Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417645.1476 | 349717.4049 | 67927.7427 | 373175.4614 | 432531.0714 | -59355.61 |
Total P&L (%) | 417.6451 | 349.7174 | 67.9277 | 373.1755 | 432.5311 | -59.3556 |
Avg Daily Profit (%) | 0.236 | 0.1976 | 0.0384 | 0.0879 | 0.0945 | -0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122182 | -101732 | -90296 | -637633 | -405763 | -418277 |
Profit Factor | 1.4171 | 1.7818 | 1.1226 | 1.123 | 1.3134 | 0.9641 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Losing Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Profitability (%) | 49.7778 | 53.9823 | 45.5357 | 49.7778 | 53.9823 | 45.5357 |
Ratio Avg Win / Avg Loss | 1.4298 | 1.5189 | 1.3428 | 1.1331 | 1.1196 | 1.1531 |
Largest Winning Trade | 78525 | 71693 | 78525 | 218094 | 153487 | 218094 |
Largest Losing Trade | -48520 | -29580 | -48520 | -258013 | -191060 | -258013 |
Avg Bars in Trades | 93 | 82 | 104 | 93 | 82 | 104 |
Avg Bars in Winners | 114 | 87 | 146 | 114 | 87 | 146 |
Avg Bars in Losers | 72 | 75 | 69 | 72 | 75 | 69 |
Bars Traded | 21008 | 9290 | 11718 | 21008 | 9290 | 11718 |
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 | 353500 | 404723 | -229387 | -159744 | -66319 | -581103 |
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21238, "evaluation_days": 1769.83, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759025988556, "expiration_time": 1764227289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 100, "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": [ [ 417645.1476272019, 349717.4049065908, 67927.742720611, 373175.4613733707, 432531.0713922938, -59355.6100189228 ], [ 417.645148, 349.717405, 67.927743, 373.175461, 432.531071, -59.35561 ], [ 0.23598, 0.197599, 0.038381, 0.08786, 0.094544, -0.050857 ], [ 10, 10, 10, 10, 10, 10 ], [ -122182, -101732, -90296, -637633, -405763, -418277 ], [ 1.417146, 1.781825, 1.122638, 1.123047, 1.313403, 0.964085 ], [ 225, 113, 112, 225, 113, 112 ], [ 112, 61, 51, 112, 61, 51 ], [ 113, 52, 61, 113, 52, 61 ], [ 49.777778, 53.982301, 45.535714, 49.777778, 53.982301, 45.535714 ], [ 1.429799, 1.518933, 1.342763, 1.133074, 1.119623, 1.153121 ], [ 78525, 71693, 78525, 218094, 153487, 218094 ], [ -48520, -29580, -48520, -258013, -191060, -258013 ], [ 93, 82, 104, 93, 82, 104 ], [ 114, 87, 146, 114, 87, 146 ], [ 72, 75, 69, 72, 75, 69 ], [ 21008, 9290, 11718, 21008, 9290, 11718 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353500, 404723, -229387, -159744, -66319, -581103 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21238, "evaluation_days": 1769.83, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759025988556, "expiration_time": 1764227289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 100, "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) |
---|