| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 119936.5707 | 67578.1791 | 52358.3916 | 179795.5745 | 98665.7654 | 81129.8092 |
| Total P&L (%) | 119.9366 | 67.5782 | 52.3584 | 179.7956 | 98.6658 | 81.1298 |
| Avg Daily Profit (%) | 0.2613 | 0.1472 | 0.1141 | 0.2244 | 0.1496 | 0.1295 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -26235 | -11860 | -23789 | -36989 | -16964 | -30242 |
| Profit Factor | 1.7112 | 2.3049 | 1.448 | 1.8366 | 2.5177 | 1.5412 |
| Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Winning Trades | 142 | 76 | 66 | 142 | 76 | 66 |
| Losing Trades | 91 | 41 | 50 | 91 | 41 | 50 |
| Profitability (%) | 60.9442 | 64.9573 | 56.8966 | 60.9442 | 64.9573 | 56.8966 |
| Ratio Avg Win / Avg Loss | 1.0966 | 1.2434 | 1.097 | 1.177 | 1.3582 | 1.1676 |
| Largest Winning Trade | 34654 | 15111 | 34654 | 57097 | 33526 | 57097 |
| Largest Losing Trade | -21670 | -8790 | -21670 | -30242 | -12906 | -30242 |
| Avg Bars in Trades | 46 | 24 | 69 | 46 | 24 | 69 |
| Avg Bars in Winners | 34 | 19 | 51 | 34 | 19 | 51 |
| Avg Bars in Losers | 66 | 32 | 93 | 66 | 32 | 93 |
| Bars Traded | 10884 | 2810 | 8073 | 10884 | 2810 | 8073 |
| Profit Streak | 598.9791 | 609.9374 | 598.9791 | 598.9791 | 609.9374 | 598.9791 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 485381 | 328991 | -40459 | 482746 | 466562 | -18137 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669068000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759822192706,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 95,
"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": [
[
119936.5707064144,
67578.1790596547,
52358.3916467599,
179795.5745455559,
98665.7653685692,
81129.8091769865
],
[
119.936571,
67.578179,
52.358392,
179.795575,
98.665765,
81.129809
],
[
0.261254,
0.147203,
0.114051,
0.224371,
0.14964,
0.129483
],
[
10,
10,
10,
10,
10,
10
],
[
-26235,
-11860,
-23789,
-36989,
-16964,
-30242
],
[
1.711156,
2.304881,
1.448039,
1.836577,
2.517678,
1.5412
],
[
233,
117,
116,
233,
117,
116
],
[
142,
76,
66,
142,
76,
66
],
[
91,
41,
50,
91,
41,
50
],
[
60.944206,
64.957265,
56.896552,
60.944206,
64.957265,
56.896552
],
[
1.096586,
1.243422,
1.096999,
1.176961,
1.358221,
1.167576
],
[
34654,
15111,
34654,
57097,
33526,
57097
],
[
-21670,
-8790,
-21670,
-30242,
-12906,
-30242
],
[
46,
24,
69,
46,
24,
69
],
[
34,
19,
51,
34,
19,
51
],
[
66,
32,
93,
66,
32,
93
],
[
10884,
2810,
8073,
10884,
2810,
8073
],
[
598.979082,
609.937415,
598.979082,
598.979082,
609.937416,
598.979082
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
485381,
328991,
-40459,
482746,
466562,
-18137
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669068000000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1759822192706,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 95,
"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) |
|---|