| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 89959.3503 | 49444.8589 | 40514.4914 | 109910.6282 | 64411.7134 | 45498.9149 |
| Total P&L (%) | 89.9594 | 49.4449 | 40.5145 | 109.9106 | 64.4117 | 45.4989 |
| Avg Daily Profit (%) | 0.196 | 0.1077 | 0.0883 | 0.1617 | 0.1084 | 0.0817 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35277 | -12161 | -27379 | -45556 | -14831 | -35238 |
| Profit Factor | 1.7588 | 2.2079 | 1.522 | 1.8254 | 2.4525 | 1.5123 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 61.9048 | 57.1429 | 66.6667 | 61.9048 | 57.1429 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.0824 | 1.6559 | 0.761 | 1.1233 | 1.8394 | 0.7561 |
| Largest Winning Trade | 34271 | 20920 | 34271 | 44153 | 36190 | 44153 |
| Largest Losing Trade | -21105 | -6823 | -21105 | -28826 | -7753 | -28826 |
| Avg Bars in Trades | 84 | 81 | 88 | 84 | 81 | 88 |
| Avg Bars in Winners | 66 | 61 | 70 | 66 | 61 | 70 |
| Avg Bars in Losers | 114 | 106 | 124 | 114 | 106 | 124 |
| Bars Traded | 10658 | 5103 | 5555 | 10658 | 5103 | 5555 |
| Profit Streak | 624.78 | 624.78 | 624.905 | 624.78 | 624.78 | 624.905 |
| Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 443552 | -191568 | -221476 | 437621 | -189207 | -229803 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669276800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759203795992,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 153,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
89959.3502928036,
49444.8589134677,
40514.491379336,
109910.6282462649,
64411.7133666342,
45498.9148796307
],
[
89.95935,
49.444859,
40.514491,
109.910628,
64.411713,
45.498915
],
[
0.195956,
0.107704,
0.088251,
0.161652,
0.108363,
0.081718
],
[
10,
10,
10,
10,
10,
10
],
[
-35277,
-12161,
-27379,
-45556,
-14831,
-35238
],
[
1.758837,
2.207851,
1.522008,
1.825392,
2.452531,
1.512276
],
[
126,
63,
63,
126,
63,
63
],
[
78,
36,
42,
78,
36,
42
],
[
48,
27,
21,
48,
27,
21
],
[
61.904762,
57.142857,
66.666667,
61.904762,
57.142857,
66.666667
],
[
1.082361,
1.655889,
0.761004,
1.123318,
1.839399,
0.756138
],
[
34271,
20920,
34271,
44153,
36190,
44153
],
[
-21105,
-6823,
-21105,
-28826,
-7753,
-28826
],
[
84,
81,
88,
84,
81,
88
],
[
66,
61,
70,
66,
61,
70
],
[
114,
106,
124,
114,
106,
124
],
[
10658,
5103,
5555,
10658,
5103,
5555
],
[
624.780046,
624.780046,
624.905046,
624.780046,
624.780046,
624.905046
],
[
7,
3,
4,
7,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443552,
-191568,
-221476,
437621,
-189207,
-229803
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669276800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759203795992,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 153,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|