Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488594.6522 | 441117.6804 | 47476.9718 | 361703.3174 | 516762.7777 | -155059.4603 |
Total P&L (%) | 488.5947 | 441.1177 | 47.477 | 361.7033 | 516.7628 | -155.0595 |
Avg Daily Profit (%) | 0.276 | 0.2491 | 0.0268 | 0.0864 | 0.1028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99415 | -97747 | -77271 | -740380 | -619536 | -596641 |
Profit Factor | 1.7923 | 2.5857 | 1.1403 | 1.1114 | 1.3329 | 0.9085 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 44.3114 | 42.1687 | 46.4286 | 44.3114 | 42.1687 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.2525 | 3.5461 | 1.3157 | 1.3968 | 1.828 | 1.0482 |
Largest Winning Trade | 182251 | 182251 | 73811 | 500794 | 500794 | 322884 |
Largest Losing Trade | -33878 | -25175 | -33878 | -236899 | -219352 | -236899 |
Avg Bars in Trades | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Winners | 66 | 65 | 66 | 66 | 65 | 66 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 6841 | 3421 | 3421 | 6841 | 3421 | 3421 |
Profit Streak | 15.9395 | 26.9395 | 15.9395 | 15.9395 | 26.9395 | 15.9395 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427381 | 398112 | -225503 | -175312 | -55826 | -579759 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1608897600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882773328, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 2, "offset": 144 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 488594.6521843206, 441117.6803772441, 47476.9718070764, 361703.3173791431, 516762.7776981419, -155059.460318999 ], [ 488.594652, 441.11768, 47.476972, 361.703317, 516.762778, -155.05946 ], [ 0.275964, 0.249149, 0.026816, 0.08644, 0.10281, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -99415, -97747, -77271, -740380, -619536, -596641 ], [ 1.792288, 2.585701, 1.140256, 1.111423, 1.33294, 0.908471 ], [ 167, 83, 84, 167, 83, 84 ], [ 74, 35, 39, 74, 35, 39 ], [ 93, 48, 45, 93, 48, 45 ], [ 44.311377, 42.168675, 46.428571, 44.311377, 42.168675, 46.428571 ], [ 2.252471, 3.546104, 1.31568, 1.396788, 1.828032, 1.048236 ], [ 182251, 182251, 73811, 500794, 500794, 322884 ], [ -33878, -25175, -33878, -236899, -219352, -236899 ], [ 40, 41, 40, 40, 41, 40 ], [ 66, 65, 66, 66, 65, 66 ], [ 20, 23, 18, 20, 23, 18 ], [ 6841, 3421, 3421, 6841, 3421, 3421 ], [ 15.939506, 26.939506, 15.939506, 15.939506, 26.939506, 15.939506 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427381, 398112, -225503, -175312, -55826, -579759 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1608897600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882773328, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 2, "offset": 144 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|