| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 359836.6868 | 302381.7728 | 57454.914 | 197049.4277 | 553292.5751 | -356243.1474 |
| Total P&L (%) | 359.8367 | 302.3818 | 57.4549 | 197.0494 | 553.2926 | -356.2431 |
| Avg Daily Profit (%) | 0.2019 | 0.1696 | 0.0322 | 0.0611 | 0.1053 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115409 | -81547 | -74803 | -1020164 | -641216 | -850634 |
| Profit Factor | 1.8314 | 2.5645 | 1.2398 | 1.0559 | 1.3773 | 0.827 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 44.9275 | 42.8571 | 47.0588 | 44.9275 | 42.8571 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.2449 | 3.4194 | 1.3948 | 1.2943 | 1.8365 | 0.9303 |
| Largest Winning Trade | 153913 | 153913 | 80892 | 605704 | 605704 | 525369 |
| Largest Losing Trade | -30422 | -24080 | -30422 | -314680 | -267620 | -314680 |
| Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
| Avg Bars in Winners | 172 | 161 | 182 | 172 | 161 | 182 |
| Avg Bars in Losers | 39 | 48 | 30 | 39 | 48 | 30 |
| Bars Traded | 6853 | 3395 | 3458 | 6853 | 3395 | 3458 |
| 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 | -97138 | 340697 | -152110 | -378631 | -53044 | -581939 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7130,
"evaluation_days": 1782.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1610755200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759760508506,
"expiration_time": 1764372240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 232,
"offset": 0,
"a": 0.71758
}
},
"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": [
[
359836.6867870754,
302381.7727692258,
57454.9140178495,
197049.4277257905,
553292.5751346829,
-356243.1474088914
],
[
359.836687,
302.381773,
57.454914,
197.049428,
553.292575,
-356.243147
],
[
0.201872,
0.169639,
0.032233,
0.061097,
0.105349,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-115409,
-81547,
-74803,
-1020164,
-641216,
-850634
],
[
1.83136,
2.564537,
1.239839,
1.0559,
1.377344,
0.82696
],
[
69,
35,
34,
69,
35,
34
],
[
31,
15,
16,
31,
15,
16
],
[
38,
20,
18,
38,
20,
18
],
[
44.927536,
42.857143,
47.058824,
44.927536,
42.857143,
47.058824
],
[
2.244893,
3.419382,
1.394819,
1.294329,
1.836459,
0.93033
],
[
153913,
153913,
80892,
605704,
605704,
525369
],
[
-30422,
-24080,
-30422,
-314680,
-267620,
-314680
],
[
99,
97,
101,
99,
97,
101
],
[
172,
161,
182,
172,
161,
182
],
[
39,
48,
30,
39,
48,
30
],
[
6853,
3395,
3458,
6853,
3395,
3458
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97138,
340697,
-152110,
-378631,
-53044,
-581939
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7130,
"evaluation_days": 1782.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1610755200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759760508506,
"expiration_time": 1764372240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 232,
"offset": 0,
"a": 0.71758
}
},
"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) |
|---|