Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83271.3491 | 40741.4457 | 42529.9034 | 108460.4164 | 43503.538 | 64956.8785 |
Total P&L (%) | 83.2713 | 40.7414 | 42.5299 | 108.4604 | 43.5035 | 64.9569 |
Avg Daily Profit (%) | 0.1814 | 0.0887 | 0.0926 | 0.1601 | 0.0787 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20058 | -9355 | -20319 | -26698 | -20613 | -26978 |
Profit Factor | 1.5886 | 1.8272 | 1.4612 | 1.5601 | 1.6009 | 1.5358 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 205 | 100 | 105 | 205 | 100 | 105 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 69.2568 | 67.5676 | 70.9459 | 69.2568 | 67.5676 | 70.9459 |
Ratio Avg Win / Avg Loss | 0.7052 | 0.877 | 0.5984 | 0.6926 | 0.7685 | 0.6289 |
Largest Winning Trade | 19614 | 3529 | 19614 | 35986 | 6377 | 35986 |
Largest Losing Trade | -20058 | -7108 | -20058 | -26698 | -15599 | -26698 |
Avg Bars in Trades | 36 | 23 | 49 | 36 | 23 | 49 |
Avg Bars in Winners | 20 | 16 | 23 | 20 | 16 | 23 |
Avg Bars in Losers | 72 | 38 | 110 | 72 | 38 | 110 |
Bars Traded | 10757 | 3496 | 7261 | 10757 | 3496 | 7261 |
Profit Streak | 599.1902 | 0 | 612.8152 | 599.1902 | 0 | 612.8152 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414200 | -74040 | -68757 | 401406 | -87892 | -44716 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669428000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760096031864, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 195, "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": [ [ 83271.3490925852, 40741.4457307852, 42529.9033618, 108460.4164481536, 43503.5379667584, 64956.8784813952 ], [ 83.271349, 40.741446, 42.529903, 108.460416, 43.503538, 64.956878 ], [ 0.181387, 0.088746, 0.092642, 0.160139, 0.078708, 0.109085 ], [ 10, 10, 10, 10, 10, 10 ], [ -20058, -9355, -20319, -26698, -20613, -26978 ], [ 1.588577, 1.827153, 1.461159, 1.560141, 1.600947, 1.535776 ], [ 296, 148, 148, 296, 148, 148 ], [ 205, 100, 105, 205, 100, 105 ], [ 91, 48, 43, 91, 48, 43 ], [ 69.256757, 67.567568, 70.945946, 69.256757, 67.567568, 70.945946 ], [ 0.705173, 0.877034, 0.598379, 0.692551, 0.768455, 0.628937 ], [ 19614, 3529, 19614, 35986, 6377, 35986 ], [ -20058, -7108, -20058, -26698, -15599, -26698 ], [ 36, 23, 49, 36, 23, 49 ], [ 20, 16, 23, 20, 16, 23 ], [ 72, 38, 110, 72, 38, 110 ], [ 10757, 3496, 7261, 10757, 3496, 7261 ], [ 599.190183, 0, 612.815183, 599.190184, 0, 612.815184 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414200, -74040, -68757, 401406, -87892, -44716 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669428000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760096031864, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 195, "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) |
---|