| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 591694.752 | 427178.1344 | 164516.6176 | 2664625.0524 | 796229.9316 | 1868395.1208 |
| Total P&L (%) | 591.6948 | 427.1781 | 164.5166 | 2664.6251 | 796.2299 | 1868.3951 |
| Avg Daily Profit (%) | 0.3319 | 0.2396 | 0.0923 | 0.1863 | 0.1231 | 0.1673 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -58858 | -76843 | -60597 | -1903250 | -2229653 | -901353 |
| Profit Factor | 1.6812 | 1.9282 | 1.4028 | 1.2232 | 1.1209 | 1.349 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
| Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
| Profitability (%) | 39.3939 | 36.3636 | 42.4242 | 39.3939 | 36.3636 | 42.4242 |
| Ratio Avg Win / Avg Loss | 2.5864 | 3.3744 | 1.9038 | 1.8818 | 1.9615 | 1.8308 |
| Largest Winning Trade | 116275 | 116275 | 66760 | 760454 | 760454 | 700541 |
| Largest Losing Trade | -20995 | -18322 | -20995 | -729680 | -392555 | -729680 |
| Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
| Avg Bars in Winners | 31 | 35 | 27 | 31 | 35 | 27 |
| Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
| Bars Traded | 3526 | 1846 | 1680 | 3526 | 1846 | 1680 |
| Profit Streak | 0 | 44.0217 | 0 | 0 | 44.0217 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343419 | 246944 | -70915 | 210106 | -119497 | 226576 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3566,
"evaluation_days": 1783,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1606824000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759797073435,
"expiration_time": 1764373536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
591694.751996116,
427178.1343800065,
164516.6176161094,
2664625.052377965,
796229.9315617338,
1868395.1208162284
],
[
591.694752,
427.178134,
164.516618,
2664.625052,
796.229932,
1868.395121
],
[
0.331853,
0.239584,
0.09227,
0.186348,
0.123072,
0.167263
],
[
10,
10,
10,
10,
10,
10
],
[
-58858,
-76843,
-60597,
-1903250,
-2229653,
-901353
],
[
1.681158,
1.928231,
1.402779,
1.223164,
1.120885,
1.349002
],
[
198,
99,
99,
198,
99,
99
],
[
78,
36,
42,
78,
36,
42
],
[
120,
63,
57,
120,
63,
57
],
[
39.393939,
36.363636,
42.424242,
39.393939,
36.363636,
42.424242
],
[
2.586397,
3.374404,
1.903772,
1.881791,
1.961548,
1.830789
],
[
116275,
116275,
66760,
760454,
760454,
700541
],
[
-20995,
-18322,
-20995,
-729680,
-392555,
-729680
],
[
17,
18,
16,
17,
18,
16
],
[
31,
35,
27,
31,
35,
27
],
[
9,
8,
9,
9,
8,
9
],
[
3526,
1846,
1680,
3526,
1846,
1680
],
[
0,
44.021683,
0,
0,
44.021683,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343419,
246944,
-70915,
210106,
-119497,
226576
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3566,
"evaluation_days": 1783,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1606824000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759797073435,
"expiration_time": 1764373536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|