| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 71920.7413 | 38985.9121 | 32934.8293 | 92841.4872 | 46950.1217 | 45891.3656 |
| Total P&L (%) | 71.9207 | 38.9859 | 32.9348 | 92.8415 | 46.9501 | 45.8914 |
| Avg Daily Profit (%) | 0.1567 | 0.0849 | 0.0717 | 0.1431 | 0.0839 | 0.0823 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37243 | -17797 | -24633 | -58891 | -27357 | -38179 |
| Profit Factor | 1.882 | 2.064 | 1.7334 | 1.812 | 1.894 | 1.7423 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
| Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
| Profitability (%) | 78.7037 | 75.9259 | 81.4815 | 78.7037 | 75.9259 | 81.4815 |
| Ratio Avg Win / Avg Loss | 0.5092 | 0.6544 | 0.394 | 0.4903 | 0.6005 | 0.396 |
| Largest Winning Trade | 5280 | 5239 | 5280 | 9077 | 6999 | 9077 |
| Largest Losing Trade | -18133 | -8638 | -18133 | -29764 | -13124 | -29764 |
| Avg Bars in Trades | 92 | 89 | 96 | 92 | 89 | 96 |
| Avg Bars in Winners | 51 | 45 | 57 | 51 | 45 | 57 |
| Avg Bars in Losers | 245 | 228 | 268 | 245 | 228 | 268 |
| Bars Traded | 10022 | 4817 | 5205 | 10022 | 4817 | 5205 |
| Profit Streak | 623.5355 | 623.5355 | 640.9938 | 623.5355 | 623.5355 | 640.9938 |
| Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 467900 | -256853 | -274883 | 132139 | -257860 | -259629 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669489200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758909064296,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 212,
"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": [
[
71920.7413155332,
38985.912050851,
32934.8292646823,
92841.4872427923,
46950.1216531557,
45891.3655896366
],
[
71.920741,
38.985912,
32.934829,
92.841487,
46.950122,
45.891366
],
[
0.156663,
0.084922,
0.071741,
0.143149,
0.083882,
0.082305
],
[
10,
10,
10,
10,
10,
10
],
[
-37243,
-17797,
-24633,
-58891,
-27357,
-38179
],
[
1.881959,
2.063997,
1.733424,
1.811963,
1.894003,
1.742275
],
[
108,
54,
54,
108,
54,
54
],
[
85,
41,
44,
85,
41,
44
],
[
23,
13,
10,
23,
13,
10
],
[
78.703704,
75.925926,
81.481481,
78.703704,
75.925926,
81.481481
],
[
0.509236,
0.654438,
0.39396,
0.490296,
0.600537,
0.395971
],
[
5280,
5239,
5280,
9077,
6999,
9077
],
[
-18133,
-8638,
-18133,
-29764,
-13124,
-29764
],
[
92,
89,
96,
92,
89,
96
],
[
51,
45,
57,
51,
45,
57
],
[
245,
228,
268,
245,
228,
268
],
[
10022,
4817,
5205,
10022,
4817,
5205
],
[
623.535466,
623.535466,
640.9938,
623.535466,
623.535466,
640.9938
],
[
9,
4,
7,
9,
4,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
467900,
-256853,
-274883,
132139,
-257860,
-259629
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669489200000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1758909064296,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 212,
"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) |
|---|