Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698910.4127 | 541112.6726 | 157797.7401 | 3267125.1596 | 1286887.9143 | 1980237.2452 |
Total P&L (%) | 698.9104 | 541.1127 | 157.7977 | 3267.1252 | 1286.8879 | 1980.2372 |
Avg Daily Profit (%) | 0.3925 | 0.3039 | 0.0886 | 0.1977 | 0.1478 | 0.1706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83499 | -52369 | -69162 | -1237741 | -621996 | -677669 |
Profit Factor | 2.7083 | 3.653 | 1.7691 | 1.9558 | 1.7414 | 2.177 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.0577 | 4.3837 | 1.8797 | 2.2081 | 2.0896 | 2.313 |
Largest Winning Trade | 206473 | 206473 | 75243 | 1206607 | 678469 | 1206607 |
Largest Losing Trade | -31031 | -29731 | -31031 | -568751 | -434472 | -568751 |
Avg Bars in Trades | 157 | 137 | 177 | 157 | 137 | 177 |
Avg Bars in Winners | 254 | 224 | 283 | 254 | 224 | 283 |
Avg Bars in Losers | 71 | 65 | 77 | 71 | 65 | 77 |
Bars Traded | 10403 | 4550 | 5853 | 10403 | 4550 | 5853 |
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 | -115105 | 501860 | -71897 | -118223 | 222732 | 407313 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10683, "evaluation_days": 1780.5, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607803200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759604285576, "expiration_time": 1764208656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "zlma", "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": [ [ 698910.4126656518, 541112.6725552087, 157797.7401104434, 3267125.1595623735, 1286887.9143473206, 1980237.2452150527 ], [ 698.910413, 541.112673, 157.79774, 3267.12516, 1286.887914, 1980.237245 ], [ 0.392536, 0.303911, 0.088626, 0.197704, 0.147801, 0.170607 ], [ 10, 10, 10, 10, 10, 10 ], [ -83499, -52369, -69162, -1237741, -621996, -677669 ], [ 2.708289, 3.653044, 1.769108, 1.955772, 1.741362, 2.176985 ], [ 66, 33, 33, 66, 33, 33 ], [ 31, 15, 16, 31, 15, 16 ], [ 35, 18, 17, 35, 18, 17 ], [ 46.969697, 45.454545, 48.484848, 46.969697, 45.454545, 48.484848 ], [ 3.057746, 4.383653, 1.879678, 2.20813, 2.089634, 2.313047 ], [ 206473, 206473, 75243, 1206607, 678469, 1206607 ], [ -31031, -29731, -31031, -568751, -434472, -568751 ], [ 157, 137, 177, 157, 137, 177 ], [ 254, 224, 283, 254, 224, 283 ], [ 71, 65, 77, 71, 65, 77 ], [ 10403, 4550, 5853, 10403, 4550, 5853 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115105, 501860, -71897, -118223, 222732, 407313 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10683, "evaluation_days": 1780.5, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607803200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759604285576, "expiration_time": 1764208656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "zlma", "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) |
---|