| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 93219.1677 | 49229.902 | 43989.2658 | 134332.5599 | 55983.9847 | 78348.5752 |
| Total P&L (%) | 93.2192 | 49.2299 | 43.9893 | 134.3326 | 55.984 | 78.3486 |
| Avg Daily Profit (%) | 0.2031 | 0.1072 | 0.0958 | 0.1857 | 0.0969 | 0.1261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -19239 | -12151 | -18522 | -32107 | -32107 | -26890 |
| Profit Factor | 1.678 | 1.7852 | 1.5881 | 1.6468 | 1.5321 | 1.7645 |
| Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
| Winning Trades | 272 | 137 | 135 | 272 | 137 | 135 |
| Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
| Profitability (%) | 78.8406 | 79.6512 | 78.0347 | 78.8406 | 79.6512 | 78.0347 |
| Ratio Avg Win / Avg Loss | 0.4503 | 0.4561 | 0.447 | 0.442 | 0.3914 | 0.4967 |
| Largest Winning Trade | 10288 | 3764 | 10288 | 24649 | 6430 | 24649 |
| Largest Losing Trade | -18249 | -12151 | -18249 | -32107 | -32107 | -26496 |
| Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
| Avg Bars in Winners | 13 | 12 | 15 | 13 | 12 | 15 |
| Avg Bars in Losers | 95 | 95 | 96 | 95 | 95 | 96 |
| Bars Traded | 10770 | 5095 | 5674 | 10770 | 5095 | 5674 |
| Profit Streak | 592.9927 | 0 | 603.7844 | 592.9927 | 0 | 603.7844 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 482731 | -46638 | -62183 | 475214 | -61017 | -19541 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669122000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759157371794,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 110,
"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": [
[
93219.1677269407,
49229.9019755119,
43989.2657514287,
134332.5598902803,
55983.9846665458,
78348.5752237344
],
[
93.219168,
49.229902,
43.989266,
134.33256,
55.983985,
78.348575
],
[
0.203056,
0.107236,
0.09582,
0.185667,
0.096889,
0.126108
],
[
10,
10,
10,
10,
10,
10
],
[
-19239,
-12151,
-18522,
-32107,
-32107,
-26890
],
[
1.67798,
1.785233,
1.588085,
1.646805,
1.532119,
1.764548
],
[
345,
172,
173,
345,
172,
173
],
[
272,
137,
135,
272,
137,
135
],
[
73,
35,
38,
73,
35,
38
],
[
78.84058,
79.651163,
78.034682,
78.84058,
79.651163,
78.034682
],
[
0.45034,
0.456082,
0.447017,
0.441973,
0.391417,
0.496688
],
[
10288,
3764,
10288,
24649,
6430,
24649
],
[
-18249,
-12151,
-18249,
-32107,
-32107,
-26496
],
[
31,
29,
32,
31,
29,
32
],
[
13,
12,
15,
13,
12,
15
],
[
95,
95,
96,
95,
95,
96
],
[
10770,
5095,
5674,
10770,
5095,
5674
],
[
592.992729,
0,
603.784396,
592.992729,
0,
603.784396
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482731,
-46638,
-62183,
475214,
-61017,
-19541
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669122000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759157371794,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 110,
"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) |
|---|