| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 377899.5458 | 341733.149 | 36166.3968 | 110304.594 | 93140.3178 | 17164.2762 |
| Total P&L (%) | 377.8995 | 341.7331 | 36.1664 | 110.3046 | 93.1403 | 17.1643 |
| Avg Daily Profit (%) | 0.2119 | 0.1916 | 0.0203 | 0.0417 | 0.0369 | 0.0089 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128638 | -98157 | -85265 | -746983 | -497622 | -412923 |
| Profit Factor | 1.2893 | 1.5442 | 1.0533 | 1.0217 | 1.0377 | 1.0066 |
| Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
| Winning Trades | 163 | 75 | 88 | 163 | 75 | 88 |
| Losing Trades | 207 | 110 | 97 | 207 | 110 | 97 |
| Profitability (%) | 44.0541 | 40.5405 | 47.5676 | 44.0541 | 40.5405 | 47.5676 |
| Ratio Avg Win / Avg Loss | 1.6374 | 2.2648 | 1.1611 | 1.2976 | 1.522 | 1.1095 |
| Largest Winning Trade | 128102 | 128102 | 63244 | 277298 | 207820 | 277298 |
| Largest Losing Trade | -33608 | -23178 | -33608 | -165282 | -96912 | -165282 |
| Avg Bars in Trades | 57 | 53 | 61 | 57 | 53 | 61 |
| Avg Bars in Winners | 85 | 84 | 86 | 85 | 84 | 86 |
| Avg Bars in Losers | 34 | 31 | 38 | 34 | 31 | 38 |
| Bars Traded | 21167 | 9817 | 11350 | 21167 | 9817 | 11350 |
| 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 | 305091 | 250965 | -330720 | -334190 | -324739 | -403550 |
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21398,
"evaluation_days": 1783.17,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606838400000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759876719143,
"expiration_time": 1765420761600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
377899.5457918301,
341733.1489683481,
36166.3968234819,
110304.5940380174,
93140.3178319519,
17164.2762060654
],
[
377.899546,
341.733149,
36.166397,
110.304594,
93.140318,
17.164276
],
[
0.211926,
0.191644,
0.020282,
0.041698,
0.036921,
0.008884
],
[
10,
10,
10,
10,
10,
10
],
[
-128638,
-98157,
-85265,
-746983,
-497622,
-412923
],
[
1.289329,
1.544158,
1.053333,
1.021749,
1.037746,
1.006591
],
[
370,
185,
185,
370,
185,
185
],
[
163,
75,
88,
163,
75,
88
],
[
207,
110,
97,
207,
110,
97
],
[
44.054054,
40.540541,
47.567568,
44.054054,
40.540541,
47.567568
],
[
1.637369,
2.264765,
1.161061,
1.297559,
1.522027,
1.109538
],
[
128102,
128102,
63244,
277298,
207820,
277298
],
[
-33608,
-23178,
-33608,
-165282,
-96912,
-165282
],
[
57,
53,
61,
57,
53,
61
],
[
85,
84,
86,
85,
84,
86
],
[
34,
31,
38,
34,
31,
38
],
[
21167,
9817,
11350,
21167,
9817,
11350
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305091,
250965,
-330720,
-334190,
-324739,
-403550
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21398,
"evaluation_days": 1783.17,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606838400000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759876719143,
"expiration_time": 1765420761600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|