| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 459711.2559 | 352666.266 | 107044.9899 | 526390.054 | 159650.4057 | 366739.6483 |
| Total P&L (%) | 459.7113 | 352.6663 | 107.045 | 526.3901 | 159.6504 | 366.7396 |
| Avg Daily Profit (%) | 0.2573 | 0.1974 | 0.0599 | 0.1028 | 0.0534 | 0.0863 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89924 | -78529 | -108381 | -905213 | -705653 | -597075 |
| Profit Factor | 1.278 | 1.4491 | 1.1233 | 1.0623 | 1.0371 | 1.0886 |
| Total Trades | 510 | 255 | 255 | 510 | 255 | 255 |
| Winning Trades | 225 | 114 | 111 | 225 | 114 | 111 |
| Losing Trades | 285 | 141 | 144 | 285 | 141 | 144 |
| Profitability (%) | 44.1176 | 44.7059 | 43.5294 | 44.1176 | 44.7059 | 43.5294 |
| Ratio Avg Win / Avg Loss | 1.6188 | 1.7923 | 1.4572 | 1.3456 | 1.2827 | 1.4123 |
| Largest Winning Trade | 57242 | 57242 | 49257 | 418130 | 418130 | 218126 |
| Largest Losing Trade | -24474 | -24098 | -24474 | -178294 | -178294 | -157758 |
| Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
| Avg Bars in Winners | 56 | 50 | 62 | 56 | 50 | 62 |
| Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
| Bars Traded | 21281 | 9832 | 11449 | 21281 | 9832 | 11449 |
| Profit Streak | 3.2614 | 0 | 9.178 | 3.2614 | 0 | 9.178 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 311315 | 303298 | -198899 | -207870 | -302612 | -201881 |
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21438,
"evaluation_days": 1786.5,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606291200000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760163382066,
"expiration_time": 1765719129600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.6516
}
}
} {
"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": [
[
459711.2559296946,
352666.2659878099,
107044.9899418848,
526390.053966433,
159650.4056755722,
366739.6482908606
],
[
459.711256,
352.666266,
107.04499,
526.390054,
159.650406,
366.739648
],
[
0.257325,
0.197406,
0.059919,
0.102757,
0.053424,
0.086273
],
[
10,
10,
10,
10,
10,
10
],
[
-89924,
-78529,
-108381,
-905213,
-705653,
-597075
],
[
1.278023,
1.44913,
1.123284,
1.062328,
1.037063,
1.088629
],
[
510,
255,
255,
510,
255,
255
],
[
225,
114,
111,
225,
114,
111
],
[
285,
141,
144,
285,
141,
144
],
[
44.117647,
44.705882,
43.529412,
44.117647,
44.705882,
43.529412
],
[
1.618829,
1.792345,
1.457233,
1.345615,
1.282683,
1.412276
],
[
57242,
57242,
49257,
418130,
418130,
218126
],
[
-24474,
-24098,
-24474,
-178294,
-178294,
-157758
],
[
41,
38,
44,
41,
38,
44
],
[
56,
50,
62,
56,
50,
62
],
[
30,
29,
31,
30,
29,
31
],
[
21281,
9832,
11449,
21281,
9832,
11449
],
[
3.261366,
0,
9.178033,
3.261366,
0,
9.178033
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311315,
303298,
-198899,
-207870,
-302612,
-201881
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21438,
"evaluation_days": 1786.5,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606291200000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760163382066,
"expiration_time": 1765719129600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.6516
}
}
}
| # | 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) |
|---|