | 1.3291 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Losing Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Profitability (%) | 62.1359 | 66.9903 | 57.2816 | 62.1359 | 66.9903 | 57.2816 |
Ratio Avg Win / Avg Loss | 0.8223 | 0.6993 | 0.9626 | 0.8257 | 0.6817 | 0.9912 |
Largest Winning Trade | 28854 | 9754 | 28854 | 32164 | 14592 | 32164 |
Largest Losing Trade | -13532 | -10872 | -13532 | -13877 | -12578 | -13877 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 39 | 35 | 44 | 39 | 35 | 44 |
Avg Bars in Losers | 71 | 66 | 76 | 71 | 66 | 76 |
Bars Traded | 10695 | 4733 | 5962 | 10695 | 4733 | 5962 |
Profit Streak | 610.8368 | 611.6285 | 610.8368 | 610.8368 | 611.6285 | 610.8368 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333967 | -72508 | -96832 | -11977 | -87954 | -94652 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669136400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760047500910, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 3.34272 } } }
{ "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": [ [ 75735.2698257583, 41480.7315854079, 34254.5382403504, 85030.4840076823, 43561.3550776681, 41469.1289300142 ], [ 75.73527, 41.480732, 34.254538, 85.030484, 43.561355, 41.469129 ], [ 0.164972, 0.090356, 0.074616, 0.13413, 0.078796, 0.075595 ], [ 10, 10, 10, 10, 10, 10 ], [ -35069, -18548, -24034, -39811, -25325, -25488 ], [ 1.349373, 1.419107, 1.290783, 1.354916, 1.383544, 1.329111 ], [ 206, 103, 103, 206, 103, 103 ], [ 128, 69, 59, 128, 69, 59 ], [ 78, 34, 44, 78, 34, 44 ], [ 62.135922, 66.990291, 57.281553, 62.135922, 66.990291, 57.281553 ], [ 0.822274, 0.69927, 0.962618, 0.825652, 0.681746, 0.991202 ], [ 28854, 9754, 28854, 32164, 14592, 32164 ], [ -13532, -10872, -13532, -13877, -12578, -13877 ], [ 51, 45, 57, 51, 45, 57 ], [ 39, 35, 44, 39, 35, 44 ], [ 71, 66, 76, 71, 66, 76 ], [ 10695, 4733, 5962, 10695, 4733, 5962 ], [ 610.836816, 611.628483, 610.836816, 610.836816, 611.628483, 610.836816 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333967, -72508, -96832, -11977, -87954, -94652 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669136400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760047500910, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 3.34272 } } }
# | 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) |
---|