Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344184.2297 | 305361.6767 | 38822.5529 | -6837.3145 | -99751.1024 | 92913.7879 |
Total P&L (%) | 344.1842 | 305.3617 | 38.8226 | -6.8373 | -99.7511 | 92.9138 |
Avg Daily Profit (%) | 0.1936 | 0.1718 | 0.0218 | -0.004 | -0.3367 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131456 | -128049 | -51635 | -299165 | -339677 | -49009 |
Profit Factor | 1.8594 | 2.0081 | 1.3978 | 0.9923 | 0.8679 | 1.6892 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 56.9231 | 59.375 | 54.5455 | 56.9231 | 59.375 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4071 | 1.374 | 1.1648 | 0.7509 | 0.5939 | 1.4077 |
Largest Winning Trade | 262591 | 262591 | 17438 | 210693 | 210693 | 47991 |
Largest Losing Trade | -74323 | -74323 | -15008 | -240218 | -240218 | -27722 |
Avg Bars in Trades | 257 | 482 | 38 | 257 | 482 | 38 |
Avg Bars in Winners | 133 | 214 | 47 | 133 | 214 | 47 |
Avg Bars in Losers | 420 | 873 | 27 | 420 | 873 | 27 |
Bars Traded | 16709 | 15439 | 1270 | 16709 | 15439 | 1270 |
Profit Streak | 152.5885 | 0 | 153.0052 | 152.5885 | 0 | 153.0052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124543 | 405625 | -164196 | -715305 | -579595 | -140289 |
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21334, "evaluation_days": 1777.83, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607544000000, "last_datapoint_time": 1759413600000, "evaluation_time": 1759421247021, "expiration_time": 1764943372800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 247, "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": [ [ 344184.2296728611, 305361.6767471153, 38822.5529257458, -6837.3145152964, -99751.102419141, 92913.7879038446 ], [ 344.18423, 305.361677, 38.822553, -6.837315, -99.751102, 92.913788 ], [ 0.193598, 0.171761, 0.021837, -0.003984, -0.33669, 0.036966 ], [ 10, 10, 10, 10, 10, 10 ], [ -131456, -128049, -51635, -299165, -339677, -49009 ], [ 1.859387, 2.008102, 1.397804, 0.992319, 0.867941, 1.689227 ], [ 65, 32, 33, 65, 32, 33 ], [ 37, 19, 18, 37, 19, 18 ], [ 28, 13, 15, 28, 13, 15 ], [ 56.923077, 59.375, 54.545455, 56.923077, 59.375, 54.545455 ], [ 1.407104, 1.373964, 1.164837, 0.750944, 0.593854, 1.407689 ], [ 262591, 262591, 17438, 210693, 210693, 47991 ], [ -74323, -74323, -15008, -240218, -240218, -27722 ], [ 257, 482, 38, 257, 482, 38 ], [ 133, 214, 47, 133, 214, 47 ], [ 420, 873, 27, 420, 873, 27 ], [ 16709, 15439, 1270, 16709, 15439, 1270 ], [ 152.588507, 0, 153.005174, 152.588507, 0, 153.005174 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124543, 405625, -164196, -715305, -579595, -140289 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21334, "evaluation_days": 1777.83, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607544000000, "last_datapoint_time": 1759413600000, "evaluation_time": 1759421247021, "expiration_time": 1764943372800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 247, "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) |
---|