Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73376.4394 | 39618.7065 | 33757.733 | 79023.4824 | 27264.9309 | 51758.5515 |
Total P&L (%) | 73.3764 | 39.6187 | 33.7577 | 79.0235 | 27.2649 | 51.7586 |
Avg Daily Profit (%) | 0.1598 | 0.0863 | 0.0735 | 0.1269 | 0.0525 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33305 | -28833 | -26853 | -67445 | -66514 | -27794 |
Profit Factor | 1.3906 | 1.3735 | 1.4127 | 1.2906 | 1.1652 | 1.4843 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 180 | 91 | 89 | 180 | 91 | 89 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 72.2892 | 73.3871 | 71.2 | 72.2892 | 73.3871 | 71.2 |
Ratio Avg Win / Avg Loss | 0.5331 | 0.4981 | 0.5714 | 0.4947 | 0.4225 | 0.6004 |
Largest Winning Trade | 6190 | 6190 | 5794 | 10150 | 10150 | 7858 |
Largest Losing Trade | -28833 | -28833 | -18712 | -66514 | -66514 | -27794 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 30 | 24 | 37 | 30 | 24 | 37 |
Avg Bars in Losers | 76 | 75 | 77 | 76 | 75 | 77 |
Bars Traded | 10821 | 4722 | 6099 | 10821 | 4722 | 6099 |
Profit Streak | 596.1733 | 596.5066 | 596.1733 | 596.1733 | 596.5066 | 596.1733 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382831 | -78226 | -96089 | -20819 | -163717 | -70933 |
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669100400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759129771003, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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": [ [ 73376.4394386816, 39618.7064641598, 33757.7329745216, 79023.4824335868, 27264.9308889501, 51758.5515446366 ], [ 73.376439, 39.618706, 33.757733, 79.023482, 27.264931, 51.758552 ], [ 0.159834, 0.0863, 0.073533, 0.126931, 0.052532, 0.090901 ], [ 10, 10, 10, 10, 10, 10 ], [ -33305, -28833, -26853, -67445, -66514, -27794 ], [ 1.390575, 1.37353, 1.412677, 1.290581, 1.165174, 1.484259 ], [ 249, 124, 125, 249, 124, 125 ], [ 180, 91, 89, 180, 91, 89 ], [ 69, 33, 36, 69, 33, 36 ], [ 72.289157, 73.387097, 71.2, 72.289157, 73.387097, 71.2 ], [ 0.533054, 0.498093, 0.57142, 0.494723, 0.422536, 0.600375 ], [ 6190, 6190, 5794, 10150, 10150, 7858 ], [ -28833, -28833, -18712, -66514, -66514, -27794 ], [ 43, 38, 48, 43, 38, 48 ], [ 30, 24, 37, 30, 24, 37 ], [ 76, 75, 77, 76, 75, 77 ], [ 10821, 4722, 6099, 10821, 4722, 6099 ], [ 596.173275, 596.506609, 596.173275, 596.173275, 596.506609, 596.173275 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382831, -78226, -96089, -20819, -163717, -70933 ] ] }
{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669100400000, "last_datapoint_time": 1708394400000, "evaluation_time": 1759129771003, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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) |
---|