Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264547.9279 | 197339.3304 | 67208.5975 | 498319.3842 | 288783.912 | 209535.4723 |
Total P&L (%) | 264.5479 | 197.3393 | 67.2086 | 498.3194 | 288.7839 | 209.5355 |
Avg Daily Profit (%) | 0.1764 | 0.1316 | 0.0448 | 0.1193 | 0.0906 | 0.0754 |
Buy And Hold Return (%) | 62.2915 | 62.2915 | 62.2915 | 62.2915 | 62.2915 | 62.2915 |
Max Trade Drawdown | -54458 | -36272 | -82934 | -204141 | -200542 | -158751 |
Profit Factor | 1.8183 | 2.2221 | 1.4154 | 1.4428 | 1.4502 | 1.4329 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 54.8077 | 59.6154 | 50 | 54.8077 | 59.6154 | 50 |
Ratio Avg Win / Avg Loss | 1.4993 | 1.5053 | 1.4154 | 1.1897 | 0.9824 | 1.4329 |
Largest Winning Trade | 44971 | 41511 | 44971 | 94973 | 83761 | 94973 |
Largest Losing Trade | -25103 | -25103 | -23841 | -200542 | -200542 | -55642 |
Avg Bars in Trades | 166 | 186 | 147 | 166 | 186 | 147 |
Avg Bars in Winners | 214 | 239 | 186 | 214 | 239 | 186 |
Avg Bars in Losers | 108 | 108 | 108 | 108 | 108 | 108 |
Bars Traded | 17351 | 9679 | 7672 | 17351 | 9679 | 7672 |
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 | 311572 | -194934 | -453550 | -31836 | -253183 | -274279 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580522400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758917683722, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 57, "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": [ [ 264547.927865089, 197339.3303546482, 67208.5975104407, 498319.3842489892, 288783.9119983298, 209535.4722506598 ], [ 264.547928, 197.33933, 67.208598, 498.319384, 288.783912, 209.535472 ], [ 0.176365, 0.13156, 0.044806, 0.119335, 0.090565, 0.075355 ], [ 62.291496, 62.291496, 62.291496, 62.291496, 62.291496, 62.291496 ], [ -54458, -36272, -82934, -204141, -200542, -158751 ], [ 1.81833, 2.222081, 1.415382, 1.442778, 1.450203, 1.432936 ], [ 104, 52, 52, 104, 52, 52 ], [ 57, 31, 26, 57, 31, 26 ], [ 47, 21, 26, 47, 21, 26 ], [ 54.807692, 59.615385, 50, 54.807692, 59.615385, 50 ], [ 1.499325, 1.505281, 1.415382, 1.189659, 0.982396, 1.432936 ], [ 44971, 41511, 44971, 94973, 83761, 94973 ], [ -25103, -25103, -23841, -200542, -200542, -55642 ], [ 166, 186, 147, 166, 186, 147 ], [ 214, 239, 186, 214, 239, 186 ], [ 108, 108, 108, 108, 108, 108 ], [ 17351, 9679, 7672, 17351, 9679, 7672 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311572, -194934, -453550, -31836, -253183, -274279 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580522400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758917683722, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 57, "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) |
---|