| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 362589.4178 | 275240.0821 | 87349.3356 | 1155909.3876 | 571702.3474 | 584207.0402 |
| Total P&L (%) | 362.5894 | 275.2401 | 87.3493 | 1155.9094 | 571.7023 | 584.207 |
| Avg Daily Profit (%) | 0.201 | 0.1526 | 0.0484 | 0.1404 | 0.1057 | 0.1067 |
| Buy And Hold Return (%) | 80.5873 | 80.5873 | 80.5873 | 80.5873 | 80.5873 | 80.5873 |
| Max Trade Drawdown | -48478 | -34360 | -46923 | -616230 | -564536 | -227439 |
| Profit Factor | 1.8561 | 2.4257 | 1.379 | 1.3479 | 1.3017 | 1.4093 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Profitability (%) | 50.8065 | 50 | 51.6129 | 50.8065 | 50 | 51.6129 |
| Ratio Avg Win / Avg Loss | 1.7972 | 2.4257 | 1.2928 | 1.3051 | 1.3017 | 1.3212 |
| Largest Winning Trade | 52055 | 52055 | 48189 | 327297 | 327297 | 267125 |
| Largest Losing Trade | -27958 | -23334 | -27958 | -382256 | -382256 | -156575 |
| Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
| Avg Bars in Winners | 36 | 41 | 32 | 36 | 41 | 32 |
| Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
| Bars Traded | 3501 | 1852 | 1649 | 3501 | 1852 | 1649 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363076 | -144806 | -421028 | -4093 | -205312 | -203080 |
{
"trading_pair": "XMR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3607,
"evaluation_days": 1803.5,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554336000000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758969112031,
"expiration_time": 1713061872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 16,
"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": [
[
362589.4177689168,
275240.0821479608,
87349.335620956,
1155909.387631669,
571702.3474350958,
584207.0401965727
],
[
362.589418,
275.240082,
87.349336,
1155.909388,
571.702347,
584.20704
],
[
0.201048,
0.152614,
0.048433,
0.140406,
0.105664,
0.106688
],
[
80.587251,
80.587251,
80.587251,
80.587251,
80.587251,
80.587251
],
[
-48478,
-34360,
-46923,
-616230,
-564536,
-227439
],
[
1.856128,
2.425652,
1.379022,
1.347927,
1.3017,
1.409297
],
[
124,
62,
62,
124,
62,
62
],
[
63,
31,
32,
63,
31,
32
],
[
61,
31,
30,
61,
31,
30
],
[
50.806452,
50,
51.612903,
50.806452,
50,
51.612903
],
[
1.797204,
2.425652,
1.292833,
1.305135,
1.3017,
1.321216
],
[
52055,
52055,
48189,
327297,
327297,
267125
],
[
-27958,
-23334,
-27958,
-382256,
-382256,
-156575
],
[
28,
29,
26,
28,
29,
26
],
[
36,
41,
32,
36,
41,
32
],
[
19,
18,
20,
19,
18,
20
],
[
3501,
1852,
1649,
3501,
1852,
1649
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363076,
-144806,
-421028,
-4093,
-205312,
-203080
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3607,
"evaluation_days": 1803.5,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554336000000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758969112031,
"expiration_time": 1713061872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 16,
"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) |
|---|