Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87251.8692 | 41108.8102 | 46143.059 | 109985.2767 | 37728.8013 | 72256.4754 |
Total P&L (%) | 87.2519 | 41.1088 | 46.1431 | 109.9853 | 37.7288 | 72.2565 |
Avg Daily Profit (%) | 0.1901 | 0.0895 | 0.1005 | 0.1617 | 0.0698 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26595 | -25952 | -17204 | -68689 | -67099 | -30296 |
Profit Factor | 1.6564 | 1.5655 | 1.7663 | 1.4471 | 1.2575 | 1.7263 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 81.5217 | 83.6957 | 79.3478 | 81.5217 | 83.6957 | 79.3478 |
Ratio Avg Win / Avg Loss | 0.3755 | 0.305 | 0.4597 | 0.328 | 0.245 | 0.4493 |
Largest Winning Trade | 7852 | 7852 | 7090 | 11345 | 9607 | 11345 |
Largest Losing Trade | -25952 | -25952 | -17204 | -67099 | -67099 | -30296 |
Avg Bars in Trades | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Winners | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Losers | 161 | 173 | 152 | 161 | 173 | 152 |
Bars Traded | 10495 | 5275 | 5220 | 10495 | 5275 | 5220 |
Profit Streak | 602.136 | 602.7194 | 602.136 | 602.136 | 602.7194 | 602.136 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495313 | -71084 | -55927 | 449041 | -99656 | -30307 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669608000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759752953874, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 243, "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": [ [ 87251.8692022155, 41108.8101956744, 46143.0590065411, 109985.2767025286, 37728.8013261154, 72256.4753764133 ], [ 87.251869, 41.10881, 46.143059, 109.985277, 37.728801, 72.256475 ], [ 0.190058, 0.089546, 0.100512, 0.161729, 0.069754, 0.118528 ], [ 10, 10, 10, 10, 10, 10 ], [ -26595, -25952, -17204, -68689, -67099, -30296 ], [ 1.656434, 1.565453, 1.766277, 1.44712, 1.257541, 1.726272 ], [ 184, 92, 92, 184, 92, 92 ], [ 150, 77, 73, 150, 77, 73 ], [ 34, 15, 19, 34, 15, 19 ], [ 81.521739, 83.695652, 79.347826, 81.521739, 83.695652, 79.347826 ], [ 0.375458, 0.304958, 0.459716, 0.328014, 0.244976, 0.449304 ], [ 7852, 7852, 7090, 11345, 9607, 11345 ], [ -25952, -25952, -17204, -67099, -67099, -30296 ], [ 57, 57, 56, 57, 57, 56 ], [ 33, 34, 31, 33, 34, 31 ], [ 161, 173, 152, 161, 173, 152 ], [ 10495, 5275, 5220, 10495, 5275, 5220 ], [ 602.13604, 602.719373, 602.13604, 602.13604, 602.719374, 602.13604 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 495313, -71084, -55927, 449041, -99656, -30307 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669608000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759752953874, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 243, "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) |
---|