| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 402252.6291 | 347171.6131 | 55081.016 | 21706.7325 | -237928.7312 | 259635.4637 |
| Total P&L (%) | 402.2526 | 347.1716 | 55.081 | 21.7067 | -237.9287 | 259.6355 |
| Avg Daily Profit (%) | 0.2272 | 0.1961 | 0.0311 | 0.0111 | 0 | 0.0723 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -202919 | -182692 | -97833 | -999840 | -993119 | -282109 |
| Profit Factor | 1.5007 | 1.652 | 1.2033 | 1.0069 | 0.8998 | 1.3401 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
| Losing Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Profitability (%) | 59.2357 | 62.8205 | 55.6962 | 59.2357 | 62.8205 | 55.6962 |
| Ratio Avg Win / Avg Loss | 1.0328 | 0.9777 | 0.9572 | 0.6929 | 0.5325 | 1.066 |
| Largest Winning Trade | 84447 | 84447 | 23182 | 311309 | 311309 | 154014 |
| Largest Losing Trade | -72187 | -72187 | -61452 | -526072 | -526072 | -176703 |
| Avg Bars in Trades | 65 | 119 | 11 | 65 | 119 | 11 |
| Avg Bars in Winners | 32 | 50 | 12 | 32 | 50 | 12 |
| Avg Bars in Losers | 113 | 235 | 11 | 113 | 235 | 11 |
| Bars Traded | 10230 | 9304 | 926 | 10230 | 9304 | 926 |
| Profit Streak | 8.9992 | 9.9992 | 8.9992 | 8.9992 | 9.9992 | 8.9992 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 442796 | -23916 | -179764 | -395209 | -612632 | -121317 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606406400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758859133952,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 45,
"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": [
[
402252.6291296965,
347171.6131430347,
55081.0159866614,
21706.7325406888,
-237928.7311832077,
259635.4637238963
],
[
402.252629,
347.171613,
55.081016,
21.706733,
-237.928731,
259.635464
],
[
0.227219,
0.196106,
0.031113,
0.011097,
0,
0.072325
],
[
10,
10,
10,
10,
10,
10
],
[
-202919,
-182692,
-97833,
-999840,
-993119,
-282109
],
[
1.50073,
1.652013,
1.203348,
1.006918,
0.899797,
1.340143
],
[
157,
78,
79,
157,
78,
79
],
[
93,
49,
44,
93,
49,
44
],
[
64,
29,
35,
64,
29,
35
],
[
59.235669,
62.820513,
55.696203,
59.235669,
62.820513,
55.696203
],
[
1.03276,
0.977722,
0.957208,
0.692933,
0.532533,
1.066022
],
[
84447,
84447,
23182,
311309,
311309,
154014
],
[
-72187,
-72187,
-61452,
-526072,
-526072,
-176703
],
[
65,
119,
11,
65,
119,
11
],
[
32,
50,
12,
32,
50,
12
],
[
113,
235,
11,
113,
235,
11
],
[
10230,
9304,
926,
10230,
9304,
926
],
[
8.999235,
9.999235,
8.999235,
8.999236,
9.999236,
8.999236
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
442796,
-23916,
-179764,
-395209,
-612632,
-121317
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606406400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758859133952,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 45,
"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) |
|---|