Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474811.1576 | 360877.7106 | 113933.447 | 440254.9847 | 249173.364 | 191081.6206 |
Total P&L (%) | 474.8112 | 360.8777 | 113.9334 | 440.255 | 249.1734 | 191.0816 |
Avg Daily Profit (%) | 0.2667 | 0.2027 | 0.064 | 0.0948 | 0.0703 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90762 | -50102 | -97260 | -314421 | -305215 | -303142 |
Profit Factor | 1.8633 | 2.4378 | 1.381 | 1.2348 | 1.2641 | 1.2051 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 37.7778 | 40 | 35.5556 | 37.7778 | 40 | 35.5556 |
Ratio Avg Win / Avg Loss | 3.069 | 3.6567 | 2.5031 | 2.0338 | 1.8962 | 2.1842 |
Largest Winning Trade | 250824 | 250824 | 64292 | 321542 | 234297 | 321542 |
Largest Losing Trade | -31410 | -31410 | -28264 | -268461 | -268461 | -83302 |
Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Winners | 104 | 94 | 116 | 104 | 94 | 116 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 5016 | 2475 | 2541 | 5016 | 2475 | 2541 |
Profit Streak | 0 | 0 | 56.243 | 0 | 0 | 56.243 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259742 | 304801 | -110761 | -70105 | -101957 | -117125 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5340, "evaluation_days": 1780, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1612252800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759556998533, "expiration_time": 1764149760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 24, "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": [ [ 474811.1575868081, 360877.7105916282, 113933.4469951796, 440254.9846705929, 249173.3640423667, 191081.6206282264 ], [ 474.811158, 360.877711, 113.933447, 440.254985, 249.173364, 191.081621 ], [ 0.266748, 0.20274, 0.064008, 0.094813, 0.070272, 0.060042 ], [ 10, 10, 10, 10, 10, 10 ], [ -90762, -50102, -97260, -314421, -305215, -303142 ], [ 1.863292, 2.437803, 1.381038, 1.234779, 1.264145, 1.205051 ], [ 90, 45, 45, 90, 45, 45 ], [ 34, 18, 16, 34, 18, 16 ], [ 56, 27, 29, 56, 27, 29 ], [ 37.777778, 40, 35.555556, 37.777778, 40, 35.555556 ], [ 3.068951, 3.656705, 2.503131, 2.033753, 1.896218, 2.184155 ], [ 250824, 250824, 64292, 321542, 234297, 321542 ], [ -31410, -31410, -28264, -268461, -268461, -83302 ], [ 55, 55, 56, 55, 55, 56 ], [ 104, 94, 116, 104, 94, 116 ], [ 25, 28, 23, 25, 28, 23 ], [ 5016, 2475, 2541, 5016, 2475, 2541 ], [ 0, 0, 56.243039, 0, 0, 56.243039 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 259742, 304801, -110761, -70105, -101957, -117125 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5340, "evaluation_days": 1780, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1612252800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759556998533, "expiration_time": 1764149760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 24, "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) |
---|