Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277227.4898 | 264147.1608 | 13080.329 | -2299.5841 | 545785.0102 | -548084.5943 |
Total P&L (%) | 277.2275 | 264.1472 | 13.0803 | -2.2996 | 545.785 | -548.0846 |
Avg Daily Profit (%) | 0.1566 | 0.1492 | 0.0074 | -0.0013 | 0.1054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222823 | -83486 | -165614 | -1088051 | -264930 | -870171 |
Profit Factor | 1.4792 | 2.0012 | 1.0416 | 0.9987 | 1.8208 | 0.4966 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 48.3333 | 53.3333 | 43.3333 | 48.3333 | 53.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.5812 | 1.751 | 1.362 | 1.0676 | 1.5932 | 0.6494 |
Largest Winning Trade | 102286 | 102286 | 71352 | 526443 | 526443 | 183066 |
Largest Losing Trade | -52191 | -36482 | -52191 | -582426 | -207060 | -582426 |
Avg Bars in Trades | 113 | 66 | 159 | 113 | 66 | 159 |
Avg Bars in Winners | 147 | 65 | 249 | 147 | 65 | 249 |
Avg Bars in Losers | 81 | 68 | 91 | 81 | 68 | 91 |
Bars Traded | 6804 | 2005 | 4798 | 6804 | 2005 | 4798 |
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 | -164608 | 371019 | -430350 | -753259 | -48004 | -583418 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1611057600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758809696541, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 184, "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": [ [ 277227.4898241147, 264147.1608026778, 13080.3290214366, -2299.5840695204, 545785.010192055, -548084.5942615755 ], [ 277.22749, 264.147161, 13.080329, -2.299584, 545.78501, -548.084594 ], [ 0.156581, 0.149194, 0.007388, -0.001314, 0.10541, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -222823, -83486, -165614, -1088051, -264930, -870171 ], [ 1.479168, 2.00115, 1.041562, 0.998689, 1.820754, 0.496606 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 16, 13, 29, 16, 13 ], [ 31, 14, 17, 31, 14, 17 ], [ 48.333333, 53.333333, 43.333333, 48.333333, 53.333333, 43.333333 ], [ 1.58118, 1.751006, 1.362043, 1.067564, 1.593159, 0.649408 ], [ 102286, 102286, 71352, 526443, 526443, 183066 ], [ -52191, -36482, -52191, -582426, -207060, -582426 ], [ 113, 66, 159, 113, 66, 159 ], [ 147, 65, 249, 147, 65, 249 ], [ 81, 68, 91, 81, 68, 91 ], [ 6804, 2005, 4798, 6804, 2005, 4798 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164608, 371019, -430350, -753259, -48004, -583418 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1611057600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758809696541, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 184, "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) |
---|