Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121952.3519 | 64478.0599 | 57474.292 | 199111.2999 | 78585.9657 | 120525.3342 |
Total P&L (%) | 121.9524 | 64.4781 | 57.4743 | 199.1113 | 78.586 | 120.5253 |
Avg Daily Profit (%) | 0.2656 | 0.1405 | 0.1252 | 0.2389 | 0.1264 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26007 | -26007 | -20190 | -96213 | -96213 | -36389 |
Profit Factor | 1.6461 | 1.6849 | 1.6074 | 1.52 | 1.3604 | 1.7311 |
Total Trades | 463 | 231 | 232 | 463 | 231 | 232 |
Winning Trades | 339 | 176 | 163 | 339 | 176 | 163 |
Losing Trades | 124 | 55 | 69 | 124 | 55 | 69 |
Profitability (%) | 73.2181 | 76.1905 | 70.2586 | 73.2181 | 76.1905 | 70.2586 |
Ratio Avg Win / Avg Loss | 0.6021 | 0.5265 | 0.6804 | 0.556 | 0.4251 | 0.7328 |
Largest Winning Trade | 6539 | 5238 | 6539 | 12600 | 9121 | 12600 |
Largest Losing Trade | -26007 | -26007 | -20190 | -96213 | -96213 | -36389 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 52 | 52 | 51 | 52 | 52 | 51 |
Bars Traded | 10817 | 5124 | 5693 | 10817 | 5124 | 5693 |
Profit Streak | 588.715 | 592.715 | 588.715 | 588.715 | 592.715 | 588.715 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519209 | -972 | -23068 | 490195 | -20969 | 405713 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669100400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758931776577, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 104, "offset": 0, "std": 4.72071 } } }
{ "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": [ [ 121952.3519203639, 64478.0599138628, 57474.292006501, 199111.299931568, 78585.9657497458, 120525.3341818219 ], [ 121.952352, 64.47806, 57.474292, 199.1113, 78.585966, 120.525334 ], [ 0.265645, 0.140451, 0.125195, 0.238946, 0.126398, 0.172415 ], [ 10, 10, 10, 10, 10, 10 ], [ -26007, -26007, -20190, -96213, -96213, -36389 ], [ 1.64606, 1.684943, 1.607379, 1.520004, 1.360407, 1.731097 ], [ 463, 231, 232, 463, 231, 232 ], [ 339, 176, 163, 339, 176, 163 ], [ 124, 55, 69, 124, 55, 69 ], [ 73.218143, 76.190476, 70.258621, 73.218143, 76.190476, 70.258621 ], [ 0.602099, 0.526545, 0.680424, 0.55599, 0.425127, 0.732796 ], [ 6539, 5238, 6539, 12600, 9121, 12600 ], [ -26007, -26007, -20190, -96213, -96213, -36389 ], [ 23, 22, 24, 23, 22, 24 ], [ 12, 12, 12, 12, 12, 12 ], [ 52, 52, 51, 52, 52, 51 ], [ 10817, 5124, 5693, 10817, 5124, 5693 ], [ 588.715006, 592.715006, 588.715006, 588.715007, 592.715007, 588.715007 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519209, -972, -23068, 490195, -20969, 405713 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669100400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758931776577, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 104, "offset": 0, "std": 4.72071 } } }
# | 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) |
---|