| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 244666.1046 | 220722.8896 | 23943.215 | 172998.1108 | 134116.0396 | 38882.0712 |
| Total P&L (%) | 244.6661 | 220.7229 | 23.9432 | 172.9981 | 134.116 | 38.8821 |
| Avg Daily Profit (%) | 0.1631 | 0.1471 | 0.016 | 0.067 | 0.0567 | 0.0219 |
| Buy And Hold Return (%) | 89.8896 | 89.8896 | 89.8896 | 89.8896 | 89.8896 | 89.8896 |
| Max Trade Drawdown | -98264 | -66571 | -88256 | -235415 | -153300 | -122025 |
| Profit Factor | 1.2121 | 1.425 | 1.0378 | 1.0932 | 1.1471 | 1.0412 |
| Total Trades | 685 | 342 | 343 | 685 | 342 | 343 |
| Winning Trades | 501 | 261 | 240 | 501 | 261 | 240 |
| Losing Trades | 184 | 81 | 103 | 184 | 81 | 103 |
| Profitability (%) | 73.1387 | 76.3158 | 69.9708 | 73.1387 | 76.3158 | 69.9708 |
| Ratio Avg Win / Avg Loss | 0.4452 | 0.4422 | 0.4454 | 0.4015 | 0.356 | 0.4468 |
| Largest Winning Trade | 22958 | 15954 | 22958 | 26103 | 26103 | 25210 |
| Largest Losing Trade | -42139 | -42139 | -37063 | -72621 | -72621 | -63478 |
| Avg Bars in Trades | 26 | 22 | 29 | 26 | 22 | 29 |
| Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
| Avg Bars in Losers | 52 | 50 | 53 | 52 | 50 | 53 |
| Bars Traded | 17814 | 7862 | 9952 | 17814 | 7862 | 9952 |
| Profit Streak | 609.5243 | 609.5243 | 614.6077 | 609.5243 | 609.5243 | 614.6077 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 376768 | 165629 | -512506 | -221912 | -184387 | -500821 |
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579896000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759998903200,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2865,
"nb": 0.20444,
"nc": 0.11284
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 163,
"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": [
[
244666.1045954696,
220722.8896166146,
23943.2149788551,
172998.1108320576,
134116.0396496874,
38882.0711823702
],
[
244.666105,
220.72289,
23.943215,
172.998111,
134.11604,
38.882071
],
[
0.163111,
0.147149,
0.015962,
0.066975,
0.056726,
0.021899
],
[
89.889618,
89.889618,
89.889618,
89.889618,
89.889618,
89.889618
],
[
-98264,
-66571,
-88256,
-235415,
-153300,
-122025
],
[
1.212106,
1.42496,
1.037759,
1.093219,
1.147097,
1.041185
],
[
685,
342,
343,
685,
342,
343
],
[
501,
261,
240,
501,
261,
240
],
[
184,
81,
103,
184,
81,
103
],
[
73.138686,
76.315789,
69.970845,
73.138686,
76.315789,
69.970845
],
[
0.445165,
0.442229,
0.445371,
0.401502,
0.355996,
0.446842
],
[
22958,
15954,
22958,
26103,
26103,
25210
],
[
-42139,
-42139,
-37063,
-72621,
-72621,
-63478
],
[
26,
22,
29,
26,
22,
29
],
[
16,
14,
18,
16,
14,
18
],
[
52,
50,
53,
52,
50,
53
],
[
17814,
7862,
9952,
17814,
7862,
9952
],
[
609.524342,
609.524342,
614.607676,
609.524343,
609.524343,
614.607676
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376768,
165629,
-512506,
-221912,
-184387,
-500821
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579896000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759998903200,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2865,
"nb": 0.20444,
"nc": 0.11284
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 163,
"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) |
|---|