Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112681.31 | 53118.0698 | 59563.2402 | 179410.0952 | 64376.7384 | 115033.3569 |
Total P&L (%) | 112.6813 | 53.1181 | 59.5632 | 179.4101 | 64.3767 | 115.0334 |
Avg Daily Profit (%) | 0.2455 | 0.1157 | 0.1297 | 0.2241 | 0.1083 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22913 | -13231 | -22913 | -40542 | -40542 | -34385 |
Profit Factor | 1.8144 | 1.8702 | 1.7704 | 1.8256 | 1.6049 | 2.0375 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 79.8913 | 79.8913 | 79.8913 | 79.8913 | 79.8913 | 79.8913 |
Ratio Avg Win / Avg Loss | 0.4567 | 0.4707 | 0.4456 | 0.4595 | 0.404 | 0.5128 |
Largest Winning Trade | 10667 | 3797 | 10667 | 29534 | 6835 | 29534 |
Largest Losing Trade | -22913 | -13231 | -22913 | -40542 | -40542 | -34385 |
Avg Bars in Trades | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Winners | 15 | 11 | 18 | 15 | 11 | 18 |
Avg Bars in Losers | 81 | 73 | 88 | 81 | 73 | 88 |
Bars Traded | 10474 | 4403 | 6071 | 10474 | 4403 | 6071 |
Profit Streak | 599.8704 | 0 | 610.1621 | 599.8704 | 0 | 610.1621 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524478 | -34813 | -15061 | 518679 | -44702 | 478826 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669399200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759704801165, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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": [ [ 112681.3100331181, 53118.0698243969, 59563.2402087211, 179410.095230995, 64376.7383504244, 115033.3568805706 ], [ 112.68131, 53.11807, 59.56324, 179.410095, 64.376738, 115.033357 ], [ 0.24545, 0.115705, 0.129745, 0.22407, 0.108317, 0.166912 ], [ 10, 10, 10, 10, 10, 10 ], [ -22913, -13231, -22913, -40542, -40542, -34385 ], [ 1.814425, 1.870163, 1.770416, 1.82564, 1.604896, 2.03753 ], [ 368, 184, 184, 368, 184, 184 ], [ 294, 147, 147, 294, 147, 147 ], [ 74, 37, 37, 74, 37, 37 ], [ 79.891304, 79.891304, 79.891304, 79.891304, 79.891304, 79.891304 ], [ 0.456692, 0.470721, 0.445615, 0.459515, 0.403954, 0.512848 ], [ 10667, 3797, 10667, 29534, 6835, 29534 ], [ -22913, -13231, -22913, -40542, -40542, -34385 ], [ 28, 23, 32, 28, 23, 32 ], [ 15, 11, 18, 15, 11, 18 ], [ 81, 73, 88, 81, 73, 88 ], [ 10474, 4403, 6071, 10474, 4403, 6071 ], [ 599.870384, 0, 610.16205, 599.870384, 0, 610.16205 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524478, -34813, -15061, 518679, -44702, 478826 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669399200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759704801165, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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) |
---|