| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 82641.3714 | 35335.3443 | 47306.0271 | 99484.2067 | 29031.6922 | 70452.5145 |
| Total P&L (%) | 82.6414 | 35.3353 | 47.306 | 99.4842 | 29.0317 | 70.4525 |
| Avg Daily Profit (%) | 0.18 | 0.077 | 0.103 | 0.1505 | 0.0555 | 0.1162 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31585 | -23343 | -21896 | -66041 | -54386 | -44324 |
| Profit Factor | 1.6407 | 1.5154 | 1.7829 | 1.4161 | 1.216 | 1.6731 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 76.9231 | 73.8462 | 80 | 76.9231 | 73.8462 | 80 |
| Ratio Avg Win / Avg Loss | 0.4922 | 0.5367 | 0.4457 | 0.4248 | 0.4307 | 0.4183 |
| Largest Winning Trade | 12410 | 6855 | 12410 | 22023 | 10178 | 22023 |
| Largest Losing Trade | -22980 | -22980 | -21896 | -52948 | -52948 | -44324 |
| Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
| Avg Bars in Winners | 47 | 45 | 50 | 47 | 45 | 50 |
| Avg Bars in Losers | 192 | 179 | 210 | 192 | 179 | 210 |
| Bars Traded | 10559 | 5217 | 5342 | 10559 | 5217 | 5342 |
| Profit Streak | 590.925 | 0 | 599.675 | 590.925 | 0 | 599.675 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421571 | -222436 | -183980 | 369213 | -253404 | -165036 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669287600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758903118910,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 156,
"offset": 0,
"a": 0.71135
}
}
} {
"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": [
[
82641.3713559971,
35335.3442644214,
47306.0270915758,
99484.2066845317,
29031.6921845351,
70452.5144999967
],
[
82.641371,
35.335344,
47.306027,
99.484207,
29.031692,
70.452514
],
[
0.180015,
0.07697,
0.103045,
0.150537,
0.055537,
0.116232
],
[
10,
10,
10,
10,
10,
10
],
[
-31585,
-23343,
-21896,
-66041,
-54386,
-44324
],
[
1.640732,
1.515421,
1.782909,
1.416099,
1.215989,
1.673058
],
[
130,
65,
65,
130,
65,
65
],
[
100,
48,
52,
100,
48,
52
],
[
30,
17,
13,
30,
17,
13
],
[
76.923077,
73.846154,
80,
76.923077,
73.846154,
80
],
[
0.49222,
0.536712,
0.445727,
0.42483,
0.430663,
0.418264
],
[
12410,
6855,
12410,
22023,
10178,
22023
],
[
-22980,
-22980,
-21896,
-52948,
-52948,
-44324
],
[
81,
80,
82,
81,
80,
82
],
[
47,
45,
50,
47,
45,
50
],
[
192,
179,
210,
192,
179,
210
],
[
10559,
5217,
5342,
10559,
5217,
5342
],
[
590.924987,
0,
599.674987,
590.924987,
0,
599.674987
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421571,
-222436,
-183980,
369213,
-253404,
-165036
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669287600000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758903118910,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 156,
"offset": 0,
"a": 0.71135
}
}
}
| # | 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) |
|---|