| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 292198.1218 | 232882.0043 | 59316.1175 | 582096.8127 | 363635.2726 | 218461.5401 |
| Total P&L (%) | 292.1981 | 232.882 | 59.3161 | 582.0968 | 363.6353 | 218.4615 |
| Avg Daily Profit (%) | 0.1621 | 0.1292 | 0.0329 | 0.1066 | 0.0851 | 0.0643 |
| Buy And Hold Return (%) | 68.1541 | 68.1541 | 68.1541 | 68.1541 | 68.1541 | 68.1541 |
| Max Trade Drawdown | -60611 | -45080 | -60716 | -656431 | -564976 | -259841 |
| Profit Factor | 1.702 | 2.1362 | 1.2808 | 1.2104 | 1.2369 | 1.1774 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Profitability (%) | 50 | 54.2373 | 45.7627 | 50 | 54.2373 | 45.7627 |
| Ratio Avg Win / Avg Loss | 1.702 | 1.8024 | 1.518 | 1.2104 | 1.0437 | 1.3955 |
| Largest Winning Trade | 49873 | 49873 | 39209 | 210718 | 210718 | 186111 |
| Largest Losing Trade | -25041 | -25041 | -19310 | -227874 | -227874 | -165892 |
| Avg Bars in Trades | 88 | 92 | 85 | 88 | 92 | 85 |
| Avg Bars in Winners | 112 | 128 | 92 | 112 | 128 | 92 |
| Avg Bars in Losers | 65 | 48 | 80 | 65 | 48 | 80 |
| Bars Traded | 10488 | 5434 | 5054 | 10488 | 5434 | 5054 |
| 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 | 319282 | -195332 | -491953 | -50425 | -256823 | -313705 |
{
"trading_pair": "XMR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10814,
"evaluation_days": 1802.33,
"actual_first_datapoint_time": 1552622400000,
"first_datapoint_time": 1554897600000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758993443319,
"expiration_time": 1713058848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 48,
"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": [
[
292198.1218137168,
232882.0043175562,
59316.1174961605,
582096.8126899227,
363635.2725664862,
218461.5401234365
],
[
292.198122,
232.882004,
59.316117,
582.096813,
363.635273,
218.46154
],
[
0.162122,
0.129212,
0.032911,
0.106586,
0.085144,
0.064289
],
[
68.154129,
68.154129,
68.154129,
68.154129,
68.154129,
68.154129
],
[
-60611,
-45080,
-60716,
-656431,
-564976,
-259841
],
[
1.702033,
2.136228,
1.280778,
1.210436,
1.236919,
1.177424
],
[
118,
59,
59,
118,
59,
59
],
[
59,
32,
27,
59,
32,
27
],
[
59,
27,
32,
59,
27,
32
],
[
50,
54.237288,
45.762712,
50,
54.237288,
45.762712
],
[
1.702033,
1.802442,
1.517959,
1.210436,
1.04365,
1.395465
],
[
49873,
49873,
39209,
210718,
210718,
186111
],
[
-25041,
-25041,
-19310,
-227874,
-227874,
-165892
],
[
88,
92,
85,
88,
92,
85
],
[
112,
128,
92,
112,
128,
92
],
[
65,
48,
80,
65,
48,
80
],
[
10488,
5434,
5054,
10488,
5434,
5054
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319282,
-195332,
-491953,
-50425,
-256823,
-313705
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10814,
"evaluation_days": 1802.33,
"actual_first_datapoint_time": 1552622400000,
"first_datapoint_time": 1554897600000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758993443319,
"expiration_time": 1713058848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 48,
"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) |
|---|