| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280764.6088 | 332458.6356 | -51694.0269 | 30200.294 | 185805.3205 | -155605.0265 |
| Total P&L (%) | 280.7646 | 332.4586 | -51.694 | 30.2003 | 185.8053 | -155.605 |
| Avg Daily Profit (%) | 0.1578 | 0.1868 | -0.029 | 0.0148 | 0.059 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103035 | -42450 | -86785 | -187362 | -59594 | -189712 |
| Profit Factor | 1.5723 | 4.036 | 0.8644 | 1.0461 | 2.1613 | 0.6853 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
| Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
| Profitability (%) | 52 | 60.5263 | 43.2432 | 52 | 60.5263 | 43.2432 |
| Ratio Avg Win / Avg Loss | 1.4513 | 2.6322 | 1.1345 | 0.9657 | 1.4096 | 0.8995 |
| Largest Winning Trade | 87211 | 87211 | 85499 | 96911 | 51430 | 96911 |
| Largest Losing Trade | -66390 | -26680 | -66390 | -115196 | -58162 | -115196 |
| Avg Bars in Trades | 65 | 11 | 121 | 65 | 11 | 121 |
| Avg Bars in Winners | 87 | 14 | 193 | 87 | 14 | 193 |
| Avg Bars in Losers | 42 | 8 | 66 | 42 | 8 | 66 |
| Bars Traded | 4943 | 455 | 4488 | 4943 | 455 | 4488 |
| Profit Streak | 584.3795 | 801.8795 | 584.3795 | 584.3795 | 801.8795 | 584.3795 |
| Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -50676 | 634039 | -581150 | -407247 | -108093 | -582816 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7119,
"evaluation_days": 1779.75,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1608055200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759525592360,
"expiration_time": 1764127512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 107,
"offset": 0,
"std": 3.45219
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 44,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
280764.6087584493,
332458.6356467141,
-51694.0268882649,
30200.2939751912,
185805.320509837,
-155605.0265346458
],
[
280.764609,
332.458636,
-51.694027,
30.200294,
185.805321,
-155.605027
],
[
0.157755,
0.186801,
-0.029046,
0.014829,
0.059022,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-103035,
-42450,
-86785,
-187362,
-59594,
-189712
],
[
1.572293,
4.036023,
0.864353,
1.046144,
2.161336,
0.685322
],
[
75,
38,
37,
75,
38,
37
],
[
39,
23,
16,
39,
23,
16
],
[
36,
15,
21,
36,
15,
21
],
[
52,
60.526316,
43.243243,
52,
60.526316,
43.243243
],
[
1.451348,
2.632189,
1.134463,
0.965671,
1.409567,
0.899485
],
[
87211,
87211,
85499,
96911,
51430,
96911
],
[
-66390,
-26680,
-66390,
-115196,
-58162,
-115196
],
[
65,
11,
121,
65,
11,
121
],
[
87,
14,
193,
87,
14,
193
],
[
42,
8,
66,
42,
8,
66
],
[
4943,
455,
4488,
4943,
455,
4488
],
[
584.379541,
801.879541,
584.379541,
584.379541,
801.879541,
584.379541
],
[
3,
5,
1,
3,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-50676,
634039,
-581150,
-407247,
-108093,
-582816
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7119,
"evaluation_days": 1779.75,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1608055200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759525592360,
"expiration_time": 1764127512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 107,
"offset": 0,
"std": 3.45219
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 44,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|