| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 141404.1423 | 69176.5629 | 72227.5794 | 267773.1982 | 100645.7609 | 167127.4374 |
| Total P&L (%) | 141.4041 | 69.1766 | 72.2276 | 267.7732 | 100.6458 | 167.1274 |
| Avg Daily Profit (%) | 0.308 | 0.1507 | 0.1573 | 0.2841 | 0.1518 | 0.2143 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -20483 | -16490 | -20483 | -72296 | -68574 | -45391 |
| Profit Factor | 2.0809 | 2.0747 | 2.0868 | 1.9118 | 1.6091 | 2.3011 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Profitability (%) | 77.8302 | 78.3019 | 77.3585 | 77.8302 | 78.3019 | 77.3585 |
| Ratio Avg Win / Avg Loss | 0.5927 | 0.5749 | 0.6108 | 0.5446 | 0.4459 | 0.6735 |
| Largest Winning Trade | 9852 | 5635 | 9852 | 37300 | 11688 | 37300 |
| Largest Losing Trade | -20483 | -16473 | -20483 | -68509 | -68509 | -45391 |
| Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
| Avg Bars in Winners | 34 | 29 | 40 | 34 | 29 | 40 |
| Avg Bars in Losers | 104 | 96 | 112 | 104 | 96 | 112 |
| Bars Traded | 10671 | 4681 | 5990 | 10671 | 4681 | 5990 |
| Profit Streak | 590.9071 | 591.5737 | 590.9071 | 590.9071 | 591.5737 | 590.9071 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 526815 | 424963 | 425421 | 507705 | 394936 | 457825 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669269600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758869170637,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 151,
"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": [
[
141404.1422915551,
69176.5628961233,
72227.5793954317,
267773.1982150157,
100645.7608640949,
167127.4373509209
],
[
141.404142,
69.176563,
72.227579,
267.773198,
100.645761,
167.127437
],
[
0.308016,
0.150685,
0.157331,
0.284078,
0.151803,
0.214256
],
[
10,
10,
10,
10,
10,
10
],
[
-20483,
-16490,
-20483,
-72296,
-68574,
-45391
],
[
2.080874,
2.074736,
2.086818,
1.911809,
1.609147,
2.301125
],
[
212,
106,
106,
212,
106,
106
],
[
165,
83,
82,
165,
83,
82
],
[
47,
23,
24,
47,
23,
24
],
[
77.830189,
78.301887,
77.358491,
77.830189,
78.301887,
77.358491
],
[
0.592734,
0.574927,
0.610776,
0.544576,
0.445908,
0.6735
],
[
9852,
5635,
9852,
37300,
11688,
37300
],
[
-20483,
-16473,
-20483,
-68509,
-68509,
-45391
],
[
50,
44,
56,
50,
44,
56
],
[
34,
29,
40,
34,
29,
40
],
[
104,
96,
112,
104,
96,
112
],
[
10671,
4681,
5990,
10671,
4681,
5990
],
[
590.907067,
591.573734,
590.907067,
590.907068,
591.573734,
590.907068
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
526815,
424963,
425421,
507705,
394936,
457825
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669269600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758869170637,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 151,
"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) |
|---|