Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415379.0583 | 388837.4517 | 26541.6066 | -29100.509 | 836734.9964 | -865835.5054 |
Total P&L (%) | 415.3791 | 388.8375 | 26.5416 | -29.1005 | 836.735 | -865.8355 |
Avg Daily Profit (%) | 0.2342 | 0.2192 | 0.015 | -0.0194 | 0.1262 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207257 | -138349 | -131208 | -1728052 | -386765 | -1450105 |
Profit Factor | 1.4978 | 1.8523 | 1.0702 | 0.9886 | 2.102 | 0.517 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 44.7154 | 44.2623 | 45.1613 | 44.7154 | 44.2623 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.8519 | 2.3326 | 1.2995 | 1.2223 | 2.6469 | 0.6278 |
Largest Winning Trade | 275527 | 275527 | 67323 | 811037 | 811037 | 409470 |
Largest Losing Trade | -68008 | -40441 | -68008 | -748647 | -103959 | -748647 |
Avg Bars in Trades | 39 | 54 | 24 | 39 | 54 | 24 |
Avg Bars in Winners | 40 | 54 | 28 | 40 | 54 | 28 |
Avg Bars in Losers | 38 | 55 | 21 | 38 | 55 | 21 |
Bars Traded | 4868 | 3342 | 1526 | 4868 | 3342 | 1526 |
Profit Streak | 0 | 85.8273 | 0 | 0 | 85.8273 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309186 | -152052 | -475376 | -580840 | -183459 | -736562 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5321, "evaluation_days": 1773.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610524800000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759002678536, "expiration_time": 1763586144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "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": [ [ 415379.0582570123, 388837.4516520781, 26541.6066049343, -29100.5089751396, 836734.9963851396, -865835.5053602791 ], [ 415.379058, 388.837452, 26.541607, -29.100509, 836.734996, -865.835505 ], [ 0.234192, 0.219228, 0.014964, -0.019388, 0.126215, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -207257, -138349, -131208, -1728052, -386765, -1450105 ], [ 1.497845, 1.85232, 1.070189, 0.988597, 2.101961, 0.517008 ], [ 123, 61, 62, 123, 61, 62 ], [ 55, 27, 28, 55, 27, 28 ], [ 68, 34, 34, 68, 34, 34 ], [ 44.715447, 44.262295, 45.16129, 44.715447, 44.262295, 45.16129 ], [ 1.851882, 2.332551, 1.299516, 1.222265, 2.646914, 0.627796 ], [ 275527, 275527, 67323, 811037, 811037, 409470 ], [ -68008, -40441, -68008, -748647, -103959, -748647 ], [ 39, 54, 24, 39, 54, 24 ], [ 40, 54, 28, 40, 54, 28 ], [ 38, 55, 21, 38, 55, 21 ], [ 4868, 3342, 1526, 4868, 3342, 1526 ], [ 0, 85.827298, 0, 0, 85.827298, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309186, -152052, -475376, -580840, -183459, -736562 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5321, "evaluation_days": 1773.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610524800000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759002678536, "expiration_time": 1763586144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "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) |
---|