| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 339620.9808 | 311635.3241 | 27985.6567 | -65844.878 | 255731.2784 | -321576.1564 |
| Total P&L (%) | 339.621 | 311.6353 | 27.9857 | -65.8449 | 255.7313 | -321.5762 |
| Avg Daily Profit (%) | 0.1904 | 0.1747 | 0.0157 | -0.0602 | 0.0712 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179436 | -87055 | -124685 | -331559 | -95046 | -337701 |
| Profit Factor | 1.528 | 1.9733 | 1.0866 | 0.9214 | 1.9416 | 0.4317 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
| Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
| Profitability (%) | 54.7945 | 50.6849 | 58.9041 | 54.7945 | 50.6849 | 58.9041 |
| Ratio Avg Win / Avg Loss | 1.2606 | 1.9199 | 0.7581 | 0.7601 | 1.8892 | 0.3012 |
| Largest Winning Trade | 297172 | 297172 | 70963 | 259737 | 259737 | 28481 |
| Largest Losing Trade | -79698 | -44034 | -79698 | -276667 | -55972 | -276667 |
| Avg Bars in Trades | 21 | 18 | 23 | 21 | 18 | 23 |
| Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Losers | 19 | 15 | 25 | 19 | 15 | 25 |
| Bars Traded | 3102 | 1370 | 1732 | 3102 | 1370 | 1732 |
| Profit Streak | 74.6481 | 74.6481 | 85.6481 | 74.6481 | 74.6481 | 85.6481 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 427363 | -59065 | -370862 | -577922 | -164459 | -649573 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3568,
"evaluation_days": 1784,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1616241600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759851192504,
"expiration_time": 1764462528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 238,
"na": 0.64236,
"nb": 0.83836,
"nc": 0.1
}
}
} {
"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": [
[
339620.9808417344,
311635.3241083983,
27985.6567333363,
-65844.8779939158,
255731.2783837548,
-321576.1563776708
],
[
339.620981,
311.635324,
27.985657,
-65.844878,
255.731278,
-321.576156
],
[
0.190371,
0.174683,
0.015687,
-0.060198,
0.071158,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179436,
-87055,
-124685,
-331559,
-95046,
-337701
],
[
1.528021,
1.973265,
1.086643,
0.921377,
1.941638,
0.431737
],
[
146,
73,
73,
146,
73,
73
],
[
80,
37,
43,
80,
37,
43
],
[
66,
36,
30,
66,
36,
30
],
[
54.794521,
50.684932,
58.90411,
54.794521,
50.684932,
58.90411
],
[
1.260618,
1.919933,
0.758123,
0.760136,
1.889161,
0.301212
],
[
297172,
297172,
70963,
259737,
259737,
28481
],
[
-79698,
-44034,
-79698,
-276667,
-55972,
-276667
],
[
21,
18,
23,
21,
18,
23
],
[
22,
22,
22,
22,
22,
22
],
[
19,
15,
25,
19,
15,
25
],
[
3102,
1370,
1732,
3102,
1370,
1732
],
[
74.648061,
74.648061,
85.648061,
74.648061,
74.648061,
85.648061
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
427363,
-59065,
-370862,
-577922,
-164459,
-649573
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3568,
"evaluation_days": 1784,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1616241600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759851192504,
"expiration_time": 1764462528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 238,
"na": 0.64236,
"nb": 0.83836,
"nc": 0.1
}
}
}
| # | 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) |
|---|