| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 75009.018 | 45480.0164 | 29529.0017 | 99648.6331 | 54750.9271 | 44897.706 |
| Total P&L (%) | 75.009 | 45.48 | 29.529 | 99.6486 | 54.7509 | 44.8977 |
| Avg Daily Profit (%) | 0.1634 | 0.0991 | 0.0643 | 0.1507 | 0.0952 | 0.0808 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -22386 | -12435 | -17952 | -33979 | -18346 | -26369 |
| Profit Factor | 1.7414 | 2.0746 | 1.5017 | 1.7679 | 1.9657 | 1.6144 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 80.9735 | 80.531 | 81.4159 | 80.9735 | 80.531 | 81.4159 |
| Ratio Avg Win / Avg Loss | 0.4092 | 0.5016 | 0.3428 | 0.4154 | 0.4752 | 0.3685 |
| Largest Winning Trade | 5122 | 3948 | 5122 | 9728 | 5729 | 9728 |
| Largest Losing Trade | -16812 | -8055 | -16812 | -24140 | -10575 | -24140 |
| Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
| Avg Bars in Winners | 21 | 17 | 24 | 21 | 17 | 24 |
| Avg Bars in Losers | 152 | 147 | 157 | 152 | 147 | 157 |
| Bars Traded | 10444 | 4878 | 5566 | 10444 | 4878 | 5566 |
| Profit Streak | 623.7198 | 623.7198 | 642.0114 | 623.7198 | 623.7198 | 642.0114 |
| Trades During Streak | 13 | 6 | 10 | 13 | 6 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 493671 | -56424 | -105814 | 491612 | -61406 | -81829 |
{
"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": 1758924986596,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 148,
"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": [
[
75009.0180197961,
45480.0163689058,
29529.0016508901,
99648.6330730366,
54750.9271194774,
44897.7059535591
],
[
75.009018,
45.480016,
29.529002,
99.648633,
54.750927,
44.897706
],
[
0.16339,
0.099068,
0.064322,
0.150717,
0.095159,
0.080815
],
[
10,
10,
10,
10,
10,
10
],
[
-22386,
-12435,
-17952,
-33979,
-18346,
-26369
],
[
1.741374,
2.074638,
1.50173,
1.767867,
1.965661,
1.614402
],
[
226,
113,
113,
226,
113,
113
],
[
183,
91,
92,
183,
91,
92
],
[
43,
22,
21,
43,
22,
21
],
[
80.973451,
80.530973,
81.415929,
80.973451,
80.530973,
81.415929
],
[
0.409175,
0.501561,
0.342786,
0.4154,
0.475215,
0.368505
],
[
5122,
3948,
5122,
9728,
5729,
9728
],
[
-16812,
-8055,
-16812,
-24140,
-10575,
-24140
],
[
46,
43,
49,
46,
43,
49
],
[
21,
17,
24,
21,
17,
24
],
[
152,
147,
157,
152,
147,
157
],
[
10444,
4878,
5566,
10444,
4878,
5566
],
[
623.719752,
623.719752,
642.011419,
623.719752,
623.719752,
642.011419
],
[
13,
6,
10,
13,
6,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
493671,
-56424,
-105814,
491612,
-61406,
-81829
]
]
}
{
"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": 1758924986596,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 148,
"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) |
|---|