| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 93758.4229 | 47152.5277 | 46605.8952 | 128254.5598 | 46595.8517 | 81658.7081 |
| Total P&L (%) | 93.7584 | 47.1525 | 46.6059 | 128.2546 | 46.5959 | 81.6587 |
| Avg Daily Profit (%) | 0.2042 | 0.1027 | 0.1015 | 0.1799 | 0.0834 | 0.1301 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -24156 | -24875 | -22140 | -67567 | -69212 | -23642 |
| Profit Factor | 1.3112 | 1.3193 | 1.3035 | 1.264 | 1.1851 | 1.3489 |
| Total Trades | 692 | 346 | 346 | 692 | 346 | 346 |
| Winning Trades | 463 | 238 | 225 | 463 | 238 | 225 |
| Losing Trades | 229 | 108 | 121 | 229 | 108 | 121 |
| Profitability (%) | 66.9075 | 68.7861 | 65.0289 | 66.9075 | 68.7861 | 65.0289 |
| Ratio Avg Win / Avg Loss | 0.6485 | 0.5987 | 0.701 | 0.6252 | 0.5378 | 0.7254 |
| Largest Winning Trade | 9263 | 5434 | 9263 | 9818 | 6804 | 9818 |
| Largest Losing Trade | -22772 | -22772 | -8038 | -63715 | -63715 | -14009 |
| Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
| Avg Bars in Winners | 9 | 10 | 8 | 9 | 10 | 8 |
| Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
| Bars Traded | 10823 | 5162 | 5661 | 10823 | 5162 | 5661 |
| Profit Streak | 596.9763 | 597.4347 | 596.9763 | 596.9763 | 597.4347 | 596.9763 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462157 | -55124 | -57344 | 444285 | -98147 | -17301 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669312800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759897555795,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.33069,
"nb": 0.33696,
"nc": 0.16876
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 163,
"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": [
[
93758.4229289459,
47152.5277418081,
46605.8951871379,
128254.5597934282,
46595.8517351005,
81658.7080583277
],
[
93.758423,
47.152528,
46.605895,
128.25456,
46.595852,
81.658708
],
[
0.204231,
0.102711,
0.10152,
0.179932,
0.083356,
0.130118
],
[
10,
10,
10,
10,
10,
10
],
[
-24156,
-24875,
-22140,
-67567,
-69212,
-23642
],
[
1.311236,
1.31929,
1.30349,
1.26398,
1.185057,
1.348884
],
[
692,
346,
346,
692,
346,
346
],
[
463,
238,
225,
463,
238,
225
],
[
229,
108,
121,
229,
108,
121
],
[
66.907514,
68.786127,
65.028902,
66.907514,
68.786127,
65.028902
],
[
0.648538,
0.598669,
0.700988,
0.625165,
0.537757,
0.7254
],
[
9263,
5434,
9263,
9818,
6804,
9818
],
[
-22772,
-22772,
-8038,
-63715,
-63715,
-14009
],
[
15,
14,
16,
15,
14,
16
],
[
9,
10,
8,
9,
10,
8
],
[
28,
25,
31,
28,
25,
31
],
[
10823,
5162,
5661,
10823,
5162,
5661
],
[
596.97634,
597.434673,
596.97634,
596.97634,
597.434674,
596.97634
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462157,
-55124,
-57344,
444285,
-98147,
-17301
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669312800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759897555795,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.33069,
"nb": 0.33696,
"nc": 0.16876
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 163,
"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) |
|---|