| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 86228.6661 | 40510.1517 | 45718.5145 | 112147.1172 | 42399.3383 | 69747.7789 |
| Total P&L (%) | 86.2287 | 40.5102 | 45.7185 | 112.1471 | 42.3993 | 69.7478 |
| Avg Daily Profit (%) | 0.1878 | 0.0882 | 0.0996 | 0.164 | 0.077 | 0.1153 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21670 | -13300 | -22094 | -40367 | -30985 | -41150 |
| Profit Factor | 1.6566 | 1.6852 | 1.6332 | 1.5181 | 1.4096 | 1.6176 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 74.6914 | 75.3086 | 74.0741 | 74.6914 | 75.3086 | 74.0741 |
| Ratio Avg Win / Avg Loss | 0.5613 | 0.5525 | 0.5716 | 0.5144 | 0.4622 | 0.5662 |
| Largest Winning Trade | 10667 | 5269 | 10667 | 22391 | 6650 | 22391 |
| Largest Losing Trade | -21670 | -13231 | -21670 | -40367 | -30737 | -40367 |
| Avg Bars in Trades | 64 | 55 | 73 | 64 | 55 | 73 |
| Avg Bars in Winners | 39 | 35 | 44 | 39 | 35 | 44 |
| Avg Bars in Losers | 137 | 117 | 157 | 137 | 117 | 157 |
| Bars Traded | 10470 | 4486 | 5984 | 10470 | 4486 | 5984 |
| Profit Streak | 604.9319 | 0 | 613.2653 | 604.9319 | 0 | 613.2653 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422809 | -86076 | -69789 | 393519 | -102194 | -47134 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669420800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760163717845,
"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": 193,
"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": [
[
86228.6661484598,
40510.1516892948,
45718.5144591651,
112147.1171869511,
42399.3383174677,
69747.7788694835
],
[
86.228666,
40.510152,
45.718514,
112.147117,
42.399338,
69.747779
],
[
0.187829,
0.088242,
0.099587,
0.163964,
0.077024,
0.115328
],
[
10,
10,
10,
10,
10,
10
],
[
-21670,
-13300,
-22094,
-40367,
-30985,
-41150
],
[
1.65659,
1.685202,
1.633162,
1.518112,
1.409599,
1.617571
],
[
162,
81,
81,
162,
81,
81
],
[
121,
61,
60,
121,
61,
60
],
[
41,
20,
21,
41,
20,
21
],
[
74.691358,
75.308642,
74.074074,
74.691358,
75.308642,
74.074074
],
[
0.561324,
0.552525,
0.571607,
0.514402,
0.462163,
0.56615
],
[
10667,
5269,
10667,
22391,
6650,
22391
],
[
-21670,
-13231,
-21670,
-40367,
-30737,
-40367
],
[
64,
55,
73,
64,
55,
73
],
[
39,
35,
44,
39,
35,
44
],
[
137,
117,
157,
137,
117,
157
],
[
10470,
4486,
5984,
10470,
4486,
5984
],
[
604.931919,
0,
613.265253,
604.931919,
0,
613.265253
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422809,
-86076,
-69789,
393519,
-102194,
-47134
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669420800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760163717845,
"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": 193,
"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) |
|---|