| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457827.3633 | 393274.082 | 64553.2814 | 247064.3666 | 910897.8292 | -663833.4626 |
| Total P&L (%) | 457.8274 | 393.2741 | 64.5533 | 247.0644 | 910.8978 | -663.8335 |
| Avg Daily Profit (%) | 0.258 | 0.2216 | 0.0364 | 0.0701 | 0.1304 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144518 | -96025 | -83045 | -1133636 | -285789 | -1003874 |
| Profit Factor | 1.8586 | 2.612 | 1.2232 | 1.1158 | 2.2768 | 0.5327 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Losing Trades | 44 | 18 | 26 | 44 | 18 | 26 |
| Profitability (%) | 55.5556 | 63.2653 | 48 | 55.5556 | 63.2653 | 48 |
| Ratio Avg Win / Avg Loss | 1.4869 | 1.5167 | 1.3251 | 0.8926 | 1.322 | 0.577 |
| Largest Winning Trade | 238402 | 238402 | 76301 | 433316 | 433316 | 155882 |
| Largest Losing Trade | -66883 | -36793 | -66883 | -831196 | -123701 | -831196 |
| Avg Bars in Trades | 104 | 98 | 109 | 104 | 98 | 109 |
| Avg Bars in Winners | 116 | 90 | 149 | 116 | 90 | 149 |
| Avg Bars in Losers | 89 | 113 | 72 | 89 | 113 | 72 |
| Bars Traded | 10299 | 4847 | 5452 | 10299 | 4847 | 5452 |
| 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 | 414601 | 525704 | -325888 | -193133 | -13426 | -761611 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10648,
"evaluation_days": 1774.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608912000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759105120259,
"expiration_time": 1763689536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 137,
"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": [
[
457827.3633474244,
393274.0819693952,
64553.2813780292,
247064.3665759054,
910897.8291562432,
-663833.4625803381
],
[
457.827363,
393.274082,
64.553281,
247.064367,
910.897829,
-663.833463
],
[
0.257979,
0.221604,
0.036375,
0.070141,
0.130443,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-144518,
-96025,
-83045,
-1133636,
-285789,
-1003874
],
[
1.858609,
2.612022,
1.22317,
1.115783,
2.276798,
0.532657
],
[
99,
49,
50,
99,
49,
50
],
[
55,
31,
24,
55,
31,
24
],
[
44,
18,
26,
44,
18,
26
],
[
55.555556,
63.265306,
48,
55.555556,
63.265306,
48
],
[
1.486887,
1.516658,
1.325101,
0.892626,
1.322012,
0.577045
],
[
238402,
238402,
76301,
433316,
433316,
155882
],
[
-66883,
-36793,
-66883,
-831196,
-123701,
-831196
],
[
104,
98,
109,
104,
98,
109
],
[
116,
90,
149,
116,
90,
149
],
[
89,
113,
72,
89,
113,
72
],
[
10299,
4847,
5452,
10299,
4847,
5452
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414601,
525704,
-325888,
-193133,
-13426,
-761611
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10648,
"evaluation_days": 1774.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608912000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759105120259,
"expiration_time": 1763689536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 137,
"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) |
|---|