Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381837.2827 | 339299.3263 | 42537.9565 | -84429.1634 | 102279.0217 | -186708.1851 |
Total P&L (%) | 381.8373 | 339.2993 | 42.538 | -84.4292 | 102.279 | -186.7082 |
Avg Daily Profit (%) | 0.2157 | 0.1917 | 0.024 | -0.105 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207994 | -136510 | -139117 | -759922 | -561174 | -339396 |
Profit Factor | 1.3572 | 1.4705 | 1.1224 | 0.9174 | 1.1589 | 0.5066 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 54.0984 | 52.7473 | 55.4348 | 54.0984 | 52.7473 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.1516 | 1.3173 | 0.9023 | 0.7784 | 1.0381 | 0.4073 |
Largest Winning Trade | 131465 | 131465 | 59873 | 398577 | 398577 | 43730 |
Largest Losing Trade | -96253 | -38208 | -96253 | -280324 | -280324 | -215053 |
Avg Bars in Trades | 55 | 78 | 33 | 55 | 78 | 33 |
Avg Bars in Winners | 48 | 64 | 34 | 48 | 64 | 34 |
Avg Bars in Losers | 64 | 94 | 32 | 64 | 94 | 32 |
Bars Traded | 10213 | 7140 | 3073 | 10213 | 7140 | 3073 |
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 | 348422 | 313936 | -249974 | -579288 | -185477 | -580381 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606996800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813840696, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 86, "offset": 167, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 209, "offset": 0, "std": 2.51974 } } }
{ "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": [ [ 381837.2827143159, 339299.3262542122, 42537.9564601035, -84429.1633669574, 102279.0216891778, -186708.1850561349 ], [ 381.837283, 339.299326, 42.537956, -84.429163, 102.279022, -186.708185 ], [ 0.215687, 0.191659, 0.024028, -0.104997, 0.039802, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -207994, -136510, -139117, -759922, -561174, -339396 ], [ 1.357237, 1.470466, 1.122354, 0.917412, 1.158856, 0.506648 ], [ 183, 91, 92, 183, 91, 92 ], [ 99, 48, 51, 99, 48, 51 ], [ 84, 43, 41, 84, 43, 41 ], [ 54.098361, 52.747253, 55.434783, 54.098361, 52.747253, 55.434783 ], [ 1.151595, 1.317292, 0.902285, 0.77841, 1.038142, 0.407305 ], [ 131465, 131465, 59873, 398577, 398577, 43730 ], [ -96253, -38208, -96253, -280324, -280324, -215053 ], [ 55, 78, 33, 55, 78, 33 ], [ 48, 64, 34, 48, 64, 34 ], [ 64, 94, 32, 64, 94, 32 ], [ 10213, 7140, 3073, 10213, 7140, 3073 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348422, 313936, -249974, -579288, -185477, -580381 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606996800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813840696, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 86, "offset": 167, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 209, "offset": 0, "std": 2.51974 } } }
# | 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) |
---|