Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315871.5455 | 319371.7309 | -3500.1853 | -18235.7322 | 124463.0241 | -142698.7563 |
Total P&L (%) | 315.8715 | 319.3717 | -3.5002 | -18.2357 | 124.463 | -142.6988 |
Avg Daily Profit (%) | 0.1784 | 0.1804 | -0.002 | -0.0114 | 0.0457 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194659 | -65402 | -184058 | -185753 | -59269 | -184584 |
Profit Factor | 1.3485 | 1.8509 | 0.9934 | 0.9714 | 1.5246 | 0.6428 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 51.4793 | 49.4118 | 53.5714 | 51.4793 | 49.4118 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.271 | 1.8949 | 0.861 | 0.9155 | 1.561 | 0.5571 |
Largest Winning Trade | 129301 | 129301 | 79667 | 54210 | 54210 | 46094 |
Largest Losing Trade | -70268 | -31275 | -70268 | -71161 | -24556 | -71161 |
Avg Bars in Trades | 61 | 45 | 78 | 61 | 45 | 78 |
Avg Bars in Winners | 87 | 59 | 113 | 87 | 59 | 113 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 10440 | 3871 | 6569 | 10440 | 3871 | 6569 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320174 | 374777 | -580644 | -579700 | -129884 | -580644 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608321600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887574886, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 178, "offset": 0 } }, "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": [ [ 315871.545548774, 319371.7308613742, -3500.1853126002, -18235.7322331962, 124463.0241060553, -142698.7563392515 ], [ 315.871546, 319.371731, -3.500185, -18.235732, 124.463024, -142.698756 ], [ 0.178425, 0.180402, -0.001977, -0.011372, 0.045682, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -194659, -65402, -184058, -185753, -59269, -184584 ], [ 1.348466, 1.850855, 0.99341, 0.971359, 1.524649, 0.64277 ], [ 169, 85, 84, 169, 85, 84 ], [ 87, 42, 45, 87, 42, 45 ], [ 82, 43, 39, 82, 43, 39 ], [ 51.47929, 49.411765, 53.571429, 51.47929, 49.411765, 53.571429 ], [ 1.270968, 1.894923, 0.860955, 0.915533, 1.560951, 0.557067 ], [ 129301, 129301, 79667, 54210, 54210, 46094 ], [ -70268, -31275, -70268, -71161, -24556, -71161 ], [ 61, 45, 78, 61, 45, 78 ], [ 87, 59, 113, 87, 59, 113 ], [ 34, 31, 37, 34, 31, 37 ], [ 10440, 3871, 6569, 10440, 3871, 6569 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320174, 374777, -580644, -579700, -129884, -580644 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608321600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887574886, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 178, "offset": 0 } }, "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) |
---|