Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526385.681 | 446386.4649 | 79999.2161 | 610811.5387 | 597036.1777 | 13775.361 |
Total P&L (%) | 526.3857 | 446.3865 | 79.9992 | 610.8115 | 597.0362 | 13.7754 |
Avg Daily Profit (%) | 0.2973 | 0.2521 | 0.0452 | 0.1108 | 0.1097 | 0.0073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81173 | -59132 | -82656 | -933006 | -664059 | -594980 |
Profit Factor | 2.1364 | 3.0176 | 1.3306 | 1.1754 | 1.3701 | 1.0074 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 36.9231 | 37.5 | 36.3636 | 36.9231 | 37.5 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.6497 | 5.0294 | 2.3286 | 2.0079 | 2.2835 | 1.7629 |
Largest Winning Trade | 243266 | 243266 | 75647 | 564009 | 564009 | 506023 |
Largest Losing Trade | -26224 | -22538 | -26224 | -331686 | -197253 | -331686 |
Avg Bars in Trades | 157 | 178 | 137 | 157 | 178 | 137 |
Avg Bars in Winners | 314 | 326 | 302 | 314 | 326 | 302 |
Avg Bars in Losers | 66 | 90 | 43 | 66 | 90 | 43 |
Bars Traded | 10260 | 5720 | 4540 | 10260 | 5720 | 4540 |
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 | -128429 | 321744 | -136499 | -212490 | -49342 | -448050 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608091200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853803441, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 162, "offset": 16, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 236, "offset": 0, "std": 3.80754 } } }
{ "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": [ [ 526385.6810071777, 446386.4649471554, 79999.2160600223, 610811.5386548989, 597036.1776948476, 13775.3609600515 ], [ 526.385681, 446.386465, 79.999216, 610.811539, 597.036178, 13.775361 ], [ 0.297338, 0.252149, 0.045189, 0.110845, 0.109738, 0.00729 ], [ 10, 10, 10, 10, 10, 10 ], [ -81173, -59132, -82656, -933006, -664059, -594980 ], [ 2.136431, 3.017618, 1.330647, 1.17535, 1.370128, 1.007365 ], [ 65, 32, 33, 65, 32, 33 ], [ 24, 12, 12, 24, 12, 12 ], [ 41, 20, 21, 41, 20, 21 ], [ 36.923077, 37.5, 36.363636, 36.923077, 37.5, 36.363636 ], [ 3.649737, 5.029363, 2.328632, 2.007889, 2.283547, 1.762889 ], [ 243266, 243266, 75647, 564009, 564009, 506023 ], [ -26224, -22538, -26224, -331686, -197253, -331686 ], [ 157, 178, 137, 157, 178, 137 ], [ 314, 326, 302, 314, 326, 302 ], [ 66, 90, 43, 66, 90, 43 ], [ 10260, 5720, 4540, 10260, 5720, 4540 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128429, 321744, -136499, -212490, -49342, -448050 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608091200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853803441, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 162, "offset": 16, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 236, "offset": 0, "std": 3.80754 } } }
# | 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) |
---|