Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804160.26 | 559870.1616 | 244290.0983 | 11241265.1521 | 2822614.884 | 8418650.2681 |
Total P&L (%) | 804.1603 | 559.8702 | 244.2901 | 11241.2652 | 2822.6149 | 8418.6503 |
Avg Daily Profit (%) | 0.4528 | 0.3152 | 0.1376 | 0.2667 | 0.1902 | 0.2506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66389 | -60434 | -55605 | -2965281 | -3147164 | -2012539 |
Profit Factor | 2.8448 | 3.5645 | 2.1227 | 1.9198 | 1.3615 | 2.9074 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 53.75 | 47.5 | 60 | 53.75 | 47.5 | 60 |
Ratio Avg Win / Avg Loss | 2.4479 | 3.9397 | 1.4151 | 1.6519 | 1.5048 | 1.9383 |
Largest Winning Trade | 267023 | 267023 | 73521 | 3547319 | 3547319 | 3511184 |
Largest Losing Trade | -38868 | -38868 | -27520 | -1418179 | -1418179 | -1218976 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 86 | 92 | 82 | 86 | 92 | 82 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 5089 | 2585 | 2504 | 5089 | 2585 | 2504 |
Profit Streak | 0 | 0 | 49.5014 | 0 | 0 | 49.5014 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7662 | 533553 | -4590 | -11037 | 308908 | 572750 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5328, "evaluation_days": 1776, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1611331200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204920706, "expiration_time": 1763793792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 28, "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": [ [ 804160.2599736176, 559870.1616312347, 244290.0983423831, 11241265.152131889, 2822614.8840180035, 8418650.268113887 ], [ 804.16026, 559.870162, 244.290098, 11241.265152, 2822.614884, 8418.650268 ], [ 0.452793, 0.315242, 0.137551, 0.266742, 0.190218, 0.250586 ], [ 10, 10, 10, 10, 10, 10 ], [ -66389, -60434, -55605, -2965281, -3147164, -2012539 ], [ 2.844813, 3.564517, 2.122712, 1.919756, 1.361488, 2.90739 ], [ 80, 40, 40, 80, 40, 40 ], [ 43, 19, 24, 43, 19, 24 ], [ 37, 21, 16, 37, 21, 16 ], [ 53.75, 47.5, 60, 53.75, 47.5, 60 ], [ 2.447862, 3.939729, 1.415141, 1.651883, 1.504803, 1.93826 ], [ 267023, 267023, 73521, 3547319, 3547319, 3511184 ], [ -38868, -38868, -27520, -1418179, -1418179, -1218976 ], [ 63, 64, 62, 63, 64, 62 ], [ 86, 92, 82, 86, 92, 82 ], [ 36, 39, 33, 36, 39, 33 ], [ 5089, 2585, 2504, 5089, 2585, 2504 ], [ 0, 0, 49.501397, 0, 0, 49.501397 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -7662, 533553, -4590, -11037, 308908, 572750 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5328, "evaluation_days": 1776, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1611331200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204920706, "expiration_time": 1763793792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 28, "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) |
---|