| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88196.4202 | 38744.2069 | 49452.2133 | 117596.3567 | 46096.0665 | 71500.2903 |
| Total P&L (%) | 88.1964 | 38.7442 | 49.4522 | 117.5964 | 46.0961 | 71.5003 |
| Avg Daily Profit (%) | 0.1921 | 0.0844 | 0.1077 | 0.1695 | 0.0826 | 0.1176 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -26067 | -15056 | -21076 | -36766 | -19490 | -31212 |
| Profit Factor | 1.669 | 1.6523 | 1.6826 | 1.6867 | 1.5855 | 1.7727 |
| Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
| Winning Trades | 160 | 78 | 82 | 160 | 78 | 82 |
| Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Profitability (%) | 72.7273 | 70.9091 | 74.5455 | 72.7273 | 70.9091 | 74.5455 |
| Ratio Avg Win / Avg Loss | 0.6259 | 0.6779 | 0.5746 | 0.6325 | 0.6505 | 0.6053 |
| Largest Winning Trade | 14117 | 5586 | 14117 | 23512 | 11069 | 23512 |
| Largest Losing Trade | -20740 | -8821 | -20740 | -29515 | -11686 | -29515 |
| Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
| Avg Bars in Winners | 26 | 26 | 27 | 26 | 26 | 27 |
| Avg Bars in Losers | 99 | 86 | 115 | 99 | 86 | 115 |
| Bars Traded | 10297 | 4839 | 5458 | 10297 | 4839 | 5458 |
| Profit Streak | 608.2389 | 608.2389 | 610.2806 | 608.2389 | 608.2389 | 610.2806 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453715 | -79716 | -46385 | 447984 | -81631 | -31698 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669503600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759877040519,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 216,
"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": [
[
88196.4201707722,
38744.2068645174,
49452.2133062546,
117596.3567152219,
46096.0664587214,
71500.2902565004
],
[
88.19642,
38.744207,
49.452213,
117.596357,
46.096066,
71.50029
],
[
0.192116,
0.084395,
0.10772,
0.169498,
0.082611,
0.117568
],
[
10,
10,
10,
10,
10,
10
],
[
-26067,
-15056,
-21076,
-36766,
-19490,
-31212
],
[
1.668962,
1.652316,
1.68261,
1.686655,
1.585538,
1.772679
],
[
220,
110,
110,
220,
110,
110
],
[
160,
78,
82,
160,
78,
82
],
[
60,
32,
28,
60,
32,
28
],
[
72.727273,
70.909091,
74.545455,
72.727273,
70.909091,
74.545455
],
[
0.625861,
0.677873,
0.57455,
0.632495,
0.650477,
0.605305
],
[
14117,
5586,
14117,
23512,
11069,
23512
],
[
-20740,
-8821,
-20740,
-29515,
-11686,
-29515
],
[
46,
43,
49,
46,
43,
49
],
[
26,
26,
27,
26,
26,
27
],
[
99,
86,
115,
99,
86,
115
],
[
10297,
4839,
5458,
10297,
4839,
5458
],
[
608.238895,
608.238895,
610.280561,
608.238895,
608.238895,
610.280562
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453715,
-79716,
-46385,
447984,
-81631,
-31698
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669503600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759877040519,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 216,
"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) |
|---|