| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 101828.6912 | 47135.1246 | 54693.5666 | 152350.3172 | 52160.8202 | 100189.4969 |
| Total P&L (%) | 101.8287 | 47.1351 | 54.6936 | 152.3503 | 52.1608 | 100.1895 |
| Avg Daily Profit (%) | 0.2218 | 0.1027 | 0.1191 | 0.2018 | 0.0915 | 0.1513 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -28648 | -13994 | -20176 | -46371 | -39058 | -31787 |
| Profit Factor | 1.8231 | 1.7418 | 1.909 | 1.7107 | 1.4357 | 2.0584 |
| Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
| Winning Trades | 209 | 103 | 106 | 209 | 103 | 106 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 87.0833 | 85.8333 | 88.3333 | 87.0833 | 85.8333 | 88.3333 |
| Ratio Avg Win / Avg Loss | 0.2704 | 0.2875 | 0.2521 | 0.2537 | 0.237 | 0.2719 |
| Largest Winning Trade | 11042 | 4658 | 11042 | 27579 | 7703 | 27579 |
| Largest Losing Trade | -20176 | -13704 | -20176 | -38008 | -38008 | -31787 |
| Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
| Avg Bars in Winners | 20 | 19 | 22 | 20 | 19 | 22 |
| Avg Bars in Losers | 198 | 183 | 215 | 198 | 183 | 215 |
| Bars Traded | 10475 | 5096 | 5379 | 10475 | 5096 | 5379 |
| Profit Streak | 606.3783 | 0 | 614.7533 | 606.3783 | 0 | 614.7533 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 519056 | -52961 | -28820 | 505097 | -69043 | 491389 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669611600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760256287619,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 240,
"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": [
[
101828.6912379799,
47135.1246131206,
54693.5666248593,
152350.317159863,
52160.8202197952,
100189.4969400679
],
[
101.828691,
47.135125,
54.693567,
152.350317,
52.16082,
100.189497
],
[
0.22181,
0.102673,
0.119137,
0.201835,
0.091479,
0.151307
],
[
10,
10,
10,
10,
10,
10
],
[
-28648,
-13994,
-20176,
-46371,
-39058,
-31787
],
[
1.823132,
1.741849,
1.908962,
1.710672,
1.435707,
2.058419
],
[
240,
120,
120,
240,
120,
120
],
[
209,
103,
106,
209,
103,
106
],
[
31,
17,
14,
31,
17,
14
],
[
87.083333,
85.833333,
88.333333,
87.083333,
85.833333,
88.333333
],
[
0.270417,
0.28749,
0.252127,
0.253736,
0.236961,
0.271867
],
[
11042,
4658,
11042,
27579,
7703,
27579
],
[
-20176,
-13704,
-20176,
-38008,
-38008,
-31787
],
[
43,
42,
44,
43,
42,
44
],
[
20,
19,
22,
20,
19,
22
],
[
198,
183,
215,
198,
183,
215
],
[
10475,
5096,
5379,
10475,
5096,
5379
],
[
606.378329,
0,
614.753329,
606.378329,
0,
614.753329
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
519056,
-52961,
-28820,
505097,
-69043,
491389
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669611600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760256287619,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 240,
"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) |
|---|