Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270704.5011 | 235993.4483 | 34711.0528 | 281505.1827 | 196028.7105 | 85476.4722 |
Total P&L (%) | 270.7045 | 235.9934 | 34.7111 | 281.5052 | 196.0287 | 85.4765 |
Avg Daily Profit (%) | 0.1805 | 0.1573 | 0.0231 | 0.0893 | 0.0724 | 0.0412 |
Buy And Hold Return (%) | 103.8818 | 103.8818 | 103.8818 | 103.8818 | 103.8818 | 103.8818 |
Max Trade Drawdown | -116145 | -78332 | -79021 | -976628 | -682448 | -435820 |
Profit Factor | 1.2117 | 1.4225 | 1.0482 | 1.0516 | 1.0758 | 1.0298 |
Total Trades | 786 | 393 | 393 | 786 | 393 | 393 |
Winning Trades | 500 | 262 | 238 | 500 | 262 | 238 |
Losing Trades | 286 | 131 | 155 | 286 | 131 | 155 |
Profitability (%) | 63.6132 | 66.6667 | 60.5598 | 63.6132 | 66.6667 | 60.5598 |
Ratio Avg Win / Avg Loss | 0.6931 | 0.7113 | 0.6827 | 0.6015 | 0.5379 | 0.6707 |
Largest Winning Trade | 30358 | 25485 | 30358 | 117252 | 83226 | 117252 |
Largest Losing Trade | -39035 | -36008 | -39035 | -236686 | -236686 | -200545 |
Avg Bars in Trades | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 37 | 32 | 40 | 37 | 32 | 40 |
Bars Traded | 17948 | 8037 | 9911 | 17948 | 8037 | 9911 |
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 | 303664 | 190153 | -493742 | -235995 | -238849 | -489955 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1578880800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759174165965, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13206, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 270704.5010506012, 235993.4482738554, 34711.0527767457, 281505.1827284149, 196028.7105009061, 85476.4722275085 ], [ 270.704501, 235.993448, 34.711053, 281.505183, 196.028711, 85.476472 ], [ 0.18047, 0.157329, 0.023141, 0.089303, 0.072379, 0.041192 ], [ 103.881828, 103.881828, 103.881828, 103.881828, 103.881828, 103.881828 ], [ -116145, -78332, -79021, -976628, -682448, -435820 ], [ 1.211735, 1.4225, 1.048214, 1.05158, 1.075773, 1.029777 ], [ 786, 393, 393, 786, 393, 393 ], [ 500, 262, 238, 500, 262, 238 ], [ 286, 131, 155, 286, 131, 155 ], [ 63.613232, 66.666667, 60.559796, 63.613232, 66.666667, 60.559796 ], [ 0.693113, 0.71125, 0.68266, 0.601504, 0.537886, 0.670653 ], [ 30358, 25485, 30358, 117252, 83226, 117252 ], [ -39035, -36008, -39035, -236686, -236686, -200545 ], [ 22, 20, 25, 22, 20, 25 ], [ 14, 14, 15, 14, 14, 15 ], [ 37, 32, 40, 37, 32, 40 ], [ 17948, 8037, 9911, 17948, 8037, 9911 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303664, 190153, -493742, -235995, -238849, -489955 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1578880800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759174165965, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13206, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|