Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110965.8036 | 52392.3365 | 58573.4671 | 174183.6816 | 61059.2424 | 113124.4392 |
Total P&L (%) | 110.9658 | 52.3923 | 58.5735 | 174.1837 | 61.0592 | 113.1244 |
Avg Daily Profit (%) | 0.2417 | 0.1141 | 0.1276 | 0.2199 | 0.1039 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22913 | -15589 | -22913 | -37713 | -37713 | -31644 |
Profit Factor | 1.786 | 1.7402 | 1.832 | 1.8635 | 1.547 | 2.2555 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 73.4375 | 73.4375 | 73.4375 | 73.4375 | 73.4375 | 73.4375 |
Ratio Avg Win / Avg Loss | 0.646 | 0.6294 | 0.6627 | 0.674 | 0.5596 | 0.8158 |
Largest Winning Trade | 11154 | 11154 | 10667 | 28642 | 12698 | 28642 |
Largest Losing Trade | -22913 | -12691 | -22913 | -37713 | -37713 | -31644 |
Avg Bars in Trades | 27 | 27 | 26 | 27 | 27 | 26 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 58 | 57 | 58 | 58 | 57 | 58 |
Bars Traded | 10474 | 5303 | 5171 | 10474 | 5303 | 5171 |
Profit Streak | 590.1611 | 0 | 604.2444 | 590.1611 | 0 | 604.2444 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494244 | -38291 | -18400 | 492929 | -51979 | 474761 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669402800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758869520235, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 188, "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": [ [ 110965.803573348, 52392.3364611665, 58573.4671121816, 174183.6816112471, 61059.2424462351, 113124.439165012 ], [ 110.965804, 52.392336, 58.573467, 174.183682, 61.059242, 113.124439 ], [ 0.241713, 0.114125, 0.127589, 0.219948, 0.103871, 0.164967 ], [ 10, 10, 10, 10, 10, 10 ], [ -22913, -15589, -22913, -37713, -37713, -31644 ], [ 1.78601, 1.740227, 1.832041, 1.863482, 1.547032, 2.255497 ], [ 384, 192, 192, 384, 192, 192 ], [ 282, 141, 141, 282, 141, 141 ], [ 102, 51, 51, 102, 51, 51 ], [ 73.4375, 73.4375, 73.4375, 73.4375, 73.4375, 73.4375 ], [ 0.646004, 0.629444, 0.662653, 0.674025, 0.559565, 0.815818 ], [ 11154, 11154, 10667, 28642, 12698, 28642 ], [ -22913, -12691, -22913, -37713, -37713, -31644 ], [ 27, 27, 26, 27, 27, 26 ], [ 16, 16, 15, 16, 16, 15 ], [ 58, 57, 58, 58, 57, 58 ], [ 10474, 5303, 5171, 10474, 5303, 5171 ], [ 590.161114, 0, 604.244447, 590.161114, 0, 604.244447 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 494244, -38291, -18400, 492929, -51979, 474761 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669402800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758869520235, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 188, "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) |
---|