Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506633.0324 | 398476.8098 | 108156.2226 | 635117.2719 | 510520.5401 | 124596.7318 |
Total P&L (%) | 506.633 | 398.4768 | 108.1562 | 635.1173 | 510.5205 | 124.5967 |
Avg Daily Profit (%) | 0.2862 | 0.2251 | 0.0611 | 0.1127 | 0.1022 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104008 | -99975 | -89792 | -571844 | -539231 | -472365 |
Profit Factor | 1.693 | 2.1844 | 1.2741 | 1.1604 | 1.2675 | 1.0607 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 52.8455 | 50.8197 | 54.8387 | 52.8455 | 50.8197 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.5107 | 2.114 | 1.0492 | 1.0354 | 1.2266 | 0.8735 |
Largest Winning Trade | 146843 | 146843 | 73379 | 392870 | 392870 | 241505 |
Largest Losing Trade | -47517 | -36849 | -47517 | -305761 | -292850 | -305761 |
Avg Bars in Trades | 84 | 84 | 83 | 84 | 84 | 83 |
Avg Bars in Winners | 110 | 114 | 106 | 110 | 114 | 106 |
Avg Bars in Losers | 54 | 54 | 55 | 54 | 54 | 55 |
Bars Traded | 10340 | 5163 | 5177 | 10340 | 5163 | 5177 |
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 | 456381 | -149582 | -264975 | -85480 | -217751 | -440791 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608552000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875332005, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 189, "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": [ [ 506633.0323534863, 398476.8097862956, 108156.2225671904, 635117.2718827672, 510520.5400879924, 124596.731794774 ], [ 506.633032, 398.47681, 108.156223, 635.117272, 510.52054, 124.596732 ], [ 0.28618, 0.225086, 0.061094, 0.112746, 0.102245, 0.045716 ], [ 10, 10, 10, 10, 10, 10 ], [ -104008, -99975, -89792, -571844, -539231, -472365 ], [ 1.692997, 2.184429, 1.274059, 1.160376, 1.267477, 1.060734 ], [ 123, 61, 62, 123, 61, 62 ], [ 65, 31, 34, 65, 31, 34 ], [ 58, 30, 28, 58, 30, 28 ], [ 52.845528, 50.819672, 54.83871, 52.845528, 50.819672, 54.83871 ], [ 1.510674, 2.113964, 1.049225, 1.035413, 1.226591, 0.873545 ], [ 146843, 146843, 73379, 392870, 392870, 241505 ], [ -47517, -36849, -47517, -305761, -292850, -305761 ], [ 84, 84, 83, 84, 84, 83 ], [ 110, 114, 106, 110, 114, 106 ], [ 54, 54, 55, 54, 54, 55 ], [ 10340, 5163, 5177, 10340, 5163, 5177 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456381, -149582, -264975, -85480, -217751, -440791 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608552000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875332005, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 189, "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) |
---|