| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 81057.2404 | 48589.1248 | 32468.1155 | 93517.4382 | 58756.3165 | 34761.1217 |
| Total P&L (%) | 81.0572 | 48.5891 | 32.4681 | 93.5174 | 58.7563 | 34.7611 |
| Avg Daily Profit (%) | 0.1766 | 0.1058 | 0.0707 | 0.1439 | 0.1007 | 0.065 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47003 | -16445 | -33463 | -80238 | -27316 | -56787 |
| Profit Factor | 1.4719 | 1.7058 | 1.3155 | 1.3752 | 1.5901 | 1.2322 |
| Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
| Winning Trades | 118 | 65 | 53 | 118 | 65 | 53 |
| Losing Trades | 105 | 46 | 59 | 105 | 46 | 59 |
| Profitability (%) | 52.9148 | 58.5586 | 47.3214 | 52.9148 | 58.5586 | 47.3214 |
| Ratio Avg Win / Avg Loss | 1.3098 | 1.2072 | 1.4644 | 1.2237 | 1.1253 | 1.3717 |
| Largest Winning Trade | 31054 | 12253 | 31054 | 41029 | 21216 | 41029 |
| Largest Losing Trade | -21989 | -7296 | -21989 | -41556 | -11444 | -41556 |
| Avg Bars in Trades | 48 | 45 | 50 | 48 | 45 | 50 |
| Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
| Avg Bars in Losers | 53 | 48 | 57 | 53 | 48 | 57 |
| Bars Traded | 10810 | 5100 | 5710 | 10810 | 5100 | 5710 |
| Profit Streak | 0 | 605.4672 | 0 | 0 | 605.4672 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336074 | -50354 | -103283 | 14389 | -56723 | -111212 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669032000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759057966135,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 85,
"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": [
[
81057.2403854016,
48589.1248493744,
32468.1155360274,
93517.4382062575,
58756.3165357278,
34761.1216705298
],
[
81.05724,
48.589125,
32.468116,
93.517438,
58.756317,
34.761122
],
[
0.176565,
0.10584,
0.070724,
0.143912,
0.10073,
0.065006
],
[
10,
10,
10,
10,
10,
10
],
[
-47003,
-16445,
-33463,
-80238,
-27316,
-56787
],
[
1.471925,
1.705797,
1.315482,
1.375169,
1.590088,
1.232212
],
[
223,
111,
112,
223,
111,
112
],
[
118,
65,
53,
118,
65,
53
],
[
105,
46,
59,
105,
46,
59
],
[
52.914798,
58.558559,
47.321429,
52.914798,
58.558559,
47.321429
],
[
1.309763,
1.20718,
1.464404,
1.223667,
1.125293,
1.371708
],
[
31054,
12253,
31054,
41029,
21216,
41029
],
[
-21989,
-7296,
-21989,
-41556,
-11444,
-41556
],
[
48,
45,
50,
48,
45,
50
],
[
44,
44,
44,
44,
44,
44
],
[
53,
48,
57,
53,
48,
57
],
[
10810,
5100,
5710,
10810,
5100,
5710
],
[
0,
605.467201,
0,
0,
605.467201,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336074,
-50354,
-103283,
14389,
-56723,
-111212
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669032000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759057966135,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 85,
"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) |
|---|