Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388392.7865 | 227809.7742 | 160583.0124 | 521647.118 | -204657.6108 | 726304.7288 |
Total P&L (%) | 388.3928 | 227.8098 | 160.583 | 521.6471 | -204.6576 | 726.3047 |
Avg Daily Profit (%) | 0.2182 | 0.128 | 0.0902 | 0.1027 | 0 | 0.1187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106134 | -73019 | -63639 | -1351377 | -1082925 | -338800 |
Profit Factor | 1.8247 | 1.8567 | 1.7833 | 1.1416 | 0.9098 | 1.5134 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 41.4414 | 36.3636 | 46.4286 | 41.4414 | 36.3636 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.5784 | 3.2492 | 2.0577 | 1.6132 | 1.5921 | 1.7462 |
Largest Winning Trade | 145806 | 145806 | 58451 | 419679 | 419679 | 417561 |
Largest Losing Trade | -31661 | -31661 | -16926 | -620171 | -620171 | -129058 |
Avg Bars in Trades | 29 | 38 | 21 | 29 | 38 | 21 |
Avg Bars in Winners | 41 | 51 | 33 | 41 | 51 | 33 |
Avg Bars in Losers | 21 | 30 | 11 | 21 | 30 | 11 |
Bars Traded | 3299 | 2094 | 1205 | 3299 | 2094 | 1205 |
Profit Streak | 0 | 9.0803 | 0 | 0 | 9.0803 | 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 | 305390 | -203607 | -250304 | -121825 | -762968 | -212777 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3560, "evaluation_days": 1780, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1616630400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759499738776, "expiration_time": 1764106560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 2.54919 } } }
{ "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": [ [ 388392.7865303113, 227809.7741756162, 160583.0123546951, 521647.1180054287, -204657.6108431694, 726304.7288485984 ], [ 388.392787, 227.809774, 160.583012, 521.647118, -204.657611, 726.304729 ], [ 0.218198, 0.127983, 0.090215, 0.102705, 0, 0.11871 ], [ 10, 10, 10, 10, 10, 10 ], [ -106134, -73019, -63639, -1351377, -1082925, -338800 ], [ 1.824745, 1.856698, 1.783299, 1.141633, 0.909775, 1.513369 ], [ 111, 55, 56, 111, 55, 56 ], [ 46, 20, 26, 46, 20, 26 ], [ 65, 35, 30, 65, 35, 30 ], [ 41.441441, 36.363636, 46.428571, 41.441441, 36.363636, 46.428571 ], [ 2.578444, 3.249221, 2.057652, 1.613178, 1.592106, 1.746195 ], [ 145806, 145806, 58451, 419679, 419679, 417561 ], [ -31661, -31661, -16926, -620171, -620171, -129058 ], [ 29, 38, 21, 29, 38, 21 ], [ 41, 51, 33, 41, 51, 33 ], [ 21, 30, 11, 21, 30, 11 ], [ 3299, 2094, 1205, 3299, 2094, 1205 ], [ 0, 9.08031, 0, 0, 9.08031, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305390, -203607, -250304, -121825, -762968, -212777 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3560, "evaluation_days": 1780, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1616630400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759499738776, "expiration_time": 1764106560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 2.54919 } } }
# | 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) |
---|