Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93374.9424 | 54547.026 | 38827.9164 | 138707.5683 | 70186.5146 | 68521.0537 |
Total P&L (%) | 93.3749 | 54.547 | 38.8279 | 138.7076 | 70.1865 | 68.5211 |
Avg Daily Profit (%) | 0.2034 | 0.1188 | 0.0846 | 0.1897 | 0.1159 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29016 | -15981 | -20248 | -51671 | -27699 | -34635 |
Profit Factor | 2.1039 | 2.4426 | 1.8301 | 2.0722 | 2.1111 | 2.0351 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 82.1918 | 83.5616 | 80.8219 | 82.1918 | 83.5616 | 80.8219 |
Ratio Avg Win / Avg Loss | 0.4558 | 0.4805 | 0.4343 | 0.449 | 0.4153 | 0.4829 |
Largest Winning Trade | 6262 | 5826 | 6262 | 14067 | 8328 | 14067 |
Largest Losing Trade | -15496 | -12324 | -15496 | -27378 | -19576 | -27378 |
Avg Bars in Trades | 71 | 82 | 60 | 71 | 82 | 60 |
Avg Bars in Winners | 32 | 34 | 29 | 32 | 34 | 29 |
Avg Bars in Losers | 252 | 328 | 187 | 252 | 328 | 187 |
Bars Traded | 10443 | 6055 | 4388 | 10443 | 6055 | 4388 |
Profit Streak | 619.9201 | 0 | 679.3784 | 619.9201 | 0 | 679.3784 |
Trades During Streak | 1 | 0 | 16 | 1 | 0 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484470 | -101745 | -148636 | 478055 | -105258 | -107122 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669370400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759795495140, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 179, "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": [ [ 93374.9424045632, 54547.0260020685, 38827.9164024947, 138707.5683042217, 70186.5145869119, 68521.0537173098 ], [ 93.374942, 54.547026, 38.827916, 138.707568, 70.186515, 68.521054 ], [ 0.203396, 0.118818, 0.084578, 0.189704, 0.115891, 0.113746 ], [ 10, 10, 10, 10, 10, 10 ], [ -29016, -15981, -20248, -51671, -27699, -34635 ], [ 2.103913, 2.442605, 1.830118, 2.072223, 2.111108, 2.035118 ], [ 146, 73, 73, 146, 73, 73 ], [ 120, 61, 59, 120, 61, 59 ], [ 26, 12, 14, 26, 12, 14 ], [ 82.191781, 83.561644, 80.821918, 82.191781, 83.561644, 80.821918 ], [ 0.455848, 0.480512, 0.434265, 0.448982, 0.4153, 0.482909 ], [ 6262, 5826, 6262, 14067, 8328, 14067 ], [ -15496, -12324, -15496, -27378, -19576, -27378 ], [ 71, 82, 60, 71, 82, 60 ], [ 32, 34, 29, 32, 34, 29 ], [ 252, 328, 187, 252, 328, 187 ], [ 10443, 6055, 4388, 10443, 6055, 4388 ], [ 619.920083, 0, 679.378416, 619.920083, 0, 679.378416 ], [ 1, 0, 16, 1, 0, 16 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 484470, -101745, -148636, 478055, -105258, -107122 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669370400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759795495140, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 179, "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) |
---|