Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86273.6025 | 40136.8418 | 46136.7607 | 114201.1636 | 37730.6526 | 76470.511 |
Total P&L (%) | 86.2736 | 40.1368 | 46.1368 | 114.2012 | 37.7307 | 76.4705 |
Avg Daily Profit (%) | 0.1879 | 0.0874 | 0.1005 | 0.1661 | 0.0698 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22913 | -16607 | -22913 | -34006 | -34006 | -28514 |
Profit Factor | 1.6296 | 1.5999 | 1.658 | 1.6338 | 1.3873 | 1.924 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 74.2604 | 73.9645 | 74.5562 | 74.2604 | 73.9645 | 74.5562 |
Ratio Avg Win / Avg Loss | 0.5648 | 0.5632 | 0.5658 | 0.5663 | 0.4883 | 0.6566 |
Largest Winning Trade | 11221 | 11221 | 10667 | 23120 | 12390 | 23120 |
Largest Losing Trade | -22913 | -14177 | -22913 | -34006 | -34006 | -28514 |
Avg Bars in Trades | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 65 | 64 | 66 | 65 | 64 | 66 |
Bars Traded | 10473 | 5262 | 5211 | 10473 | 5262 | 5211 |
Profit Streak | 593.5457 | 0 | 602.8374 | 593.5457 | 0 | 602.8374 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452026 | -75522 | -56041 | 445587 | -100599 | -22783 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669464000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759223150972, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "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": [ [ 86273.6024560668, 40136.8417969377, 46136.7606591292, 114201.1635546478, 37730.6525656929, 76470.5109889549 ], [ 86.273602, 40.136842, 46.136761, 114.201164, 37.730653, 76.470511 ], [ 0.187927, 0.087429, 0.100498, 0.166066, 0.069757, 0.123799 ], [ 10, 10, 10, 10, 10, 10 ], [ -22913, -16607, -22913, -34006, -34006, -28514 ], [ 1.629619, 1.599922, 1.657952, 1.63377, 1.38726, 1.923963 ], [ 338, 169, 169, 338, 169, 169 ], [ 251, 125, 126, 251, 125, 126 ], [ 87, 44, 43, 87, 44, 43 ], [ 74.260355, 73.964497, 74.556213, 74.260355, 73.964497, 74.556213 ], [ 0.564848, 0.563173, 0.565809, 0.566287, 0.488316, 0.65659 ], [ 11221, 11221, 10667, 23120, 12390, 23120 ], [ -22913, -14177, -22913, -34006, -34006, -28514 ], [ 30, 31, 30, 30, 31, 30 ], [ 18, 19, 18, 18, 19, 18 ], [ 65, 64, 66, 65, 64, 66 ], [ 10473, 5262, 5211, 10473, 5262, 5211 ], [ 593.545729, 0, 602.837395, 593.545729, 0, 602.837395 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452026, -75522, -56041, 445587, -100599, -22783 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669464000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759223150972, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "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) |
---|