Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123489.6378 | 63242.2248 | 60247.413 | 201286.8067 | 72915.9604 | 128370.8462 |
Total P&L (%) | 123.4896 | 63.2422 | 60.2474 | 201.2868 | 72.916 | 128.3708 |
Avg Daily Profit (%) | 0.269 | 0.1378 | 0.1312 | 0.2405 | 0.1194 | 0.18 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28248 | -20810 | -17846 | -90870 | -71582 | -23846 |
Profit Factor | 1.3295 | 1.3286 | 1.3304 | 1.3049 | 1.2016 | 1.43 |
Total Trades | 819 | 409 | 410 | 819 | 409 | 410 |
Winning Trades | 590 | 293 | 297 | 590 | 293 | 297 |
Losing Trades | 229 | 116 | 113 | 229 | 116 | 113 |
Profitability (%) | 72.0391 | 71.6381 | 72.439 | 72.0391 | 71.6381 | 72.439 |
Ratio Avg Win / Avg Loss | 0.516 | 0.526 | 0.5062 | 0.5065 | 0.4757 | 0.5441 |
Largest Winning Trade | 10667 | 3850 | 10667 | 32807 | 10089 | 32807 |
Largest Losing Trade | -20794 | -20794 | -16184 | -70776 | -70776 | -21720 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 27 | 21 | 34 | 27 | 21 | 34 |
Bars Traded | 10974 | 4593 | 6381 | 10974 | 4593 | 6381 |
Profit Streak | 593.3071 | 593.3071 | 596.2238 | 593.3071 | 593.3071 | 596.2238 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548612 | -5849 | -14464 | 534434 | -30983 | 434551 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668805200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759443736237, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 123489.6377681179, 63242.2247670867, 60247.4130010313, 201286.806650458, 72915.9604484938, 128370.846201964 ], [ 123.489638, 63.242225, 60.247413, 201.286807, 72.91596, 128.370846 ], [ 0.268994, 0.137759, 0.131235, 0.240529, 0.119361, 0.180044 ], [ 10, 10, 10, 10, 10, 10 ], [ -28248, -20810, -17846, -90870, -71582, -23846 ], [ 1.329506, 1.328641, 1.330418, 1.304873, 1.201607, 1.429972 ], [ 819, 409, 410, 819, 409, 410 ], [ 590, 293, 297, 590, 293, 297 ], [ 229, 116, 113, 229, 116, 113 ], [ 72.039072, 71.638142, 72.439024, 72.039072, 71.638142, 72.439024 ], [ 0.516029, 0.526015, 0.506186, 0.506468, 0.475721, 0.544063 ], [ 10667, 3850, 10667, 32807, 10089, 32807 ], [ -20794, -20794, -16184, -70776, -70776, -21720 ], [ 13, 11, 15, 13, 11, 15 ], [ 7, 7, 8, 7, 7, 8 ], [ 27, 21, 34, 27, 21, 34 ], [ 10974, 4593, 6381, 10974, 4593, 6381 ], [ 593.307132, 593.307132, 596.223799, 593.307132, 593.307132, 596.223799 ], [ 5, 2, 7, 5, 2, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 548612, -5849, -14464, 534434, -30983, 434551 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668805200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759443736237, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|