| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 839169.8507 | 611869.9841 | 227299.8666 | 7539120.0191 | 2397105.8434 | 5142014.1757 |
| Total P&L (%) | 839.1699 | 611.87 | 227.2999 | 7539.12 | 2397.1058 | 5142.0142 |
| Avg Daily Profit (%) | 0.4728 | 0.3448 | 0.1281 | 0.2446 | 0.1815 | 0.2233 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76137 | -60388 | -42267 | -4357856 | -2064960 | -2292896 |
| Profit Factor | 2.9856 | 3.5245 | 2.2609 | 1.72 | 1.4896 | 1.9224 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 52.3256 | 51.1628 | 53.4884 | 52.3256 | 51.1628 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.7202 | 3.3643 | 1.966 | 1.5671 | 1.4219 | 1.6717 |
| Largest Winning Trade | 247177 | 247177 | 51968 | 1759878 | 1317984 | 1759878 |
| Largest Losing Trade | -60388 | -60388 | -19796 | -1885553 | -1795232 | -1885553 |
| Avg Bars in Trades | 79 | 113 | 46 | 79 | 113 | 46 |
| Avg Bars in Winners | 111 | 161 | 63 | 111 | 161 | 63 |
| Avg Bars in Losers | 45 | 62 | 27 | 45 | 62 | 27 |
| Bars Traded | 6863 | 4869 | 1994 | 6863 | 4869 | 1994 |
| Profit Streak | 0 | 167.3972 | 0 | 0 | 167.3972 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 597712 | 631573 | -17234 | 439563 | 384385 | 446069 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7099,
"evaluation_days": 1774.75,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1609135200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759095115503,
"expiration_time": 1763682552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 47,
"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": [
[
839169.8507305811,
611869.9840826038,
227299.8666479768,
7539120.019098982,
2397105.8434268264,
5142014.175672156
],
[
839.169851,
611.869984,
227.299867,
7539.120019,
2397.105843,
5142.014176
],
[
0.472838,
0.344764,
0.128074,
0.244607,
0.18147,
0.223339
],
[
10,
10,
10,
10,
10,
10
],
[
-76137,
-60388,
-42267,
-4357856,
-2064960,
-2292896
],
[
2.985573,
3.524509,
2.260944,
1.720007,
1.48956,
1.922426
],
[
86,
43,
43,
86,
43,
43
],
[
45,
22,
23,
45,
22,
23
],
[
41,
21,
20,
41,
21,
20
],
[
52.325581,
51.162791,
53.488372,
52.325581,
51.162791,
53.488372
],
[
2.720189,
3.364304,
1.966038,
1.567117,
1.421853,
1.671675
],
[
247177,
247177,
51968,
1759878,
1317984,
1759878
],
[
-60388,
-60388,
-19796,
-1885553,
-1795232,
-1885553
],
[
79,
113,
46,
79,
113,
46
],
[
111,
161,
63,
111,
161,
63
],
[
45,
62,
27,
45,
62,
27
],
[
6863,
4869,
1994,
6863,
4869,
1994
],
[
0,
167.39717,
0,
0,
167.39717,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
597712,
631573,
-17234,
439563,
384385,
446069
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7099,
"evaluation_days": 1774.75,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1609135200000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759095115503,
"expiration_time": 1763682552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 47,
"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) |
|---|