| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 77545.4631 | 39890.1641 | 37655.299 | 88909.7974 | 33985.207 | 54924.5904 |
| Total P&L (%) | 77.5455 | 39.8902 | 37.6553 | 88.9098 | 33.9852 | 54.9246 |
| Avg Daily Profit (%) | 0.1689 | 0.0869 | 0.082 | 0.1387 | 0.0637 | 0.0954 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34565 | -27802 | -22485 | -86008 | -68212 | -40833 |
| Profit Factor | 1.6037 | 1.6214 | 1.586 | 1.3889 | 1.2816 | 1.5089 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
| Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
| Profitability (%) | 73.6842 | 68.1818 | 79.1045 | 73.6842 | 68.1818 | 79.1045 |
| Ratio Avg Win / Avg Loss | 0.5727 | 0.7567 | 0.4189 | 0.496 | 0.5981 | 0.3986 |
| Largest Winning Trade | 9827 | 7527 | 9827 | 20358 | 15491 | 20358 |
| Largest Losing Trade | -27802 | -27802 | -22485 | -68212 | -68212 | -40833 |
| Avg Bars in Trades | 81 | 77 | 84 | 81 | 77 | 84 |
| Avg Bars in Winners | 61 | 58 | 64 | 61 | 58 | 64 |
| Avg Bars in Losers | 136 | 118 | 163 | 136 | 118 | 163 |
| Bars Traded | 10802 | 5117 | 5685 | 10802 | 5117 | 5685 |
| Profit Streak | 608.3635 | 608.3635 | 613.9052 | 608.3635 | 608.3635 | 613.9052 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417739 | -200895 | -198422 | -4980 | -234266 | -179627 |
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669078800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760103805340,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 98,
"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": [
[
77545.4631229898,
39890.1641339523,
37655.2989890375,
88909.7973535614,
33985.2069603556,
54924.5903932059
],
[
77.545463,
39.890164,
37.655299,
88.909797,
33.985207,
54.92459
],
[
0.168915,
0.086892,
0.082023,
0.138656,
0.063748,
0.095403
],
[
10,
10,
10,
10,
10,
10
],
[
-34565,
-27802,
-22485,
-86008,
-68212,
-40833
],
[
1.603681,
1.621395,
1.585985,
1.388871,
1.28156,
1.50888
],
[
133,
66,
67,
133,
66,
67
],
[
98,
45,
53,
98,
45,
53
],
[
35,
21,
14,
35,
21,
14
],
[
73.684211,
68.181818,
79.104478,
73.684211,
68.181818,
79.104478
],
[
0.572743,
0.756651,
0.418939,
0.496025,
0.598061,
0.398572
],
[
9827,
7527,
9827,
20358,
15491,
20358
],
[
-27802,
-27802,
-22485,
-68212,
-68212,
-40833
],
[
81,
77,
84,
81,
77,
84
],
[
61,
58,
64,
61,
58,
64
],
[
136,
118,
163,
136,
118,
163
],
[
10802,
5117,
5685,
10802,
5117,
5685
],
[
608.363488,
608.363488,
613.905154,
608.363488,
608.363488,
613.905154
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417739,
-200895,
-198422,
-4980,
-234266,
-179627
]
]
}
{
"trading_pair": "XMR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 11018,
"evaluation_days": 459.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669078800000,
"last_datapoint_time": 1708394400000,
"evaluation_time": 1760103805340,
"expiration_time": 1711250265600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 98,
"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) |
|---|