Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431251.0833 | 374083.8882 | 57167.1951 | 81891.3234 | 33002.8942 | 48888.4291 |
Total P&L (%) | 431.2511 | 374.0839 | 57.1672 | 81.8913 | 33.0029 | 48.8884 |
Avg Daily Profit (%) | 0.2436 | 0.2113 | 0.0323 | 0.0338 | 0.0161 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185354 | -175536 | -106537 | -1448356 | -1434338 | -545244 |
Profit Factor | 1.8486 | 2.257 | 1.2714 | 1.0308 | 1.019 | 1.053 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 48.2353 | 48.8372 | 47.619 | 48.2353 | 48.8372 | 47.619 |
Ratio Avg Win / Avg Loss | 1.9838 | 2.3645 | 1.3986 | 1.1062 | 1.0675 | 1.1583 |
Largest Winning Trade | 160150 | 160150 | 58603 | 831102 | 831102 | 220947 |
Largest Losing Trade | -64123 | -64123 | -58594 | -732727 | -732727 | -451466 |
Avg Bars in Trades | 79 | 76 | 82 | 79 | 76 | 82 |
Avg Bars in Winners | 85 | 95 | 74 | 85 | 95 | 74 |
Avg Bars in Losers | 74 | 59 | 89 | 74 | 59 | 89 |
Bars Traded | 6776 | 3309 | 3467 | 6776 | 3309 | 3467 |
Profit Streak | 0 | 0 | 56.6895 | 0 | 0 | 56.6895 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397525 | 418049 | -151021 | -334858 | -374189 | -326844 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1610582400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882768634, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 223 } }, "second_band": { "type": "swma", "factors": { "length": 156, "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": [ [ 431251.0832956748, 374083.8881884092, 57167.1951072657, 81891.3233541102, 33002.8942373313, 48888.4291167787 ], [ 431.251083, 374.083888, 57.167195, 81.891323, 33.002894, 48.888429 ], [ 0.243576, 0.211287, 0.032289, 0.033795, 0.01611, 0.022484 ], [ 10, 10, 10, 10, 10, 10 ], [ -185354, -175536, -106537, -1448356, -1434338, -545244 ], [ 1.848568, 2.257032, 1.271427, 1.030795, 1.019009, 1.052967 ], [ 85, 43, 42, 85, 43, 42 ], [ 41, 21, 20, 41, 21, 20 ], [ 44, 22, 22, 44, 22, 22 ], [ 48.235294, 48.837209, 47.619048, 48.235294, 48.837209, 47.619048 ], [ 1.983829, 2.364509, 1.39857, 1.10622, 1.067533, 1.158264 ], [ 160150, 160150, 58603, 831102, 831102, 220947 ], [ -64123, -64123, -58594, -732727, -732727, -451466 ], [ 79, 76, 82, 79, 76, 82 ], [ 85, 95, 74, 85, 95, 74 ], [ 74, 59, 89, 74, 59, 89 ], [ 6776, 3309, 3467, 6776, 3309, 3467 ], [ 0, 0, 56.689452, 0, 0, 56.689452 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397525, 418049, -151021, -334858, -374189, -326844 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1610582400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882768634, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 223 } }, "second_band": { "type": "swma", "factors": { "length": 156, "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) |
---|