Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250579.4029 | 209892.4453 | 40686.9575 | 383926.6616 | 282163.7936 | 101762.868 |
Total P&L (%) | 250.5794 | 209.8924 | 40.687 | 383.9267 | 282.1638 | 101.7629 |
Avg Daily Profit (%) | 0.1671 | 0.1399 | 0.0271 | 0.1052 | 0.0894 | 0.0468 |
Buy And Hold Return (%) | 53.8362 | 53.8362 | 53.8362 | 53.8362 | 53.8362 | 53.8362 |
Max Trade Drawdown | -78992 | -60981 | -76129 | -635266 | -526267 | -255692 |
Profit Factor | 1.6563 | 2.3859 | 1.1766 | 1.1809 | 1.2836 | 1.0903 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 47.973 | 47.2973 | 48.6486 | 47.973 | 47.2973 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.7963 | 2.6586 | 1.242 | 1.2807 | 1.4303 | 1.1508 |
Largest Winning Trade | 61089 | 61089 | 44306 | 262792 | 262792 | 164857 |
Largest Losing Trade | -25764 | -25764 | -21491 | -225583 | -225583 | -136639 |
Avg Bars in Trades | 118 | 76 | 160 | 118 | 76 | 160 |
Avg Bars in Winners | 149 | 110 | 186 | 149 | 110 | 186 |
Avg Bars in Losers | 90 | 46 | 135 | 90 | 46 | 135 |
Bars Traded | 17552 | 5685 | 11867 | 17552 | 5685 | 11867 |
Profit Streak | 0 | 0 | 662.9046 | 0 | 0 | 662.9046 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303813 | -69512 | -412671 | -74515 | -140278 | -323293 |
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580745600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760305356471, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 43, "offset": 238 } }, "second_band": { "type": "dcl", "factors": { "length": 107, "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": [ [ 250579.4028870121, 209892.4453373768, 40686.9575496352, 383926.6615666627, 282163.7935694193, 101762.867997243 ], [ 250.579403, 209.892445, 40.686958, 383.926662, 282.163794, 101.762868 ], [ 0.167053, 0.139928, 0.027125, 0.105173, 0.089419, 0.046806 ], [ 53.836185, 53.836185, 53.836185, 53.836185, 53.836185, 53.836185 ], [ -78992, -60981, -76129, -635266, -526267, -255692 ], [ 1.656321, 2.385883, 1.176636, 1.180895, 1.283624, 1.090254 ], [ 148, 74, 74, 148, 74, 74 ], [ 71, 35, 36, 71, 35, 36 ], [ 77, 39, 38, 77, 39, 38 ], [ 47.972973, 47.297297, 48.648649, 47.972973, 47.297297, 48.648649 ], [ 1.796291, 2.658556, 1.242004, 1.280689, 1.430324, 1.150823 ], [ 61089, 61089, 44306, 262792, 262792, 164857 ], [ -25764, -25764, -21491, -225583, -225583, -136639 ], [ 118, 76, 160, 118, 76, 160 ], [ 149, 110, 186, 149, 110, 186 ], [ 90, 46, 135, 90, 46, 135 ], [ 17552, 5685, 11867, 17552, 5685, 11867 ], [ 0, 0, 662.904589, 0, 0, 662.904589 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303813, -69512, -412671, -74515, -140278, -323293 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18000, "evaluation_days": 1500, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580745600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760305356471, "expiration_time": 1713060000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 43, "offset": 238 } }, "second_band": { "type": "dcl", "factors": { "length": 107, "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) |
---|