| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 396580.9368 | 292871.6331 | 103709.3037 | 1332890.6584 | 666806.4934 | 666084.165 |
| Total P&L (%) | 396.5809 | 292.8716 | 103.7093 | 1332.8907 | 666.8065 | 666.0842 |
| Avg Daily Profit (%) | 0.2644 | 0.1952 | 0.0691 | 0.1776 | 0.1359 | 0.1358 |
| Buy And Hold Return (%) | 81.9715 | 81.9715 | 81.9715 | 81.9715 | 81.9715 | 81.9715 |
| Max Trade Drawdown | -78509 | -59434 | -96913 | -587593 | -434309 | -304060 |
| Profit Factor | 1.3008 | 1.5073 | 1.14 | 1.242 | 1.2478 | 1.2364 |
| Total Trades | 1193 | 596 | 597 | 1193 | 596 | 597 |
| Winning Trades | 869 | 451 | 418 | 869 | 451 | 418 |
| Losing Trades | 324 | 145 | 179 | 324 | 145 | 179 |
| Profitability (%) | 72.8416 | 75.6711 | 70.0168 | 72.8416 | 75.6711 | 70.0168 |
| Ratio Avg Win / Avg Loss | 0.485 | 0.4846 | 0.4882 | 0.4631 | 0.4012 | 0.5294 |
| Largest Winning Trade | 19092 | 11163 | 19092 | 122312 | 57235 | 122312 |
| Largest Losing Trade | -36976 | -36976 | -30759 | -245725 | -245725 | -178055 |
| Avg Bars in Trades | 14 | 13 | 16 | 14 | 13 | 16 |
| Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
| Avg Bars in Losers | 31 | 28 | 33 | 31 | 28 | 33 |
| Bars Traded | 17791 | 7870 | 9921 | 17791 | 7870 | 9921 |
| Profit Streak | 595.5134 | 604.5968 | 595.5134 | 595.5134 | 604.5968 | 595.5134 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 559136 | 452743 | -245690 | 587676 | -5181 | -6813 |
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579579200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759558761410,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 119,
"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": [
[
396580.9367923806,
292871.6331002022,
103709.3036921786,
1332890.6584300261,
666806.4934058726,
666084.1650241539
],
[
396.580937,
292.871633,
103.709304,
1332.890658,
666.806493,
666.084165
],
[
0.264387,
0.195248,
0.06914,
0.177643,
0.135897,
0.135834
],
[
81.971486,
81.971486,
81.971486,
81.971486,
81.971486,
81.971486
],
[
-78509,
-59434,
-96913,
-587593,
-434309,
-304060
],
[
1.300829,
1.507288,
1.139965,
1.241952,
1.2478,
1.236367
],
[
1193,
596,
597,
1193,
596,
597
],
[
869,
451,
418,
869,
451,
418
],
[
324,
145,
179,
324,
145,
179
],
[
72.841576,
75.671141,
70.01675,
72.841576,
75.671141,
70.01675
],
[
0.485004,
0.484605,
0.488167,
0.463052,
0.401177,
0.529449
],
[
19092,
11163,
19092,
122312,
57235,
122312
],
[
-36976,
-36976,
-30759,
-245725,
-245725,
-178055
],
[
14,
13,
16,
14,
13,
16
],
[
8,
8,
9,
8,
8,
9
],
[
31,
28,
33,
31,
28,
33
],
[
17791,
7870,
9921,
17791,
7870,
9921
],
[
595.513442,
604.596775,
595.513442,
595.513442,
604.596776,
595.513442
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
559136,
452743,
-245690,
587676,
-5181,
-6813
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579579200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759558761410,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 119,
"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) |
|---|