Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74124.728 | 38703.3858 | 35421.3422 | 86201.0082 | 32687.5472 | 53513.461 |
Total P&L (%) | 74.1247 | 38.7034 | 35.4213 | 86.201 | 32.6875 | 53.5135 |
Avg Daily Profit (%) | 0.1615 | 0.0843 | 0.0772 | 0.1355 | 0.0616 | 0.0934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28239 | -27297 | -22493 | -60631 | -58389 | -28134 |
Profit Factor | 1.4185 | 1.4458 | 1.3922 | 1.3384 | 1.2401 | 1.4513 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 263 | 139 | 124 | 263 | 139 | 124 |
Losing Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Profitability (%) | 65.75 | 69.5 | 62 | 65.75 | 69.5 | 62 |
Ratio Avg Win / Avg Loss | 0.7389 | 0.6345 | 0.8533 | 0.6972 | 0.5442 | 0.8895 |
Largest Winning Trade | 7192 | 7192 | 6292 | 11860 | 11860 | 9588 |
Largest Losing Trade | -27297 | -27297 | -18239 | -58389 | -58389 | -26417 |
Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 44 | 48 | 41 | 44 | 48 | 41 |
Bars Traded | 10694 | 5235 | 5459 | 10694 | 5235 | 5459 |
Profit Streak | 610.0866 | 610.0866 | 615.2116 | 610.0866 | 610.0866 | 615.2116 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413181 | -79562 | -90653 | -8436 | -111593 | -67093 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669341600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760256279431, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "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": [ [ 74124.7280149364, 38703.3858495939, 35421.3421653427, 86201.0082027727, 32687.5472483749, 53513.4609543979 ], [ 74.124728, 38.703386, 35.421342, 86.201008, 32.687547, 53.513461 ], [ 0.161464, 0.084306, 0.077157, 0.135505, 0.061626, 0.093408 ], [ 10, 10, 10, 10, 10, 10 ], [ -28239, -27297, -22493, -60631, -58389, -28134 ], [ 1.418464, 1.44579, 1.392196, 1.338428, 1.240112, 1.451304 ], [ 400, 200, 200, 400, 200, 200 ], [ 263, 139, 124, 263, 139, 124 ], [ 137, 61, 76, 137, 61, 76 ], [ 65.75, 69.5, 62, 65.75, 69.5, 62 ], [ 0.738896, 0.634483, 0.853282, 0.697204, 0.544222, 0.889509 ], [ 7192, 7192, 6292, 11860, 11860, 9588 ], [ -27297, -27297, -18239, -58389, -58389, -26417 ], [ 26, 26, 27, 26, 26, 27 ], [ 17, 16, 18, 17, 16, 18 ], [ 44, 48, 41, 44, 48, 41 ], [ 10694, 5235, 5459, 10694, 5235, 5459 ], [ 610.086567, 610.086567, 615.211567, 610.086567, 610.086567, 615.211567 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413181, -79562, -90653, -8436, -111593, -67093 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669341600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1760256279431, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "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) |
---|