| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 104361.2627 | 47238.5577 | 57122.705 | 159150.7823 | 62173.3992 | 96977.3831 |
| Total P&L (%) | 104.3613 | 47.2386 | 57.1227 | 159.1508 | 62.1734 | 96.9774 |
| Avg Daily Profit (%) | 0.2273 | 0.1029 | 0.1244 | 0.2076 | 0.1054 | 0.1478 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21375 | -9450 | -21324 | -32611 | -22512 | -32533 |
| Profit Factor | 1.8318 | 2.161 | 1.6738 | 1.9155 | 2.0197 | 1.8592 |
| Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
| Winning Trades | 202 | 98 | 104 | 202 | 98 | 104 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 83.4711 | 80.9917 | 85.9504 | 83.4711 | 80.9917 | 85.9504 |
| Ratio Avg Win / Avg Loss | 0.3627 | 0.5072 | 0.2736 | 0.3793 | 0.474 | 0.3039 |
| Largest Winning Trade | 9008 | 6360 | 9008 | 18728 | 8802 | 18728 |
| Largest Losing Trade | -21324 | -9450 | -21324 | -32533 | -22512 | -32533 |
| Avg Bars in Trades | 43 | 13 | 73 | 43 | 13 | 73 |
| Avg Bars in Winners | 24 | 8 | 39 | 24 | 8 | 39 |
| Avg Bars in Losers | 139 | 33 | 282 | 139 | 33 | 282 |
| Bars Traded | 10542 | 1602 | 8940 | 10542 | 1602 | 8940 |
| Profit Streak | 603.8224 | 603.8224 | 623.4474 | 603.8224 | 603.8224 | 623.4474 |
| Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 528461 | -50978 | -22204 | 528219 | -46892 | 365182 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669258800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759495458903,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 234,
"offset": 0,
"std": 1.34762
}
}
} {
"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": [
[
104361.2626720219,
47238.5576897759,
57122.7049822459,
159150.7822578335,
62173.3991820258,
96977.3830758077
],
[
104.361263,
47.238558,
57.122705,
159.150782,
62.173399,
96.977383
],
[
0.227327,
0.102898,
0.124429,
0.207639,
0.105374,
0.147778
],
[
10,
10,
10,
10,
10,
10
],
[
-21375,
-9450,
-21324,
-32611,
-22512,
-32533
],
[
1.831772,
2.160976,
1.673776,
1.915489,
2.019667,
1.859209
],
[
242,
121,
121,
242,
121,
121
],
[
202,
98,
104,
202,
98,
104
],
[
40,
23,
17,
40,
23,
17
],
[
83.471074,
80.991736,
85.950413,
83.471074,
80.991736,
85.950413
],
[
0.362727,
0.507168,
0.273598,
0.379305,
0.474003,
0.303909
],
[
9008,
6360,
9008,
18728,
8802,
18728
],
[
-21324,
-9450,
-21324,
-32533,
-22512,
-32533
],
[
43,
13,
73,
43,
13,
73
],
[
24,
8,
39,
24,
8,
39
],
[
139,
33,
282,
139,
33,
282
],
[
10542,
1602,
8940,
10542,
1602,
8940
],
[
603.822441,
603.822441,
623.447441,
603.822441,
603.822441,
623.447441
],
[
7,
3,
8,
7,
3,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
528461,
-50978,
-22204,
528219,
-46892,
365182
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669258800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759495458903,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 234,
"offset": 0,
"std": 1.34762
}
}
}
| # | 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) |
|---|