Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73499.2811 | 34268.9378 | 39230.3433 | 90911.3718 | 29519.0756 | 61392.2962 |
Total P&L (%) | 73.4993 | 34.2689 | 39.2303 | 90.9114 | 29.5191 | 61.3923 |
Avg Daily Profit (%) | 0.1601 | 0.0746 | 0.0855 | 0.141 | 0.0564 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34048 | -25233 | -26253 | -34084 | -27792 | -25695 |
Profit Factor | 1.2601 | 1.2462 | 1.2736 | 1.3011 | 1.19 | 1.4188 |
Total Trades | 754 | 377 | 377 | 754 | 377 | 377 |
Winning Trades | 519 | 261 | 258 | 519 | 261 | 258 |
Losing Trades | 235 | 116 | 119 | 235 | 116 | 119 |
Profitability (%) | 68.8329 | 69.2308 | 68.435 | 68.8329 | 69.2308 | 68.435 |
Ratio Avg Win / Avg Loss | 0.5706 | 0.5539 | 0.5875 | 0.5891 | 0.5289 | 0.6544 |
Largest Winning Trade | 10667 | 3797 | 10667 | 18612 | 4337 | 18612 |
Largest Losing Trade | -11993 | -9450 | -11993 | -18248 | -18248 | -10237 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 10795 | 5214 | 5581 | 10795 | 5214 | 5581 |
Profit Streak | 586.5744 | 586.5744 | 589.9077 | 586.5744 | 586.5744 | 589.9077 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471477 | -93637 | -78217 | 43222 | -129722 | -50457 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669230000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758937628386, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 140, "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": [ [ 73499.2811401077, 34268.9377994182, 39230.3433406896, 90911.3718405287, 29519.0756244391, 61392.2962160897 ], [ 73.499281, 34.268938, 39.230343, 90.911372, 29.519076, 61.392296 ], [ 0.160101, 0.074647, 0.085454, 0.140955, 0.056359, 0.104321 ], [ 10, 10, 10, 10, 10, 10 ], [ -34048, -25233, -26253, -34084, -27792, -25695 ], [ 1.260116, 1.246186, 1.273641, 1.301085, 1.190004, 1.418817 ], [ 754, 377, 377, 754, 377, 377 ], [ 519, 261, 258, 519, 261, 258 ], [ 235, 116, 119, 235, 116, 119 ], [ 68.832891, 69.230769, 68.435013, 68.832891, 69.230769, 68.435013 ], [ 0.570573, 0.553861, 0.587455, 0.589123, 0.528891, 0.654416 ], [ 10667, 3797, 10667, 18612, 4337, 18612 ], [ -11993, -9450, -11993, -18248, -18248, -10237 ], [ 14, 13, 14, 14, 13, 14 ], [ 7, 8, 7, 7, 8, 7 ], [ 28, 25, 31, 28, 25, 31 ], [ 10795, 5214, 5581, 10795, 5214, 5581 ], [ 586.574402, 586.574402, 589.907736, 586.574403, 586.574403, 589.907736 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471477, -93637, -78217, 43222, -129722, -50457 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669230000000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758937628386, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 140, "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) |
---|