| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 305476.2777 | 247895.6644 | 57580.6133 | 416303.73 | 333452.0321 | 82851.6979 |
| Total P&L (%) | 305.4763 | 247.8957 | 57.5806 | 416.3037 | 333.452 | 82.8517 |
| Avg Daily Profit (%) | 0.2037 | 0.1653 | 0.0384 | 0.1095 | 0.0978 | 0.0402 |
| Buy And Hold Return (%) | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 |
| Max Trade Drawdown | -72585 | -51020 | -112619 | -310120 | -174594 | -180165 |
| Profit Factor | 1.2163 | 1.4173 | 1.0704 | 1.1294 | 1.2439 | 1.0448 |
| Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
| Winning Trades | 346 | 180 | 166 | 346 | 180 | 166 |
| Losing Trades | 302 | 144 | 158 | 302 | 144 | 158 |
| Profitability (%) | 53.3951 | 55.5556 | 51.2346 | 53.3951 | 55.5556 | 51.2346 |
| Ratio Avg Win / Avg Loss | 1.0617 | 1.1339 | 1.0188 | 0.9857 | 0.9951 | 0.9944 |
| Largest Winning Trade | 34005 | 23271 | 34005 | 96684 | 60381 | 96684 |
| Largest Losing Trade | -25722 | -22461 | -25722 | -88135 | -88135 | -86239 |
| Avg Bars in Trades | 27 | 23 | 30 | 27 | 23 | 30 |
| Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
| Avg Bars in Losers | 22 | 17 | 26 | 22 | 17 | 26 |
| Bars Traded | 17727 | 7744 | 9982 | 17727 | 7744 | 9982 |
| Profit Streak | 604.5346 | 622.6179 | 604.5346 | 604.5346 | 622.6179 | 604.5346 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354712 | 296852 | -448247 | -123019 | -63354 | -475633 |
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579809600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758862188973,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 248,
"offset": 0,
"multiplier": 3.42341
}
}
} {
"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": [
[
305476.2776873746,
247895.6643576483,
57580.6133297264,
416303.7299923201,
333452.0321373848,
82851.6978549355
],
[
305.476278,
247.895664,
57.580613,
416.30373,
333.452032,
82.851698
],
[
0.203651,
0.165264,
0.038387,
0.109495,
0.097822,
0.040242
],
[
91.94696,
91.94696,
91.94696,
91.94696,
91.94696,
91.94696
],
[
-72585,
-51020,
-112619,
-310120,
-174594,
-180165
],
[
1.21633,
1.417318,
1.070386,
1.129352,
1.243898,
1.044756
],
[
648,
324,
324,
648,
324,
324
],
[
346,
180,
166,
346,
180,
166
],
[
302,
144,
158,
302,
144,
158
],
[
53.395062,
55.555556,
51.234568,
53.395062,
55.555556,
51.234568
],
[
1.061652,
1.133855,
1.018801,
0.985735,
0.995119,
0.994406
],
[
34005,
23271,
34005,
96684,
60381,
96684
],
[
-25722,
-22461,
-25722,
-88135,
-88135,
-86239
],
[
27,
23,
30,
27,
23,
30
],
[
31,
28,
34,
31,
28,
34
],
[
22,
17,
26,
22,
17,
26
],
[
17727,
7744,
9982,
17727,
7744,
9982
],
[
604.534594,
622.617928,
604.534594,
604.534595,
622.617928,
604.534595
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354712,
296852,
-448247,
-123019,
-63354,
-475633
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18000,
"evaluation_days": 1500,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579809600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758862188973,
"expiration_time": 1713060000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 248,
"offset": 0,
"multiplier": 3.42341
}
}
}
| # | 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) |
|---|