Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420638.0639 | 407356.593 | 13281.471 | -42460.7951 | 32672.0911 | -75132.8861 |
Total P&L (%) | 420.6381 | 407.3566 | 13.2815 | -42.4608 | 32.6721 | -75.1329 |
Avg Daily Profit (%) | 0.2376 | 0.2301 | 0.0075 | -0.0312 | 0.016 | -0.0786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151691 | -144228 | -85481 | -392234 | -337988 | -116385 |
Profit Factor | 1.6966 | 2.0599 | 1.0605 | 0.9577 | 1.0492 | 0.7784 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 43.956 | 35.5556 | 52.1739 | 43.956 | 35.5556 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.1632 | 3.7335 | 0.9721 | 1.221 | 1.9017 | 0.7135 |
Largest Winning Trade | 457394 | 457394 | 37973 | 360867 | 360867 | 41703 |
Largest Losing Trade | -36219 | -36219 | -22199 | -78873 | -78873 | -59493 |
Avg Bars in Trades | 103 | 156 | 51 | 103 | 156 | 51 |
Avg Bars in Winners | 141 | 265 | 59 | 141 | 265 | 59 |
Avg Bars in Losers | 73 | 96 | 41 | 73 | 96 | 41 |
Bars Traded | 9405 | 7055 | 2350 | 9405 | 7055 | 2350 |
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 | 325787 | 224742 | -401761 | -581218 | -345191 | -580422 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607529600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758961495029, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 154, "offset": 0, "std": 3.45932 } } }
{ "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": [ [ 420638.063945035, 407356.5929724962, 13281.4709725388, -42460.7950868963, 32672.0910589061, -75132.8861458024 ], [ 420.638064, 407.356593, 13.281471, -42.460795, 32.672091, -75.132886 ], [ 0.237604, 0.230102, 0.007502, -0.031216, 0.015971, -0.078577 ], [ 10, 10, 10, 10, 10, 10 ], [ -151691, -144228, -85481, -392234, -337988, -116385 ], [ 1.696635, 2.059866, 1.060517, 0.957651, 1.049237, 0.778411 ], [ 91, 45, 46, 91, 45, 46 ], [ 40, 16, 24, 40, 16, 24 ], [ 51, 29, 22, 51, 29, 22 ], [ 43.956044, 35.555556, 52.173913, 43.956044, 35.555556, 52.173913 ], [ 2.16321, 3.733507, 0.972141, 1.221005, 1.901742, 0.713543 ], [ 457394, 457394, 37973, 360867, 360867, 41703 ], [ -36219, -36219, -22199, -78873, -78873, -59493 ], [ 103, 156, 51, 103, 156, 51 ], [ 141, 265, 59, 141, 265, 59 ], [ 73, 96, 41, 73, 96, 41 ], [ 9405, 7055, 2350, 9405, 7055, 2350 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325787, 224742, -401761, -581218, -345191, -580422 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607529600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758961495029, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 154, "offset": 0, "std": 3.45932 } } }
# | 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) |
---|