| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 562053.9638 | 392996.9239 | 169057.0399 | 1282726.2411 | 873108.679 | 409617.5621 |
| Total P&L (%) | 562.054 | 392.9969 | 169.057 | 1282.7262 | 873.1087 | 409.6176 |
| Avg Daily Profit (%) | 0.3175 | 0.222 | 0.0955 | 0.1485 | 0.1286 | 0.092 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64567 | -71181 | -43660 | -1091407 | -711691 | -646987 |
| Profit Factor | 2.5602 | 3.2315 | 1.9181 | 1.2976 | 1.4466 | 1.1739 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Profitability (%) | 44.7059 | 42.8571 | 46.5116 | 44.7059 | 42.8571 | 46.5116 |
| Ratio Avg Win / Avg Loss | 3.1665 | 4.3087 | 2.2058 | 1.6049 | 1.9288 | 1.35 |
| Largest Winning Trade | 223822 | 223822 | 73860 | 1011166 | 1011166 | 670302 |
| Largest Losing Trade | -30350 | -30350 | -23750 | -449532 | -396001 | -449532 |
| Avg Bars in Trades | 76 | 71 | 81 | 76 | 71 | 81 |
| Avg Bars in Winners | 107 | 95 | 118 | 107 | 95 | 118 |
| Avg Bars in Losers | 50 | 52 | 48 | 50 | 52 | 48 |
| Bars Traded | 6473 | 2986 | 3486 | 6473 | 2986 | 3486 |
| Profit Streak | 24.9395 | 24.9395 | 36.9395 | 24.9395 | 24.9395 | 36.9395 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 490865 | 441944 | -61651 | 232468 | -20546 | -99160 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7082,
"evaluation_days": 1770.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1611813600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882768729,
"expiration_time": 1763304336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 136,
"offset": 145
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 77,
"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": [
[
562053.9638084656,
392996.9239209379,
169057.0398875282,
1282726.241059714,
873108.6789945852,
409617.562065129
],
[
562.053964,
392.996924,
169.05704,
1282.726241,
873.108679,
409.617562
],
[
0.317455,
0.221969,
0.095485,
0.148466,
0.128596,
0.092021
],
[
10,
10,
10,
10,
10,
10
],
[
-64567,
-71181,
-43660,
-1091407,
-711691,
-646987
],
[
2.560154,
3.231519,
1.918072,
1.297569,
1.446588,
1.17389
],
[
85,
42,
43,
85,
42,
43
],
[
38,
18,
20,
38,
18,
20
],
[
47,
24,
23,
47,
24,
23
],
[
44.705882,
42.857143,
46.511628,
44.705882,
42.857143,
46.511628
],
[
3.166506,
4.308692,
2.205782,
1.604888,
1.928785,
1.349973
],
[
223822,
223822,
73860,
1011166,
1011166,
670302
],
[
-30350,
-30350,
-23750,
-449532,
-396001,
-449532
],
[
76,
71,
81,
76,
71,
81
],
[
107,
95,
118,
107,
95,
118
],
[
50,
52,
48,
50,
52,
48
],
[
6473,
2986,
3486,
6473,
2986,
3486
],
[
24.939453,
24.939453,
36.939453,
24.939453,
24.939453,
36.939453
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
490865,
441944,
-61651,
232468,
-20546,
-99160
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7082,
"evaluation_days": 1770.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1611813600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882768729,
"expiration_time": 1763304336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 136,
"offset": 145
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 77,
"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) |
|---|