| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 346242.9591 | 303681.6187 | 42561.3404 | 134583.3925 | 130134.3321 | 4449.0605 |
| Total P&L (%) | 346.243 | 303.6816 | 42.5613 | 134.5834 | 130.1343 | 4.4491 |
| Avg Daily Profit (%) | 0.1955 | 0.1715 | 0.024 | 0.0482 | 0.0471 | 0.0025 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108563 | -43229 | -103350 | -113307 | -82476 | -153846 |
| Profit Factor | 1.6522 | 2.8774 | 1.1153 | 1.2081 | 1.5918 | 1.0104 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Profitability (%) | 39.4366 | 41.6667 | 37.1429 | 39.4366 | 41.6667 | 37.1429 |
| Ratio Avg Win / Avg Loss | 2.5374 | 4.0283 | 1.8875 | 1.8553 | 2.2285 | 1.7099 |
| Largest Winning Trade | 105264 | 105264 | 77167 | 136851 | 65797 | 136851 |
| Largest Losing Trade | -54653 | -19490 | -54653 | -72707 | -33395 | -72707 |
| Avg Bars in Trades | 48 | 24 | 72 | 48 | 24 | 72 |
| Avg Bars in Winners | 93 | 40 | 155 | 93 | 40 | 155 |
| Avg Bars in Losers | 18 | 13 | 23 | 18 | 13 | 23 |
| Bars Traded | 3421 | 885 | 2536 | 3421 | 885 | 2536 |
| 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 | -84673 | 356600 | -260338 | -223350 | -130028 | -568266 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1609027200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925097161,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 77,
"offset": 0,
"std": 2.17744
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
346242.9590640721,
303681.6186684405,
42561.3403956316,
134583.3925361297,
130134.3320543528,
4449.0604817769
],
[
346.242959,
303.681619,
42.56134,
134.583393,
130.134332,
4.44906
],
[
0.195507,
0.171475,
0.024032,
0.048156,
0.047074,
0.002458
],
[
10,
10,
10,
10,
10,
10
],
[
-108563,
-43229,
-103350,
-113307,
-82476,
-153846
],
[
1.652242,
2.877355,
1.115314,
1.208101,
1.591774,
1.010424
],
[
71,
36,
35,
71,
36,
35
],
[
28,
15,
13,
28,
15,
13
],
[
43,
21,
22,
43,
21,
22
],
[
39.43662,
41.666667,
37.142857,
39.43662,
41.666667,
37.142857
],
[
2.537372,
4.028297,
1.887455,
1.855298,
2.228484,
1.709948
],
[
105264,
105264,
77167,
136851,
65797,
136851
],
[
-54653,
-19490,
-54653,
-72707,
-33395,
-72707
],
[
48,
24,
72,
48,
24,
72
],
[
93,
40,
155,
93,
40,
155
],
[
18,
13,
23,
18,
13,
23
],
[
3421,
885,
2536,
3421,
885,
2536
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-84673,
356600,
-260338,
-223350,
-130028,
-568266
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1609027200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925097161,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 77,
"offset": 0,
"std": 2.17744
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|