| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85562.6236 | 43448.0653 | 42114.5583 | 108615.2276 | 37453.8473 | 71161.3803 |
| Total P&L (%) | 85.5626 | 43.4481 | 42.1146 | 108.6152 | 37.4538 | 71.1614 |
| Avg Daily Profit (%) | 0.1864 | 0.0946 | 0.0917 | 0.1603 | 0.0693 | 0.1171 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -25673 | -25138 | -18622 | -68692 | -68478 | -32782 |
| Profit Factor | 1.6156 | 1.5858 | 1.6497 | 1.4212 | 1.2442 | 1.6812 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 78.7879 | 78.7879 | 78.7879 | 78.7879 | 78.7879 | 78.7879 |
| Ratio Avg Win / Avg Loss | 0.435 | 0.427 | 0.4442 | 0.3826 | 0.335 | 0.4526 |
| Largest Winning Trade | 7428 | 7428 | 6477 | 8357 | 8357 | 8037 |
| Largest Losing Trade | -23778 | -23778 | -18622 | -63383 | -63383 | -32782 |
| Avg Bars in Trades | 53 | 52 | 55 | 53 | 52 | 55 |
| Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
| Avg Bars in Losers | 151 | 143 | 159 | 151 | 143 | 159 |
| Bars Traded | 10688 | 5198 | 5490 | 10688 | 5198 | 5490 |
| Profit Streak | 598.6363 | 0 | 608.3863 | 598.6363 | 0 | 608.3863 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 445399 | -65414 | -68265 | 396958 | -101799 | -32303 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669230000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759551377920,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 140,
"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": [
[
85562.6235890902,
43448.0653338776,
42114.5582552126,
108615.2276353245,
37453.8473062732,
71161.3803290511
],
[
85.562624,
43.448065,
42.114558,
108.615228,
37.453847,
71.16138
],
[
0.186378,
0.094642,
0.091737,
0.160301,
0.069319,
0.117137
],
[
10,
10,
10,
10,
10,
10
],
[
-25673,
-25138,
-18622,
-68692,
-68478,
-32782
],
[
1.61563,
1.585838,
1.649717,
1.421218,
1.244164,
1.681206
],
[
198,
99,
99,
198,
99,
99
],
[
156,
78,
78,
156,
78,
78
],
[
42,
21,
21,
42,
21,
21
],
[
78.787879,
78.787879,
78.787879,
78.787879,
78.787879,
78.787879
],
[
0.434977,
0.426956,
0.444155,
0.382636,
0.334967,
0.452632
],
[
7428,
7428,
6477,
8357,
8357,
8037
],
[
-23778,
-23778,
-18622,
-63383,
-63383,
-32782
],
[
53,
52,
55,
53,
52,
55
],
[
27,
27,
27,
27,
27,
27
],
[
151,
143,
159,
151,
143,
159
],
[
10688,
5198,
5490,
10688,
5198,
5490
],
[
598.636318,
0,
608.386318,
598.636318,
0,
608.386319
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
445399,
-65414,
-68265,
396958,
-101799,
-32303
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669230000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759551377920,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 140,
"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) |
|---|