| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 732474.3923 | 574063.8621 | 158410.5302 | 3861477.5743 | 1702571.8553 | 2158905.719 |
| Total P&L (%) | 732.4744 | 574.0639 | 158.4105 | 3861.4776 | 1702.5719 | 2158.9057 |
| Avg Daily Profit (%) | 0.4138 | 0.3243 | 0.0895 | 0.208 | 0.1635 | 0.1763 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77757 | -39831 | -44518 | -5731939 | -3333703 | -2810561 |
| Profit Factor | 2.8693 | 4.178 | 1.75 | 1.2721 | 1.2511 | 1.2913 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 43.6782 | 44.186 | 43.1818 | 43.6782 | 44.186 | 43.1818 |
| Ratio Avg Win / Avg Loss | 3.6999 | 5.2775 | 2.3027 | 1.6403 | 1.5804 | 1.699 |
| Largest Winning Trade | 243805 | 243805 | 77517 | 3661190 | 3618763 | 3661190 |
| Largest Losing Trade | -26687 | -23349 | -26687 | -2263409 | -2263409 | -1655202 |
| Avg Bars in Trades | 118 | 111 | 125 | 118 | 111 | 125 |
| Avg Bars in Winners | 200 | 186 | 213 | 200 | 186 | 213 |
| Avg Bars in Losers | 55 | 51 | 58 | 55 | 51 | 58 |
| Bars Traded | 10317 | 4797 | 5520 | 10317 | 4797 | 5520 |
| 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 | 472187 | 506949 | -72773 | 248571 | 230826 | 229798 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856180140,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 205,
"offset": 0,
"a": 0.71224
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
732474.3922870139,
574063.8620737223,
158410.5302132913,
3861477.5742612546,
1702571.855274573,
2158905.7189866835
],
[
732.474392,
574.063862,
158.41053,
3861.477574,
1702.571855,
2158.905719
],
[
0.41375,
0.324269,
0.089481,
0.208042,
0.163482,
0.17625
],
[
10,
10,
10,
10,
10,
10
],
[
-77757,
-39831,
-44518,
-5731939,
-3333703,
-2810561
],
[
2.869293,
4.177992,
1.75002,
1.272097,
1.251131,
1.291274
],
[
87,
43,
44,
87,
43,
44
],
[
38,
19,
19,
38,
19,
19
],
[
49,
24,
25,
49,
24,
25
],
[
43.678161,
44.186047,
43.181818,
43.678161,
44.186047,
43.181818
],
[
3.699878,
5.277464,
2.302658,
1.640336,
1.580377,
1.699045
],
[
243805,
243805,
77517,
3661190,
3618763,
3661190
],
[
-26687,
-23349,
-26687,
-2263409,
-2263409,
-1655202
],
[
118,
111,
125,
118,
111,
125
],
[
200,
186,
213,
200,
186,
213
],
[
55,
51,
58,
55,
51,
58
],
[
10317,
4797,
5520,
10317,
4797,
5520
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472187,
506949,
-72773,
248571,
230826,
229798
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856180140,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 205,
"offset": 0,
"a": 0.71224
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|