| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 255885.0952 | 263990.9219 | -8105.8268 | -67473.0788 | 94008.2735 | -161481.3522 |
| Total P&L (%) | 255.8851 | 263.9909 | -8.1058 | -67.4731 | 94.0083 | -161.4814 |
| Avg Daily Profit (%) | 0.1445 | 0.1491 | -0.0046 | -0.0634 | 0.0374 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -235491 | -161775 | -145673 | -964949 | -482953 | -816749 |
| Profit Factor | 1.3089 | 1.6277 | 0.9801 | 0.9751 | 1.0731 | 0.8867 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 51.6484 | 47.8261 | 55.5556 | 51.6484 | 47.8261 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.2254 | 1.7756 | 0.7841 | 0.9129 | 1.1706 | 0.7094 |
| Largest Winning Trade | 151145 | 151145 | 65193 | 329253 | 191115 | 329253 |
| Largest Losing Trade | -69088 | -44937 | -69088 | -593244 | -287963 | -593244 |
| Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
| Avg Bars in Winners | 38 | 36 | 39 | 38 | 36 | 39 |
| Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
| Bars Traded | 3410 | 1648 | 1762 | 3410 | 1648 | 1762 |
| Profit Streak | 42.801 | 42.801 | 61.801 | 42.801 | 42.801 | 61.801 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 51252 | 317020 | -579432 | -579334 | -283247 | -579432 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1610020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759000404838,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 100,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05855,
"nb": 0.09234,
"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": [
[
255885.0951514497,
263990.9219378699,
-8105.82678642,
-67473.0787641176,
94008.2734849954,
-161481.352249113
],
[
255.885095,
263.990922,
-8.105827,
-67.473079,
94.008273,
-161.481352
],
[
0.144486,
0.149063,
-0.004577,
-0.063396,
0.037428,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-235491,
-161775,
-145673,
-964949,
-482953,
-816749
],
[
1.308904,
1.627652,
0.980121,
0.97512,
1.073093,
0.886745
],
[
91,
46,
45,
91,
46,
45
],
[
47,
22,
25,
47,
22,
25
],
[
44,
24,
20,
44,
24,
20
],
[
51.648352,
47.826087,
55.555556,
51.648352,
47.826087,
55.555556
],
[
1.225356,
1.775621,
0.784097,
0.912878,
1.170647,
0.709396
],
[
151145,
151145,
65193,
329253,
191115,
329253
],
[
-69088,
-44937,
-69088,
-593244,
-287963,
-593244
],
[
37,
35,
39,
37,
35,
39
],
[
38,
36,
39,
38,
36,
39
],
[
36,
34,
38,
36,
34,
38
],
[
3410,
1648,
1762,
3410,
1648,
1762
],
[
42.800982,
42.800982,
61.800982,
42.800982,
42.800982,
61.800982
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
51252,
317020,
-579432,
-579334,
-283247,
-579432
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1610020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759000404838,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 100,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05855,
"nb": 0.09234,
"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) |
|---|