| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 399857.2486 | 327376.6647 | 72480.5839 | 105881.066 | -995947.5152 | 1101828.5811 |
| Total P&L (%) | 399.8572 | 327.3767 | 72.4806 | 105.8811 | -995.9475 | 1101.8286 |
| Avg Daily Profit (%) | 0.2243 | 0.1837 | 0.0407 | 0.0405 | 0 | 0.1396 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -198929 | -159077 | -58422 | -2136615 | -2610879 | -609839 |
| Profit Factor | 1.3292 | 1.3723 | 1.2162 | 1.0092 | 0.8852 | 1.3915 |
| Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
| Winning Trades | 164 | 75 | 89 | 164 | 75 | 89 |
| Losing Trades | 185 | 99 | 86 | 185 | 99 | 86 |
| Profitability (%) | 46.9914 | 43.1034 | 50.8571 | 46.9914 | 43.1034 | 50.8571 |
| Ratio Avg Win / Avg Loss | 1.4994 | 1.8114 | 1.1752 | 1.1384 | 1.1685 | 1.3446 |
| Largest Winning Trade | 169700 | 169700 | 27107 | 706349 | 706349 | 395405 |
| Largest Losing Trade | -32229 | -32229 | -31812 | -563067 | -563067 | -372000 |
| Avg Bars in Trades | 59 | 109 | 10 | 59 | 109 | 10 |
| Avg Bars in Winners | 70 | 144 | 9 | 70 | 144 | 9 |
| Avg Bars in Losers | 50 | 84 | 11 | 50 | 84 | 11 |
| Bars Traded | 20913 | 19131 | 1782 | 20913 | 19131 | 1782 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314858 | 244512 | -138266 | -348512 | -581437 | -4870 |
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21389,
"evaluation_days": 1782.42,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606456800000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759812597184,
"expiration_time": 1765353628800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 96,
"offset": 0,
"std": 1.21884
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"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": [
[
399857.2485674754,
327376.6646996014,
72480.5838678741,
105881.0659538816,
-995947.5151918834,
1101828.581145764
],
[
399.857249,
327.376665,
72.480584,
105.881066,
-995.947515,
1101.828581
],
[
0.224334,
0.18367,
0.040664,
0.040522,
0,
0.139595
],
[
10,
10,
10,
10,
10,
10
],
[
-198929,
-159077,
-58422,
-2136615,
-2610879,
-609839
],
[
1.329197,
1.37228,
1.216193,
1.009215,
0.885204,
1.39147
],
[
349,
174,
175,
349,
174,
175
],
[
164,
75,
89,
164,
75,
89
],
[
185,
99,
86,
185,
99,
86
],
[
46.991404,
43.103448,
50.857143,
46.991404,
43.103448,
50.857143
],
[
1.499399,
1.811409,
1.175197,
1.138443,
1.16847,
1.344567
],
[
169700,
169700,
27107,
706349,
706349,
395405
],
[
-32229,
-32229,
-31812,
-563067,
-563067,
-372000
],
[
59,
109,
10,
59,
109,
10
],
[
70,
144,
9,
70,
144,
9
],
[
50,
84,
11,
50,
84,
11
],
[
20913,
19131,
1782,
20913,
19131,
1782
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314858,
244512,
-138266,
-348512,
-581437,
-4870
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21389,
"evaluation_days": 1782.42,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606456800000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759812597184,
"expiration_time": 1765353628800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 96,
"offset": 0,
"std": 1.21884
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"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) |
|---|