Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154560.3483 | 76280.1568 | 78280.1915 | 324937.1276 | 120954.1572 | 203982.9705 |
Total P&L (%) | 154.5603 | 76.2802 | 78.2802 | 324.9371 | 120.9542 | 203.983 |
Avg Daily Profit (%) | 0.3367 | 0.1662 | 0.1705 | 0.3156 | 0.1728 | 0.2425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21122 | -12447 | -21477 | -58928 | -58928 | -41313 |
Profit Factor | 2.2603 | 2.4487 | 2.1186 | 2.2207 | 1.873 | 2.598 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 250 | 126 | 124 | 250 | 126 | 124 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 84.4595 | 85.1351 | 83.7838 | 84.4595 | 85.1351 | 83.7838 |
Ratio Avg Win / Avg Loss | 0.4159 | 0.4276 | 0.4101 | 0.4086 | 0.327 | 0.5028 |
Largest Winning Trade | 13806 | 4249 | 13806 | 57433 | 11885 | 57433 |
Largest Losing Trade | -20645 | -12447 | -20645 | -58928 | -58928 | -39742 |
Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Winners | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Losers | 120 | 101 | 137 | 120 | 101 | 137 |
Bars Traded | 10657 | 4586 | 6071 | 10657 | 4586 | 6071 |
Profit Streak | 602.6847 | 0 | 612.393 | 602.6847 | 0 | 612.393 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576112 | 476524 | 488782 | 566885 | 428582 | 544231 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669348800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759897555419, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 173, "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": [ [ 154560.3483064091, 76280.1568429446, 78280.1914634646, 324937.1276491766, 120954.1571880225, 203982.9704611544 ], [ 154.560348, 76.280157, 78.280191, 324.937128, 120.954157, 203.98297 ], [ 0.336674, 0.166159, 0.170515, 0.315643, 0.172839, 0.242474 ], [ 10, 10, 10, 10, 10, 10 ], [ -21122, -12447, -21477, -58928, -58928, -41313 ], [ 2.260348, 2.448724, 2.118613, 2.220677, 1.87301, 2.598039 ], [ 296, 148, 148, 296, 148, 148 ], [ 250, 126, 124, 250, 126, 124 ], [ 46, 22, 24, 46, 22, 24 ], [ 84.459459, 85.135135, 83.783784, 84.459459, 85.135135, 83.783784 ], [ 0.415904, 0.427555, 0.410054, 0.408605, 0.327034, 0.502846 ], [ 13806, 4249, 13806, 57433, 11885, 57433 ], [ -20645, -12447, -20645, -58928, -58928, -39742 ], [ 36, 30, 41, 36, 30, 41 ], [ 20, 18, 22, 20, 18, 22 ], [ 120, 101, 137, 120, 101, 137 ], [ 10657, 4586, 6071, 10657, 4586, 6071 ], [ 602.684669, 0, 612.393002, 602.684669, 0, 612.393003 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 576112, 476524, 488782, 566885, 428582, 544231 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669348800000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759897555419, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 173, "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) |
---|