Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463310.6843 | 398953.7783 | 64356.9059 | 246544.6504 | 150524.2894 | 96020.3611 |
Total P&L (%) | 463.3107 | 398.9538 | 64.3569 | 246.5447 | 150.5243 | 96.0204 |
Avg Daily Profit (%) | 0.2595 | 0.2235 | 0.036 | 0.0696 | 0.0515 | 0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85215 | -74856 | -99944 | -89141 | -56329 | -104433 |
Profit Factor | 1.7682 | 2.5704 | 1.1844 | 1.3768 | 1.5055 | 1.2693 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 42.2222 | 35.5556 | 48.8889 | 42.2222 | 35.5556 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.4197 | 4.6589 | 1.2382 | 1.8841 | 2.7287 | 1.327 |
Largest Winning Trade | 199043 | 199043 | 70621 | 85590 | 81905 | 85590 |
Largest Losing Trade | -57562 | -20872 | -57562 | -42440 | -30642 | -42440 |
Avg Bars in Trades | 77 | 70 | 84 | 77 | 70 | 84 |
Avg Bars in Winners | 127 | 123 | 129 | 127 | 123 | 129 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 6937 | 3151 | 3786 | 6937 | 3151 | 3786 |
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 | 313137 | 258173 | -163189 | -101071 | -127298 | -142998 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1607882400000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759998118466, "expiration_time": 1764616968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 159, "offset": 0, "std": 2.18307 } }, "second_band": { "type": "sinwma", "factors": { "length": 26, "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": [ [ 463310.6842568377, 398953.778314385, 64356.9059424528, 246544.6504275253, 150524.2893705431, 96020.3610569822 ], [ 463.310684, 398.953778, 64.356906, 246.54465, 150.524289, 96.020361 ], [ 0.259521, 0.223472, 0.036049, 0.069641, 0.051456, 0.037708 ], [ 10, 10, 10, 10, 10, 10 ], [ -85215, -74856, -99944, -89141, -56329, -104433 ], [ 1.768243, 2.570441, 1.184383, 1.376806, 1.505467, 1.269335 ], [ 90, 45, 45, 90, 45, 45 ], [ 38, 16, 22, 38, 16, 22 ], [ 52, 29, 23, 52, 29, 23 ], [ 42.222222, 35.555556, 48.888889, 42.222222, 35.555556, 48.888889 ], [ 2.419701, 4.658924, 1.238219, 1.884051, 2.72866, 1.327033 ], [ 199043, 199043, 70621, 85590, 81905, 85590 ], [ -57562, -20872, -57562, -42440, -30642, -42440 ], [ 77, 70, 84, 77, 70, 84 ], [ 127, 123, 129, 127, 123, 129 ], [ 40, 40, 40, 40, 40, 40 ], [ 6937, 3151, 3786, 6937, 3151, 3786 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313137, 258173, -163189, -101071, -127298, -142998 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1607882400000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759998118466, "expiration_time": 1764616968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 159, "offset": 0, "std": 2.18307 } }, "second_band": { "type": "sinwma", "factors": { "length": 26, "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) |
---|