| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 393534.457 | 220661.5561 | 172872.9009 | 379773.0929 | -994296.2475 | 1374069.3404 |
| Total P&L (%) | 393.5345 | 220.6616 | 172.8729 | 379.7731 | -994.2962 | 1374.0693 |
| Avg Daily Profit (%) | 0.2212 | 0.1241 | 0.0972 | 0.0882 | 0 | 0.1514 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -189960 | -145419 | -58247 | -3624848 | -3054968 | -882248 |
| Profit Factor | 1.4383 | 1.4059 | 1.488 | 1.0323 | 0.8661 | 1.3172 |
| Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
| Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
| Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
| Profitability (%) | 43.2314 | 37.7193 | 48.6957 | 43.2314 | 37.7193 | 48.6957 |
| Ratio Avg Win / Avg Loss | 1.8886 | 2.3213 | 1.5677 | 1.3555 | 1.4301 | 1.3878 |
| Largest Winning Trade | 134526 | 134526 | 49242 | 836434 | 836434 | 591010 |
| Largest Losing Trade | -25165 | -25165 | -19644 | -678118 | -600078 | -678118 |
| Avg Bars in Trades | 28 | 33 | 22 | 28 | 33 | 22 |
| Avg Bars in Winners | 39 | 50 | 30 | 39 | 50 | 30 |
| Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
| Bars Traded | 6473 | 3835 | 2637 | 6473 | 3835 | 2637 |
| 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 | 312714 | -30585 | -61356 | -261366 | -584138 | 264003 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7115,
"evaluation_days": 1778.75,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759434668992,
"expiration_time": 1764038520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 171,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 64,
"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": [
[
393534.4569995653,
220661.5560651578,
172872.9009344074,
379773.0928720822,
-994296.2475170194,
1374069.3403891018
],
[
393.534457,
220.661556,
172.872901,
379.773093,
-994.296248,
1374.06934
],
[
0.221242,
0.124054,
0.097188,
0.088199,
0,
0.151379
],
[
10,
10,
10,
10,
10,
10
],
[
-189960,
-145419,
-58247,
-3624848,
-3054968,
-882248
],
[
1.438258,
1.405868,
1.487965,
1.032295,
0.866146,
1.317233
],
[
229,
114,
115,
229,
114,
115
],
[
99,
43,
56,
99,
43,
56
],
[
130,
71,
59,
130,
71,
59
],
[
43.231441,
37.719298,
48.695652,
43.231441,
37.719298,
48.695652
],
[
1.888622,
2.321317,
1.567677,
1.355538,
1.430148,
1.387799
],
[
134526,
134526,
49242,
836434,
836434,
591010
],
[
-25165,
-25165,
-19644,
-678118,
-600078,
-678118
],
[
28,
33,
22,
28,
33,
22
],
[
39,
50,
30,
39,
50,
30
],
[
19,
23,
15,
19,
23,
15
],
[
6473,
3835,
2637,
6473,
3835,
2637
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312714,
-30585,
-61356,
-261366,
-584138,
264003
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7115,
"evaluation_days": 1778.75,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759434668992,
"expiration_time": 1764038520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 171,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 64,
"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) |
|---|