| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 111226.636 | 57034.5897 | 54192.0463 | 166826.8872 | 59370.1825 | 107456.7047 |
| Total P&L (%) | 111.2266 | 57.0346 | 54.192 | 166.8269 | 59.3702 | 107.4567 |
| Avg Daily Profit (%) | 0.2423 | 0.1242 | 0.118 | 0.214 | 0.1016 | 0.1591 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -28248 | -21247 | -18475 | -80476 | -66018 | -21764 |
| Profit Factor | 1.2951 | 1.2944 | 1.2958 | 1.2759 | 1.1795 | 1.3921 |
| Total Trades | 837 | 418 | 419 | 837 | 418 | 419 |
| Winning Trades | 593 | 294 | 299 | 593 | 294 | 299 |
| Losing Trades | 244 | 124 | 120 | 244 | 124 | 120 |
| Profitability (%) | 70.8483 | 70.3349 | 71.3604 | 70.8483 | 70.3349 | 71.3604 |
| Ratio Avg Win / Avg Loss | 0.5329 | 0.5459 | 0.5201 | 0.525 | 0.4975 | 0.5587 |
| Largest Winning Trade | 10667 | 3850 | 10667 | 29055 | 9097 | 29055 |
| Largest Losing Trade | -20794 | -20794 | -16605 | -62681 | -62681 | -20264 |
| Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
| Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
| Avg Bars in Losers | 25 | 20 | 32 | 25 | 20 | 32 |
| Bars Traded | 10974 | 4613 | 6361 | 10974 | 4613 | 6361 |
| Profit Streak | 594.8871 | 594.8871 | 597.8037 | 594.8871 | 594.8871 | 597.8037 |
| Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 530640 | -24623 | -32759 | 517717 | -78057 | 416432 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668805200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759580242580,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
111226.6359975298,
57034.5897329711,
54192.0462645587,
166826.887242589,
59370.1824988068,
107456.7047437823
],
[
111.226636,
57.03459,
54.192046,
166.826887,
59.370182,
107.456705
],
[
0.242282,
0.124237,
0.118045,
0.214011,
0.101572,
0.159086
],
[
10,
10,
10,
10,
10,
10
],
[
-28248,
-21247,
-18475,
-80476,
-66018,
-21764
],
[
1.295076,
1.29439,
1.295801,
1.275871,
1.179532,
1.392129
],
[
837,
418,
419,
837,
418,
419
],
[
593,
294,
299,
593,
294,
299
],
[
244,
124,
120,
244,
124,
120
],
[
70.848268,
70.334928,
71.360382,
70.848268,
70.334928,
71.360382
],
[
0.532881,
0.545933,
0.520054,
0.524979,
0.49749,
0.558714
],
[
10667,
3850,
10667,
29055,
9097,
29055
],
[
-20794,
-20794,
-16605,
-62681,
-62681,
-20264
],
[
13,
11,
15,
13,
11,
15
],
[
7,
7,
8,
7,
7,
8
],
[
25,
20,
32,
25,
20,
32
],
[
10974,
4613,
6361,
10974,
4613,
6361
],
[
594.887067,
594.887067,
597.803733,
594.887067,
594.887067,
597.803734
],
[
5,
2,
7,
5,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
530640,
-24623,
-32759,
517717,
-78057,
416432
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668805200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759580242580,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|