Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671032.6586 | 536899.8535 | 134132.8051 | 1653088.659 | 62558.6319 | 1590530.0271 |
Total P&L (%) | 671.0327 | 536.8999 | 134.1328 | 1653.0887 | 62.5586 | 1590.53 |
Avg Daily Profit (%) | 0.3756 | 0.3005 | 0.0751 | 0.1604 | 0.0272 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139055 | -85955 | -65933 | -6268110 | -4140532 | -2879110 |
Profit Factor | 2.7038 | 3.7319 | 1.6798 | 1.1257 | 1.0094 | 1.2443 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 32.3077 | 30.303 | 34.375 | 32.3077 | 30.303 | 34.375 |
Ratio Avg Win / Avg Loss | 5.6652 | 8.5833 | 3.2069 | 2.3585 | 2.3217 | 2.3756 |
Largest Winning Trade | 240861 | 240861 | 78564 | 2882511 | 2589141 | 2882511 |
Largest Losing Trade | -27102 | -24054 | -27102 | -1632395 | -1273307 | -1632395 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 112 | 96 | 126 | 112 | 96 | 126 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3446 | 1587 | 1859 | 3446 | 1587 | 1859 |
Profit Streak | 13.6491 | 14.1491 | 0 | 13.6491 | 14.1491 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127860 | 312199 | -95624 | -216044 | -373186 | 87418 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3573, "evaluation_days": 1786.5, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1610452800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067285487, "expiration_time": 1764685008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 79, "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": [ [ 671032.6585760314, 536899.8535126369, 134132.8050633946, 1653088.6590025967, 62558.6318622872, 1590530.027140308 ], [ 671.032659, 536.899854, 134.132805, 1653.088659, 62.558632, 1590.530027 ], [ 0.375613, 0.300532, 0.075081, 0.16044, 0.0272, 0.158403 ], [ 10, 10, 10, 10, 10, 10 ], [ -139055, -85955, -65933, -6268110, -4140532, -2879110 ], [ 2.703839, 3.731879, 1.679827, 1.125663, 1.009414, 1.244339 ], [ 65, 33, 32, 65, 33, 32 ], [ 21, 10, 11, 21, 10, 11 ], [ 44, 23, 21, 44, 23, 21 ], [ 32.307692, 30.30303, 34.375, 32.307692, 30.30303, 34.375 ], [ 5.665187, 8.583322, 3.206942, 2.358531, 2.321652, 2.375557 ], [ 240861, 240861, 78564, 2882511, 2589141, 2882511 ], [ -27102, -24054, -27102, -1632395, -1273307, -1632395 ], [ 53, 48, 58, 53, 48, 58 ], [ 112, 96, 126, 112, 96, 126 ], [ 24, 26, 22, 24, 26, 22 ], [ 3446, 1587, 1859, 3446, 1587, 1859 ], [ 13.649137, 14.149138, 0, 13.649138, 14.149138, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -127860, 312199, -95624, -216044, -373186, 87418 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3573, "evaluation_days": 1786.5, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1610452800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067285487, "expiration_time": 1764685008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 79, "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) |
---|