| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 530800.6924 | 414700.6938 | 116099.9986 | 818760.6244 | 1594001.5565 | -775240.9321 |
| Total P&L (%) | 530.8007 | 414.7007 | 116.1 | 818.7606 | 1594.0016 | -775.2409 |
| Avg Daily Profit (%) | 0.2997 | 0.2342 | 0.0656 | 0.1253 | 0.1599 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103673 | -81672 | -84138 | -1928281 | -684363 | -1535910 |
| Profit Factor | 2.4682 | 4.2977 | 1.4924 | 1.2119 | 2.5608 | 0.7273 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
| Ratio Avg Win / Avg Loss | 2.6445 | 5.2894 | 1.3929 | 1.2985 | 3.1518 | 0.6788 |
| Largest Winning Trade | 182173 | 182173 | 77872 | 990135 | 990135 | 526420 |
| Largest Losing Trade | -58058 | -26400 | -58058 | -1351324 | -257719 | -1351324 |
| Avg Bars in Trades | 58 | 53 | 64 | 58 | 53 | 64 |
| Avg Bars in Winners | 88 | 77 | 97 | 88 | 77 | 97 |
| Avg Bars in Losers | 30 | 33 | 28 | 30 | 33 | 28 |
| Bars Traded | 3403 | 1547 | 1856 | 3403 | 1547 | 1856 |
| Profit Streak | 0 | 37.5968 | 0 | 0 | 37.5968 | 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 | -166576 | 492164 | -103970 | -205934 | 398011 | -580609 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611446400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853159221,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 65,
"offset": 61
}
},
"second_band": {
"type": "hilo",
"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": [
[
530800.6924405467,
414700.6938340145,
116099.9986065321,
818760.6243996568,
1594001.5565418238,
-775240.9321421672
],
[
530.800692,
414.700694,
116.099999,
818.760624,
1594.001557,
-775.240932
],
[
0.299718,
0.234162,
0.065556,
0.12531,
0.159906,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-103673,
-81672,
-84138,
-1928281,
-684363,
-1535910
],
[
2.468188,
4.297655,
1.492412,
1.211917,
2.560834,
0.727253
],
[
58,
29,
29,
58,
29,
29
],
[
28,
13,
15,
28,
13,
15
],
[
30,
16,
14,
30,
16,
14
],
[
48.275862,
44.827586,
51.724138,
48.275862,
44.827586,
51.724138
],
[
2.644487,
5.289421,
1.392918,
1.298482,
3.151796,
0.678769
],
[
182173,
182173,
77872,
990135,
990135,
526420
],
[
-58058,
-26400,
-58058,
-1351324,
-257719,
-1351324
],
[
58,
53,
64,
58,
53,
64
],
[
88,
77,
97,
88,
77,
97
],
[
30,
33,
28,
30,
33,
28
],
[
3403,
1547,
1856,
3403,
1547,
1856
],
[
0,
37.59675,
0,
0,
37.59675,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166576,
492164,
-103970,
-205934,
398011,
-580609
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611446400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853159221,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 65,
"offset": 61
}
},
"second_band": {
"type": "hilo",
"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) |
|---|