| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 310864.3237 | 300369.2851 | 10495.0386 | 24745.9881 | 191649.3301 | -166903.342 |
| Total P&L (%) | 310.8643 | 300.3693 | 10.495 | 24.746 | 191.6493 | -166.9033 |
| Avg Daily Profit (%) | 0.1754 | 0.1695 | 0.0059 | 0.0125 | 0.0604 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115373 | -82999 | -87853 | -515324 | -384640 | -336192 |
| Profit Factor | 1.5744 | 2.3091 | 1.0337 | 1.0132 | 1.2231 | 0.8349 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 44.4444 | 45.1613 | 43.75 | 44.4444 | 45.1613 | 43.75 |
| Ratio Avg Win / Avg Loss | 1.968 | 2.8039 | 1.329 | 1.2665 | 1.4852 | 1.0734 |
| Largest Winning Trade | 168394 | 168394 | 68216 | 297492 | 297492 | 228264 |
| Largest Losing Trade | -44052 | -38334 | -44052 | -281967 | -183532 | -281967 |
| Avg Bars in Trades | 81 | 94 | 69 | 81 | 94 | 69 |
| Avg Bars in Winners | 100 | 105 | 95 | 100 | 105 | 95 |
| Avg Bars in Losers | 66 | 85 | 48 | 66 | 85 | 48 |
| Bars Traded | 5155 | 2934 | 2221 | 5155 | 2934 | 2221 |
| 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 | -143155 | 354079 | -521244 | -539297 | -114548 | -581574 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5316,
"evaluation_days": 1772,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608537600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872614180,
"expiration_time": 1763437824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 97,
"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": [
[
310864.3236591025,
300369.2851034526,
10495.0385556502,
24745.9880773138,
191649.3300684423,
-166903.3419911289
],
[
310.864324,
300.369285,
10.495039,
24.745988,
191.64933,
-166.903342
],
[
0.175431,
0.169509,
0.005923,
0.012479,
0.060424,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-115373,
-82999,
-87853,
-515324,
-384640,
-336192
],
[
1.574406,
2.309109,
1.033665,
1.013237,
1.223137,
0.834852
],
[
63,
31,
32,
63,
31,
32
],
[
28,
14,
14,
28,
14,
14
],
[
35,
17,
18,
35,
17,
18
],
[
44.444444,
45.16129,
43.75,
44.444444,
45.16129,
43.75
],
[
1.968007,
2.803918,
1.328998,
1.266546,
1.485238,
1.073382
],
[
168394,
168394,
68216,
297492,
297492,
228264
],
[
-44052,
-38334,
-44052,
-281967,
-183532,
-281967
],
[
81,
94,
69,
81,
94,
69
],
[
100,
105,
95,
100,
105,
95
],
[
66,
85,
48,
66,
85,
48
],
[
5155,
2934,
2221,
5155,
2934,
2221
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143155,
354079,
-521244,
-539297,
-114548,
-581574
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5316,
"evaluation_days": 1772,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608537600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872614180,
"expiration_time": 1763437824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 97,
"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) |
|---|