Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566900.439 | 495948.2735 | 70952.1656 | 456651.6639 | 852289.808 | -395638.1441 |
Total P&L (%) | 566.9004 | 495.9483 | 70.9522 | 456.6517 | 852.2898 | -395.6381 |
Avg Daily Profit (%) | 0.3202 | 0.2801 | 0.0401 | 0.097 | 0.1274 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96535 | -44511 | -90158 | -709767 | -383396 | -763150 |
Profit Factor | 2.347 | 4.1311 | 1.2703 | 1.1995 | 2.1122 | 0.7402 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 50.7692 | 53.125 | 48.4848 | 50.7692 | 53.125 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.2758 | 3.645 | 1.3497 | 1.1631 | 1.8637 | 0.7865 |
Largest Winning Trade | 229568 | 229568 | 83057 | 451979 | 451979 | 320736 |
Largest Losing Trade | -75891 | -30047 | -75891 | -666084 | -130884 | -666084 |
Avg Bars in Trades | 158 | 138 | 178 | 158 | 138 | 178 |
Avg Bars in Winners | 234 | 175 | 297 | 234 | 175 | 297 |
Avg Bars in Losers | 80 | 96 | 65 | 80 | 96 | 65 |
Bars Traded | 10307 | 4427 | 5880 | 10307 | 4427 | 5880 |
Profit Streak | 0 | 33.4693 | 0 | 0 | 33.4693 | 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 | -122365 | 589599 | -140080 | -200435 | -17612 | -581392 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608984000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043748128, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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": [ [ 566900.4390413556, 495948.2734836728, 70952.1655576831, 456651.6638963639, 852289.8079525583, -395638.1440561946 ], [ 566.900439, 495.948273, 70.952166, 456.651664, 852.289808, -395.638144 ], [ 0.320223, 0.280145, 0.040078, 0.097022, 0.127385, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -96535, -44511, -90158, -709767, -383396, -763150 ], [ 2.346956, 4.131053, 1.270316, 1.199487, 2.112223, 0.740196 ], [ 65, 32, 33, 65, 32, 33 ], [ 33, 17, 16, 33, 17, 16 ], [ 32, 15, 17, 32, 15, 17 ], [ 50.769231, 53.125, 48.484848, 50.769231, 53.125, 48.484848 ], [ 2.275836, 3.645047, 1.349711, 1.163139, 1.863726, 0.786458 ], [ 229568, 229568, 83057, 451979, 451979, 320736 ], [ -75891, -30047, -75891, -666084, -130884, -666084 ], [ 158, 138, 178, 158, 138, 178 ], [ 234, 175, 297, 234, 175, 297 ], [ 80, 96, 65, 80, 96, 65 ], [ 10307, 4427, 5880, 10307, 4427, 5880 ], [ 0, 33.469307, 0, 0, 33.469307, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -122365, 589599, -140080, -200435, -17612, -581392 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608984000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043748128, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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) |
---|