Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371975.5205 | 353265.5325 | 18709.988 | 79180.1872 | 221295.0816 | -142114.8944 |
Total P&L (%) | 371.9755 | 353.2655 | 18.71 | 79.1802 | 221.2951 | -142.1149 |
Avg Daily Profit (%) | 0.2093 | 0.1988 | 0.0105 | 0.0328 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97737 | -66340 | -86880 | -322329 | -178003 | -263110 |
Profit Factor | 1.5868 | 2.1865 | 1.0557 | 1.0571 | 1.3457 | 0.8095 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 44.6809 | 40.4255 | 48.9362 | 44.6809 | 40.4255 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.9646 | 3.2222 | 1.1016 | 1.3088 | 1.9831 | 0.8447 |
Largest Winning Trade | 151417 | 151417 | 71085 | 243409 | 243409 | 95830 |
Largest Losing Trade | -36819 | -26162 | -36819 | -107531 | -87915 | -107531 |
Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Winners | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 6872 | 3317 | 3555 | 6872 | 3317 | 3555 |
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 | 317885 | 292622 | -346159 | -308549 | -107381 | -581110 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7109, "evaluation_days": 1777.25, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1609264800000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759323018340, "expiration_time": 1763905032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 51, "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": [ [ 371975.5204674476, 353265.5324815152, 18709.9879859324, 79180.1872076385, 221295.0816493093, -142114.8944416709 ], [ 371.97552, 353.265532, 18.709988, 79.180187, 221.295082, -142.114894 ], [ 0.209298, 0.198771, 0.010527, 0.032821, 0.065695, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -97737, -66340, -86880, -322329, -178003, -263110 ], [ 1.586782, 2.186499, 1.055654, 1.057128, 1.345684, 0.80946 ], [ 94, 47, 47, 94, 47, 47 ], [ 42, 19, 23, 42, 19, 23 ], [ 52, 28, 24, 52, 28, 24 ], [ 44.680851, 40.425532, 48.93617, 44.680851, 40.425532, 48.93617 ], [ 1.964587, 3.22221, 1.101552, 1.308825, 1.983113, 0.844654 ], [ 151417, 151417, 71085, 243409, 243409, 95830 ], [ -36819, -26162, -36819, -107531, -87915, -107531 ], [ 73, 70, 75, 73, 70, 75 ], [ 109, 107, 111, 109, 107, 111 ], [ 43, 45, 41, 43, 45, 41 ], [ 6872, 3317, 3555, 6872, 3317, 3555 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317885, 292622, -346159, -308549, -107381, -581110 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7109, "evaluation_days": 1777.25, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1609264800000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759323018340, "expiration_time": 1763905032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 51, "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) |
---|