| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512143.1224 | 412556.6116 | 99586.5108 | 626093.6635 | 64879.5478 | 561214.1157 |
| Total P&L (%) | 512.1431 | 412.5566 | 99.5865 | 626.0937 | 64.8795 | 561.2141 |
| Avg Daily Profit (%) | 0.2889 | 0.2327 | 0.0562 | 0.1119 | 0.0282 | 0.1066 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126261 | -75984 | -70683 | -1651619 | -1453102 | -912547 |
| Profit Factor | 2.4147 | 3.3661 | 1.5307 | 1.126 | 1.0246 | 1.2411 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Profitability (%) | 46.5517 | 48.2759 | 44.8276 | 46.5517 | 48.2759 | 44.8276 |
| Ratio Avg Win / Avg Loss | 2.7724 | 3.6065 | 1.8839 | 1.2928 | 1.0978 | 1.5275 |
| Largest Winning Trade | 275752 | 275752 | 79419 | 899618 | 847034 | 899618 |
| Largest Losing Trade | -33915 | -25496 | -33915 | -598167 | -598167 | -543287 |
| Avg Bars in Trades | 87 | 86 | 89 | 87 | 86 | 89 |
| Avg Bars in Winners | 140 | 123 | 158 | 140 | 123 | 158 |
| Avg Bars in Losers | 42 | 52 | 32 | 42 | 52 | 32 |
| Bars Traded | 5096 | 2514 | 2582 | 5096 | 2514 | 2582 |
| 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 | -167442 | 490023 | -117362 | -305933 | -349755 | -51469 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5318,
"evaluation_days": 1772.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1610841600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758929224364,
"expiration_time": 1763497152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 177,
"offset": 0,
"a": 0.60979
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
512143.122372358,
412556.6115664256,
99586.5108059323,
626093.6634694606,
64879.5478149183,
561214.1156545414
],
[
512.143122,
412.556612,
99.586511,
626.093663,
64.879548,
561.214116
],
[
0.288911,
0.232732,
0.056179,
0.1119,
0.028213,
0.106614
],
[
10,
10,
10,
10,
10,
10
],
[
-126261,
-75984,
-70683,
-1651619,
-1453102,
-912547
],
[
2.414697,
3.366073,
1.530696,
1.126022,
1.024571,
1.241115
],
[
58,
29,
29,
58,
29,
29
],
[
27,
14,
13,
27,
14,
13
],
[
31,
15,
16,
31,
15,
16
],
[
46.551724,
48.275862,
44.827586,
46.551724,
48.275862,
44.827586
],
[
2.772429,
3.606507,
1.883933,
1.29284,
1.097754,
1.527526
],
[
275752,
275752,
79419,
899618,
847034,
899618
],
[
-33915,
-25496,
-33915,
-598167,
-598167,
-543287
],
[
87,
86,
89,
87,
86,
89
],
[
140,
123,
158,
140,
123,
158
],
[
42,
52,
32,
42,
52,
32
],
[
5096,
2514,
2582,
5096,
2514,
2582
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167442,
490023,
-117362,
-305933,
-349755,
-51469
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5318,
"evaluation_days": 1772.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1610841600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758929224364,
"expiration_time": 1763497152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 177,
"offset": 0,
"a": 0.60979
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|