Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660960.6616 | 469162.0342 | 191798.6274 | 4671845.4019 | 1389043.1978 | 3282802.204 |
Total P&L (%) | 660.9607 | 469.162 | 191.7986 | 4671.8454 | 1389.0432 | 3282.8022 |
Avg Daily Profit (%) | 0.3732 | 0.2649 | 0.1083 | 0.2185 | 0.1526 | 0.199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58858 | -76843 | -53093 | -3263568 | -3823264 | -1545581 |
Profit Factor | 1.7758 | 2.0276 | 1.4851 | 1.2352 | 1.1266 | 1.3693 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 40.201 | 36 | 44.4444 | 40.201 | 36 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6416 | 3.6047 | 1.8564 | 1.8374 | 2.0028 | 1.7117 |
Largest Winning Trade | 116275 | 116275 | 66760 | 1303977 | 1303977 | 1201243 |
Largest Losing Trade | -21382 | -21382 | -20995 | -1251209 | -673129 | -1251209 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3507 | 1848 | 1658 | 3507 | 1848 | 1658 |
Profit Streak | 33.0969 | 33.0969 | 34.5969 | 33.0969 | 33.0969 | 34.5969 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410042 | 256181 | -47711 | 269969 | -77448 | 288619 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853168056, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 660960.6615952123, 469162.0341703325, 191798.6274248799, 4671845.40187133, 1389043.1978339525, 3282802.2040373753 ], [ 660.960662, 469.162034, 191.798627, 4671.845402, 1389.043198, 3282.802204 ], [ 0.373213, 0.264914, 0.1083, 0.218495, 0.152613, 0.199028 ], [ 10, 10, 10, 10, 10, 10 ], [ -58858, -76843, -53093, -3263568, -3823264, -1545581 ], [ 1.775835, 2.027617, 1.485097, 1.235224, 1.126589, 1.369336 ], [ 199, 100, 99, 199, 100, 99 ], [ 80, 36, 44, 80, 36, 44 ], [ 119, 64, 55, 119, 64, 55 ], [ 40.201005, 36, 44.444444, 40.201005, 36, 44.444444 ], [ 2.641554, 3.604653, 1.856372, 1.837396, 2.002825, 1.71167 ], [ 116275, 116275, 66760, 1303977, 1303977, 1201243 ], [ -21382, -21382, -20995, -1251209, -673129, -1251209 ], [ 17, 18, 16, 17, 18, 16 ], [ 30, 35, 26, 30, 35, 26 ], [ 8, 8, 8, 8, 8, 8 ], [ 3507, 1848, 1658, 3507, 1848, 1658 ], [ 33.096852, 33.096852, 34.596852, 33.096852, 33.096852, 34.596852 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410042, 256181, -47711, 269969, -77448, 288619 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853168056, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|