Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82521.843 | 49459.9383 | 33061.9047 | 113742.0046 | 62210.5036 | 51531.501 |
Total P&L (%) | 82.5218 | 49.4599 | 33.0619 | 113.742 | 62.2105 | 51.5315 |
Avg Daily Profit (%) | 0.1798 | 0.1077 | 0.072 | 0.1656 | 0.1054 | 0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22813 | -11745 | -17633 | -29572 | -17481 | -22316 |
Profit Factor | 1.6288 | 1.8856 | 1.4386 | 1.6971 | 1.882 | 1.5563 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 314 | 163 | 151 | 314 | 163 | 151 |
Losing Trades | 112 | 50 | 62 | 112 | 50 | 62 |
Profitability (%) | 73.7089 | 76.5258 | 70.892 | 73.7089 | 76.5258 | 70.892 |
Ratio Avg Win / Avg Loss | 0.581 | 0.5784 | 0.5907 | 0.6053 | 0.5773 | 0.639 |
Largest Winning Trade | 9962 | 3948 | 9962 | 19364 | 5815 | 19364 |
Largest Losing Trade | -16883 | -8676 | -16883 | -21443 | -13231 | -21443 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 10 | 9 | 12 | 10 | 9 | 12 |
Avg Bars in Losers | 62 | 66 | 59 | 62 | 66 | 59 |
Bars Traded | 10445 | 4914 | 5531 | 10445 | 4914 | 5531 |
Profit Streak | 600.8532 | 621.8532 | 600.8532 | 600.8532 | 621.8532 | 600.8532 |
Trades During Streak | 4 | 11 | 2 | 4 | 11 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501012 | -44489 | -96618 | 501398 | -46996 | -69548 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669165200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758900515549, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 122, "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": [ [ 82521.8430489984, 49459.9383377911, 33061.9047112072, 113742.0045562517, 62210.5035609617, 51531.50099529 ], [ 82.521843, 49.459938, 33.061905, 113.742005, 62.210504, 51.531501 ], [ 0.179755, 0.107737, 0.072018, 0.165598, 0.105424, 0.090575 ], [ 10, 10, 10, 10, 10, 10 ], [ -22813, -11745, -17633, -29572, -17481, -22316 ], [ 1.628846, 1.885571, 1.438623, 1.697101, 1.882011, 1.556305 ], [ 426, 213, 213, 426, 213, 213 ], [ 314, 163, 151, 314, 163, 151 ], [ 112, 50, 62, 112, 50, 62 ], [ 73.70892, 76.525822, 70.892019, 73.70892, 76.525822, 70.892019 ], [ 0.580989, 0.578396, 0.590693, 0.605335, 0.577304, 0.639012 ], [ 9962, 3948, 9962, 19364, 5815, 19364 ], [ -16883, -8676, -16883, -21443, -13231, -21443 ], [ 24, 23, 25, 24, 23, 25 ], [ 10, 9, 12, 10, 9, 12 ], [ 62, 66, 59, 62, 66, 59 ], [ 10445, 4914, 5531, 10445, 4914, 5531 ], [ 600.853189, 621.853189, 600.853189, 600.853189, 621.853189, 600.853189 ], [ 4, 11, 2, 4, 11, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 501012, -44489, -96618, 501398, -46996, -69548 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669165200000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758900515549, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 122, "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) |
---|