| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 725752.6484 | 526430.6546 | 199321.9938 | 2820637.3937 | -200314.8148 | 3020952.2085 |
| Total P&L (%) | 725.7526 | 526.4307 | 199.322 | 2820.6374 | -200.3148 | 3020.9522 |
| Avg Daily Profit (%) | 0.4071 | 0.2953 | 0.1118 | 0.1895 | 0 | 0.1932 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132793 | -119176 | -61379 | -6636178 | -6157784 | -2408842 |
| Profit Factor | 1.7196 | 1.8875 | 1.4799 | 1.1403 | 0.9844 | 1.4152 |
| Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
| Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
| Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Profitability (%) | 49.7653 | 49.0566 | 50.4673 | 49.7653 | 49.0566 | 50.4673 |
| Ratio Avg Win / Avg Loss | 1.7358 | 1.9601 | 1.4525 | 1.1511 | 1.0222 | 1.3889 |
| Largest Winning Trade | 120129 | 120129 | 52373 | 2111210 | 1664341 | 2111210 |
| Largest Losing Trade | -39042 | -39042 | -34273 | -2168242 | -2168242 | -877777 |
| Avg Bars in Trades | 24 | 33 | 16 | 24 | 33 | 16 |
| Avg Bars in Winners | 30 | 41 | 19 | 30 | 41 | 19 |
| Avg Bars in Losers | 18 | 24 | 12 | 18 | 24 | 12 |
| Bars Traded | 5228 | 3507 | 1720 | 5228 | 3507 | 1720 |
| Profit Streak | 65.0427 | 66.3761 | 65.0427 | 65.0427 | 66.3761 | 65.0427 |
| Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 573027 | 476404 | -41087 | -55369 | -578313 | 367965 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5348,
"evaluation_days": 1782.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607558400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759798893534,
"expiration_time": 1764387072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 54,
"offset": 0,
"std": 4.4896
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 63,
"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": [
[
725752.6484000956,
526430.6545945806,
199321.9938055143,
2820637.393735256,
-200314.8147776793,
3020952.2085129335
],
[
725.752648,
526.430655,
199.321994,
2820.637394,
-200.314815,
3020.952209
],
[
0.407116,
0.295305,
0.111811,
0.189468,
0,
0.193196
],
[
10,
10,
10,
10,
10,
10
],
[
-132793,
-119176,
-61379,
-6636178,
-6157784,
-2408842
],
[
1.7196,
1.887473,
1.479865,
1.140327,
0.984379,
1.415151
],
[
213,
106,
107,
213,
106,
107
],
[
106,
52,
54,
106,
52,
54
],
[
107,
54,
53,
107,
54,
53
],
[
49.765258,
49.056604,
50.46729,
49.765258,
49.056604,
50.46729
],
[
1.735823,
1.960068,
1.45246,
1.151085,
1.02224,
1.388944
],
[
120129,
120129,
52373,
2111210,
1664341,
2111210
],
[
-39042,
-39042,
-34273,
-2168242,
-2168242,
-877777
],
[
24,
33,
16,
24,
33,
16
],
[
30,
41,
19,
30,
41,
19
],
[
18,
24,
12,
18,
24,
12
],
[
5228,
3507,
1720,
5228,
3507,
1720
],
[
65.042749,
66.376082,
65.042749,
65.042749,
66.376083,
65.042749
],
[
6,
4,
3,
6,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
573027,
476404,
-41087,
-55369,
-578313,
367965
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5348,
"evaluation_days": 1782.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607558400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759798893534,
"expiration_time": 1764387072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 54,
"offset": 0,
"std": 4.4896
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 63,
"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) |
|---|