| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 245212.0155 | 341722.7185 | -96510.703 | -81322.3362 | -29502.6546 | -51819.6815 |
| Total P&L (%) | 245.212 | 341.7227 | -96.5107 | -81.3223 | -29.5027 | -51.8197 |
| Avg Daily Profit (%) | 0.136 | 0.1895 | -0.0535 | -0.093 | -0.0194 | -0.0405 |
| Buy And Hold Return (%) | 87.7273 | 87.7273 | 87.7273 | 87.7273 | 87.7273 | 87.7273 |
| Max Trade Drawdown | -209384 | -122880 | -125490 | -143978 | -98662 | -54682 |
| Profit Factor | 1.5218 | 2.156 | 0.4465 | 0.7263 | 0.8557 | 0.4405 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Profitability (%) | 46.2687 | 48.4848 | 44.1176 | 46.2687 | 48.4848 | 44.1176 |
| Ratio Avg Win / Avg Loss | 1.7672 | 2.2908 | 0.5656 | 0.8434 | 0.9092 | 0.558 |
| Largest Winning Trade | 522124 | 522124 | 13551 | 122010 | 122010 | 11050 |
| Largest Losing Trade | -43032 | -43032 | -33909 | -45030 | -45030 | -12187 |
| Avg Bars in Trades | 50 | 91 | 9 | 50 | 91 | 9 |
| Avg Bars in Winners | 68 | 124 | 7 | 68 | 124 | 7 |
| Avg Bars in Losers | 34 | 60 | 10 | 34 | 60 | 10 |
| Bars Traded | 3354 | 3028 | 326 | 3354 | 3028 | 326 |
| Profit Streak | 604.0978 | 0 | 632.5978 | 604.0978 | 0 | 632.5978 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -134407 | 313313 | -582221 | -702923 | -581392 | -582221 |
{
"trading_pair": "XMR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3607,
"evaluation_days": 1803.5,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1556668800000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1760062846552,
"expiration_time": 1713061872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 95,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
245212.0154877692,
341722.7184635623,
-96510.7029757931,
-81322.336161163,
-29502.6546199526,
-51819.6815412104
],
[
245.212015,
341.722718,
-96.510703,
-81.322336,
-29.502655,
-51.819682
],
[
0.135965,
0.189478,
-0.053513,
-0.092989,
-0.019382,
-0.040481
],
[
87.727345,
87.727345,
87.727345,
87.727345,
87.727345,
87.727345
],
[
-209384,
-122880,
-125490,
-143978,
-98662,
-54682
],
[
1.521762,
2.156039,
0.44652,
0.726275,
0.855717,
0.440493
],
[
67,
33,
34,
67,
33,
34
],
[
31,
16,
15,
31,
16,
15
],
[
36,
17,
19,
36,
17,
19
],
[
46.268657,
48.484848,
44.117647,
46.268657,
48.484848,
44.117647
],
[
1.767208,
2.290791,
0.565592,
0.843416,
0.909199,
0.557958
],
[
522124,
522124,
13551,
122010,
122010,
11050
],
[
-43032,
-43032,
-33909,
-45030,
-45030,
-12187
],
[
50,
91,
9,
50,
91,
9
],
[
68,
124,
7,
68,
124,
7
],
[
34,
60,
10,
34,
60,
10
],
[
3354,
3028,
326,
3354,
3028,
326
],
[
604.097761,
0,
632.597761,
604.097761,
0,
632.597761
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-134407,
313313,
-582221,
-702923,
-581392,
-582221
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3607,
"evaluation_days": 1803.5,
"actual_first_datapoint_time": 1552608000000,
"first_datapoint_time": 1556668800000,
"last_datapoint_time": 1708387200000,
"evaluation_time": 1760062846552,
"expiration_time": 1713061872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 95,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|