Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369044.9284 | 301472.4322 | 67572.4962 | 763074.2488 | 606820.3682 | 156253.8806 |
Total P&L (%) | 369.0449 | 301.4724 | 67.5725 | 763.0742 | 606.8204 | 156.2539 |
Avg Daily Profit (%) | 0.2048 | 0.1673 | 0.0375 | 0.1197 | 0.1086 | 0.0522 |
Buy And Hold Return (%) | 126.0522 | 126.0522 | 126.0522 | 126.0522 | 126.0522 | 126.0522 |
Max Trade Drawdown | -133596 | -100612 | -102709 | -438286 | -355739 | -326843 |
Profit Factor | 1.2224 | 1.3894 | 1.0764 | 1.1251 | 1.204 | 1.05 |
Total Trades | 970 | 485 | 485 | 970 | 485 | 485 |
Winning Trades | 603 | 320 | 283 | 603 | 320 | 283 |
Losing Trades | 367 | 165 | 202 | 367 | 165 | 202 |
Profitability (%) | 62.1649 | 65.9794 | 58.3505 | 62.1649 | 65.9794 | 58.3505 |
Ratio Avg Win / Avg Loss | 0.744 | 0.7164 | 0.7683 | 0.6848 | 0.6208 | 0.7495 |
Largest Winning Trade | 25972 | 25972 | 22958 | 54584 | 53296 | 54584 |
Largest Losing Trade | -36678 | -36678 | -26711 | -214147 | -214147 | -102461 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 10775 | 5295 | 5480 | 10775 | 5295 | 5480 |
Profit Streak | 599.3268 | 0 | 607.4935 | 599.3268 | 0 | 607.4935 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372601 | 228780 | -442504 | -110129 | -46979 | -377290 |
{ "trading_pair": "XMR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10814, "evaluation_days": 1802.33, "actual_first_datapoint_time": 1552622400000, "first_datapoint_time": 1552838400000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759103434822, "expiration_time": 1713058848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 369044.9283705031, 301472.4321850428, 67572.4961854607, 763074.2488019849, 606820.3681657771, 156253.8806362088 ], [ 369.044928, 301.472432, 67.572496, 763.074249, 606.820368, 156.253881 ], [ 0.20476, 0.167268, 0.037492, 0.119657, 0.108563, 0.052224 ], [ 126.052181, 126.052181, 126.052181, 126.052181, 126.052181, 126.052181 ], [ -133596, -100612, -102709, -438286, -355739, -326843 ], [ 1.222419, 1.389389, 1.076352, 1.125111, 1.203971, 1.050015 ], [ 970, 485, 485, 970, 485, 485 ], [ 603, 320, 283, 603, 320, 283 ], [ 367, 165, 202, 367, 165, 202 ], [ 62.164948, 65.979381, 58.350515, 62.164948, 65.979381, 58.350515 ], [ 0.743993, 0.716404, 0.768279, 0.684769, 0.620798, 0.74948 ], [ 25972, 25972, 22958, 54584, 53296, 54584 ], [ -36678, -36678, -26711, -214147, -214147, -102461 ], [ 11, 10, 11, 11, 10, 11 ], [ 8, 8, 8, 8, 8, 8 ], [ 16, 16, 15, 16, 16, 15 ], [ 10775, 5295, 5480, 10775, 5295, 5480 ], [ 599.326792, 0, 607.493458, 599.326792, 0, 607.493459 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372601, 228780, -442504, -110129, -46979, -377290 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10814, "evaluation_days": 1802.33, "actual_first_datapoint_time": 1552622400000, "first_datapoint_time": 1552838400000, "last_datapoint_time": 1708387200000, "evaluation_time": 1759103434822, "expiration_time": 1713058848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|