Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267827.6278 | 268182.5459 | -354.9181 | 11128.2919 | 70597.1163 | -59468.8244 |
Total P&L (%) | 267.8276 | 268.1825 | -0.3549 | 11.1283 | 70.5971 | -59.4688 |
Avg Daily Profit (%) | 0.1511 | 0.1513 | -0.0002 | 0.006 | 0.0301 | -0.051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84478 | -67547 | -104453 | -137740 | -141349 | -108890 |
Profit Factor | 1.5802 | 2.5651 | 0.9988 | 1.0201 | 1.3048 | 0.8152 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 1.8729 | 3.6339 | 0.9988 | 1.209 | 1.8485 | 0.8152 |
Largest Winning Trade | 149500 | 149500 | 76825 | 98059 | 98059 | 76884 |
Largest Losing Trade | -64775 | -27713 | -64775 | -64775 | -55613 | -64775 |
Avg Bars in Trades | 87 | 77 | 96 | 87 | 77 | 96 |
Avg Bars in Winners | 129 | 105 | 149 | 129 | 105 | 149 |
Avg Bars in Losers | 51 | 58 | 44 | 51 | 58 | 44 |
Bars Traded | 5158 | 2256 | 2902 | 5158 | 2256 | 2902 |
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 | -171036 | 312781 | -580825 | -695093 | -154792 | -580825 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608278400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877251180, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 3.15163 } } }
{ "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": [ [ 267827.6277933609, 268182.5459282731, -354.9181349122, 11128.2919145458, 70597.1163326252, -59468.8244180795 ], [ 267.827628, 268.182546, -0.354918, 11.128292, 70.597116, -59.468824 ], [ 0.151144, 0.151345, -0.0002, 0.005955, 0.030148, -0.050952 ], [ 10, 10, 10, 10, 10, 10 ], [ -84478, -67547, -104453, -137740, -141349, -108890 ], [ 1.580245, 2.565085, 0.998777, 1.020112, 1.304823, 0.815154 ], [ 59, 29, 30, 59, 29, 30 ], [ 27, 12, 15, 27, 12, 15 ], [ 32, 17, 15, 32, 17, 15 ], [ 45.762712, 41.37931, 50, 45.762712, 41.37931, 50 ], [ 1.872883, 3.63387, 0.998777, 1.209021, 1.848499, 0.815154 ], [ 149500, 149500, 76825, 98059, 98059, 76884 ], [ -64775, -27713, -64775, -64775, -55613, -64775 ], [ 87, 77, 96, 87, 77, 96 ], [ 129, 105, 149, 129, 105, 149 ], [ 51, 58, 44, 51, 58, 44 ], [ 5158, 2256, 2902, 5158, 2256, 2902 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171036, 312781, -580825, -695093, -154792, -580825 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608278400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877251180, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 3.15163 } } }
# | 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) |
---|