Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114668.762 | 59807.7808 | 54860.9812 | 183131.3081 | 73216.0145 | 109915.2936 |
Total P&L (%) | 114.6688 | 59.8078 | 54.861 | 183.1313 | 73.216 | 109.9153 |
Avg Daily Profit (%) | 0.2498 | 0.1303 | 0.1195 | 0.227 | 0.1197 | 0.1617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29777 | -28090 | -15997 | -85968 | -79635 | -24803 |
Profit Factor | 1.7491 | 1.7314 | 1.7695 | 1.6745 | 1.4517 | 2.0047 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 70.2532 | 73.4177 | 67.0886 | 70.2532 | 73.4177 | 67.0886 |
Ratio Avg Win / Avg Loss | 0.7406 | 0.6269 | 0.8681 | 0.709 | 0.5256 | 0.9834 |
Largest Winning Trade | 8471 | 8471 | 6907 | 21173 | 21173 | 16023 |
Largest Losing Trade | -15556 | -15400 | -15556 | -41221 | -41221 | -24102 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 53 | 51 | 56 | 53 | 51 | 56 |
Avg Bars in Losers | 103 | 89 | 114 | 103 | 89 | 114 |
Bars Traded | 10846 | 4897 | 5950 | 10846 | 4897 | 5950 |
Profit Streak | 603.3704 | 607.3288 | 603.3704 | 603.3704 | 607.3288 | 603.3704 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440335 | -42730 | -58548 | 428132 | -57261 | -16321 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669024800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759704805391, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 4.00839 } } }
{ "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": [ [ 114668.7619889431, 59807.7808029401, 54860.981186003, 183131.3081384946, 73216.0145420716, 109915.293596423 ], [ 114.668762, 59.807781, 54.860981, 183.131308, 73.216015, 109.915294 ], [ 0.249779, 0.130277, 0.119502, 0.226959, 0.119739, 0.161657 ], [ 10, 10, 10, 10, 10, 10 ], [ -29777, -28090, -15997, -85968, -79635, -24803 ], [ 1.749123, 1.731359, 1.769499, 1.674532, 1.451688, 2.004714 ], [ 158, 79, 79, 158, 79, 79 ], [ 111, 58, 53, 111, 58, 53 ], [ 47, 21, 26, 47, 21, 26 ], [ 70.253165, 73.417722, 67.088608, 70.253165, 73.417722, 67.088608 ], [ 0.74062, 0.626871, 0.868056, 0.709036, 0.525611, 0.983445 ], [ 8471, 8471, 6907, 21173, 21173, 16023 ], [ -15556, -15400, -15556, -41221, -41221, -24102 ], [ 68, 61, 75, 68, 61, 75 ], [ 53, 51, 56, 53, 51, 56 ], [ 103, 89, 114, 103, 89, 114 ], [ 10846, 4897, 5950, 10846, 4897, 5950 ], [ 603.370433, 607.328766, 603.370433, 603.370433, 607.328766, 603.370433 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440335, -42730, -58548, 428132, -57261, -16321 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669024800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759704805391, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 4.00839 } } }
# | 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) |
---|