Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469463.2714 | 361211.7144 | 108251.5569 | 767982.4371 | 385933.9375 | 382048.4996 |
Total P&L (%) | 469.4633 | 361.2117 | 108.2516 | 767.9824 | 385.9339 | 382.0485 |
Avg Daily Profit (%) | 0.2652 | 0.204 | 0.0611 | 0.1221 | 0.0893 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74934 | -71066 | -83318 | -301757 | -311106 | -288911 |
Profit Factor | 1.8083 | 2.3017 | 1.3569 | 1.3732 | 1.3857 | 1.3614 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 42.4242 | 38.7755 | 46 | 42.4242 | 38.7755 | 46 |
Ratio Avg Win / Avg Loss | 2.4541 | 3.6342 | 1.5929 | 1.8636 | 2.1879 | 1.5982 |
Largest Winning Trade | 154655 | 154655 | 73408 | 256376 | 243583 | 256376 |
Largest Losing Trade | -26663 | -25477 | -26663 | -192829 | -160325 | -192829 |
Avg Bars in Trades | 104 | 96 | 111 | 104 | 96 | 111 |
Avg Bars in Winners | 163 | 157 | 167 | 163 | 157 | 167 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 10319 | 4733 | 5586 | 10319 | 4733 | 5586 |
Profit Streak | 34.6807 | 0 | 47.8474 | 34.6807 | 0 | 47.8474 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340850 | 279689 | -290783 | -30031 | -76236 | -253771 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607313600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758990013010, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "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": [ [ 469463.2713567254, 361211.7144349755, 108251.5569217502, 767982.437083903, 385933.9375272762, 382048.4995566267 ], [ 469.463271, 361.211714, 108.251557, 767.982437, 385.933938, 382.0485 ], [ 0.265184, 0.204036, 0.061148, 0.122142, 0.08934, 0.088886 ], [ 10, 10, 10, 10, 10, 10 ], [ -74934, -71066, -83318, -301757, -311106, -288911 ], [ 1.808307, 2.301672, 1.356912, 1.373199, 1.385658, 1.361405 ], [ 99, 49, 50, 99, 49, 50 ], [ 42, 19, 23, 42, 19, 23 ], [ 57, 30, 27, 57, 30, 27 ], [ 42.424242, 38.77551, 46, 42.424242, 38.77551, 46 ], [ 2.45413, 3.634219, 1.592897, 1.863627, 2.187881, 1.598171 ], [ 154655, 154655, 73408, 256376, 243583, 256376 ], [ -26663, -25477, -26663, -192829, -160325, -192829 ], [ 104, 96, 111, 104, 96, 111 ], [ 163, 157, 167, 163, 157, 167 ], [ 60, 57, 64, 60, 57, 64 ], [ 10319, 4733, 5586, 10319, 4733, 5586 ], [ 34.680706, 0, 47.847373, 34.680706, 0, 47.847373 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340850, 279689, -290783, -30031, -76236, -253771 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607313600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758990013010, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "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) |
---|