| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 335114.246 | 266359.4372 | 68754.8088 | 647928.3498 | 521690.1626 | 126238.1872 |
| Total P&L (%) | 335.1142 | 266.3594 | 68.7548 | 647.9284 | 521.6902 | 126.2382 |
| Avg Daily Profit (%) | 0.1858 | 0.1477 | 0.0381 | 0.1116 | 0.1014 | 0.0453 |
| Buy And Hold Return (%) | 70.7177 | 70.7177 | 70.7177 | 70.7177 | 70.7177 | 70.7177 |
| Max Trade Drawdown | -101870 | -62283 | -63319 | -1622258 | -984795 | -953983 |
| Profit Factor | 1.3693 | 1.5492 | 1.1627 | 1.0768 | 1.1112 | 1.0337 |
| Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
| Winning Trades | 205 | 107 | 98 | 205 | 107 | 98 |
| Losing Trades | 166 | 79 | 87 | 166 | 79 | 87 |
| Profitability (%) | 55.2561 | 57.5269 | 52.973 | 55.2561 | 57.5269 | 52.973 |
| Ratio Avg Win / Avg Loss | 1.1088 | 1.1438 | 1.0322 | 0.8719 | 0.8204 | 0.9177 |
| Largest Winning Trade | 37004 | 37004 | 32755 | 443649 | 443649 | 360107 |
| Largest Losing Trade | -29630 | -29630 | -18003 | -442670 | -442670 | -369491 |
| Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
| Avg Bars in Winners | 13 | 14 | 11 | 13 | 14 | 11 |
| Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
| Bars Traded | 5321 | 2778 | 2543 | 5321 | 2778 | 2543 |
| Profit Streak | 0 | 0 | 604.3937 | 0 | 0 | 604.3937 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336245 | 179328 | -347634 | -178366 | -155374 | -324240 |
{
"trading_pair": "XMR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5410,
"evaluation_days": 1803.33,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554278400000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758878811993,
"expiration_time": 1713061440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 59,
"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": [
[
335114.2460400164,
266359.4372463049,
68754.8087937113,
647928.3498013249,
521690.1626309808,
126238.1871703446
],
[
335.114246,
266.359437,
68.754809,
647.92835,
521.690163,
126.238187
],
[
0.185831,
0.147704,
0.038127,
0.111641,
0.101379,
0.045283
],
[
70.717676,
70.717676,
70.717676,
70.717676,
70.717676,
70.717676
],
[
-101870,
-62283,
-63319,
-1622258,
-984795,
-953983
],
[
1.369253,
1.549211,
1.16271,
1.076785,
1.111241,
1.033677
],
[
371,
186,
185,
371,
186,
185
],
[
205,
107,
98,
205,
107,
98
],
[
166,
79,
87,
166,
79,
87
],
[
55.256065,
57.526882,
52.972973,
55.256065,
57.526882,
52.972973
],
[
1.108761,
1.14381,
1.032201,
0.871933,
0.820449,
0.917652
],
[
37004,
37004,
32755,
443649,
443649,
360107
],
[
-29630,
-29630,
-18003,
-442670,
-442670,
-369491
],
[
14,
14,
13,
14,
14,
13
],
[
13,
14,
11,
13,
14,
11
],
[
15,
15,
16,
15,
15,
16
],
[
5321,
2778,
2543,
5321,
2778,
2543
],
[
0,
0,
604.393657,
0,
0,
604.393657
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336245,
179328,
-347634,
-178366,
-155374,
-324240
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5410,
"evaluation_days": 1803.33,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1554278400000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1758878811993,
"expiration_time": 1713061440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 59,
"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) |
|---|