| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 329777.8664 | 337403.0384 | -7625.172 | -18281.6456 | 75020.1768 | -93301.8225 |
| Total P&L (%) | 329.7779 | 337.403 | -7.6252 | -18.2816 | 75.0202 | -93.3018 |
| Avg Daily Profit (%) | 0.1863 | 0.1906 | -0.0043 | -0.0114 | 0.0316 | -0.1526 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96640 | -70769 | -145637 | -85229 | -42457 | -109989 |
| Profit Factor | 1.3602 | 1.8606 | 0.9854 | 0.9588 | 1.4028 | 0.6378 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
| Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
| Profitability (%) | 53.2051 | 50 | 56.4103 | 53.2051 | 50 | 56.4103 |
| Ratio Avg Win / Avg Loss | 1.1963 | 1.8606 | 0.7615 | 0.8433 | 1.4028 | 0.4929 |
| Largest Winning Trade | 78319 | 77131 | 78319 | 33965 | 33965 | 29299 |
| Largest Losing Trade | -65519 | -37976 | -65519 | -41332 | -26984 | -41332 |
| Avg Bars in Trades | 44 | 31 | 57 | 44 | 31 | 57 |
| Avg Bars in Winners | 53 | 30 | 73 | 53 | 30 | 73 |
| Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
| Bars Traded | 6910 | 2440 | 4470 | 6910 | 2440 | 4470 |
| 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 | 330773 | -23386 | -614127 | -579545 | -184393 | -614127 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7082,
"evaluation_days": 1770.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1608530400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914446609,
"expiration_time": 1763304336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 129,
"offset": 0
}
},
"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": [
[
329777.866390113,
337403.0384382915,
-7625.1720481785,
-18281.6456116563,
75020.176841455,
-93301.8224531112
],
[
329.777866,
337.403038,
-7.625172,
-18.281646,
75.020177,
-93.301822
],
[
0.186263,
0.190569,
-0.004307,
-0.011402,
0.031619,
-0.152571
],
[
10,
10,
10,
10,
10,
10
],
[
-96640,
-70769,
-145637,
-85229,
-42457,
-109989
],
[
1.360174,
1.860592,
0.985436,
0.958813,
1.402767,
0.637809
],
[
156,
78,
78,
156,
78,
78
],
[
83,
39,
44,
83,
39,
44
],
[
73,
39,
34,
73,
39,
34
],
[
53.205128,
50,
56.410256,
53.205128,
50,
56.410256
],
[
1.196298,
1.860592,
0.761473,
0.843293,
1.402767,
0.492853
],
[
78319,
77131,
78319,
33965,
33965,
29299
],
[
-65519,
-37976,
-65519,
-41332,
-26984,
-41332
],
[
44,
31,
57,
44,
31,
57
],
[
53,
30,
73,
53,
30,
73
],
[
33,
31,
36,
33,
31,
36
],
[
6910,
2440,
4470,
6910,
2440,
4470
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330773,
-23386,
-614127,
-579545,
-184393,
-614127
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7082,
"evaluation_days": 1770.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1608530400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914446609,
"expiration_time": 1763304336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 129,
"offset": 0
}
},
"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) |
|---|