| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 466643.0818 | 390434.0228 | 76209.0589 | 563751.137 | 434688.2336 | 129062.9034 |
| Total P&L (%) | 466.6431 | 390.434 | 76.2091 | 563.7511 | 434.6882 | 129.0629 |
| Avg Daily Profit (%) | 0.2633 | 0.2203 | 0.043 | 0.1069 | 0.0947 | 0.0468 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85745 | -69774 | -85070 | -284551 | -187229 | -299338 |
| Profit Factor | 2.1067 | 3.4477 | 1.2907 | 1.3805 | 1.768 | 1.141 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
| Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Profitability (%) | 37.2881 | 37.931 | 36.6667 | 37.2881 | 37.931 | 36.6667 |
| Ratio Avg Win / Avg Loss | 3.543 | 5.6417 | 2.2294 | 2.3218 | 2.8932 | 1.9707 |
| Largest Winning Trade | 156917 | 156917 | 76634 | 288239 | 282009 | 288239 |
| Largest Losing Trade | -57198 | -18980 | -57198 | -207633 | -74413 | -207633 |
| Avg Bars in Trades | 87 | 74 | 99 | 87 | 74 | 99 |
| Avg Bars in Winners | 170 | 135 | 205 | 170 | 135 | 205 |
| Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
| Bars Traded | 5134 | 2164 | 2970 | 5134 | 2164 | 2970 |
| 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 | -172552 | 347050 | -139558 | -232929 | -67994 | -200028 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5316,
"evaluation_days": 1772,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608796800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758870551697,
"expiration_time": 1763437824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 100,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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": [
[
466643.0817864046,
390434.0228418901,
76209.0589445144,
563751.1370175555,
434688.233605948,
129062.9034116075
],
[
466.643082,
390.434023,
76.209059,
563.751137,
434.688234,
129.062903
],
[
0.263343,
0.220335,
0.043007,
0.106871,
0.094656,
0.046784
],
[
10,
10,
10,
10,
10,
10
],
[
-85745,
-69774,
-85070,
-284551,
-187229,
-299338
],
[
2.106671,
3.447676,
1.290706,
1.3805,
1.768048,
1.140953
],
[
59,
29,
30,
59,
29,
30
],
[
22,
11,
11,
22,
11,
11
],
[
37,
18,
19,
37,
18,
19
],
[
37.288136,
37.931034,
36.666667,
37.288136,
37.931034,
36.666667
],
[
3.543037,
5.641651,
2.229401,
2.32175,
2.893169,
1.970738
],
[
156917,
156917,
76634,
288239,
282009,
288239
],
[
-57198,
-18980,
-57198,
-207633,
-74413,
-207633
],
[
87,
74,
99,
87,
74,
99
],
[
170,
135,
205,
170,
135,
205
],
[
37,
37,
37,
37,
37,
37
],
[
5134,
2164,
2970,
5134,
2164,
2970
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-172552,
347050,
-139558,
-232929,
-67994,
-200028
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5316,
"evaluation_days": 1772,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608796800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758870551697,
"expiration_time": 1763437824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 100,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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) |
|---|