Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249912.3457 | 213043.1716 | 36869.1741 | 207649.0414 | 127532.9854 | 80116.056 |
Total P&L (%) | 249.9123 | 213.0432 | 36.8692 | 207.649 | 127.533 | 80.1161 |
Avg Daily Profit (%) | 0.1666 | 0.142 | 0.0246 | 0.0749 | 0.0548 | 0.0392 |
Buy And Hold Return (%) | 73.7412 | 73.7412 | 73.7412 | 73.7412 | 73.7412 | 73.7412 |
Max Trade Drawdown | -81902 | -51169 | -135307 | -97122 | -84189 | -116129 |
Profit Factor | 1.2767 | 1.5709 | 1.0696 | 1.1956 | 1.2574 | 1.1416 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 498 | 257 | 241 | 498 | 257 | 241 |
Losing Trades | 150 | 67 | 83 | 150 | 67 | 83 |
Profitability (%) | 76.8519 | 79.321 | 74.3827 | 76.8519 | 79.321 | 74.3827 |
Ratio Avg Win / Avg Loss | 0.3845 | 0.4095 | 0.3684 | 0.3601 | 0.3278 | 0.3932 |
Largest Winning Trade | 18121 | 16866 | 18121 | 33693 | 10175 | 33693 |
Largest Losing Trade | -62408 | -38087 | -62408 | -55147 | -47812 | -55147 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 74 | 68 | 78 | 74 | 68 | 78 |
Bars Traded | 17832 | 7861 | 9971 | 17832 | 7861 | 9971 |
Profit Streak | 599.6219 | 0 | 613.7052 | 599.6219 | 0 | 613.7052 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395601 | -1354 | -465860 | -95006 | -125027 | -340207 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579413600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759683328402, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34437, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ema", "factors": { "length": 96, "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": [ [ 249912.3456774714, 213043.171597434, 36869.1740800372, 207649.0414456296, 127532.9854421588, 80116.0560034706 ], [ 249.912346, 213.043172, 36.869174, 207.649041, 127.532985, 80.116056 ], [ 0.166608, 0.142029, 0.024579, 0.074947, 0.054823, 0.039236 ], [ 73.741218, 73.741218, 73.741218, 73.741218, 73.741218, 73.741218 ], [ -81902, -51169, -135307, -97122, -84189, -116129 ], [ 1.276688, 1.570901, 1.069557, 1.195632, 1.257374, 1.141571 ], [ 648, 324, 324, 648, 324, 324 ], [ 498, 257, 241, 498, 257, 241 ], [ 150, 67, 83, 150, 67, 83 ], [ 76.851852, 79.320988, 74.382716, 76.851852, 79.320988, 74.382716 ], [ 0.384544, 0.409534, 0.368354, 0.36013, 0.327798, 0.393155 ], [ 18121, 16866, 18121, 33693, 10175, 33693 ], [ -62408, -38087, -62408, -55147, -47812, -55147 ], [ 27, 24, 30, 27, 24, 30 ], [ 13, 12, 14, 13, 12, 14 ], [ 74, 68, 78, 74, 68, 78 ], [ 17832, 7861, 9971, 17832, 7861, 9971 ], [ 599.621856, 0, 613.70519, 599.621856, 0, 613.70519 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395601, -1354, -465860, -95006, -125027, -340207 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579413600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759683328402, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34437, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ema", "factors": { "length": 96, "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) |
---|