Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9702.883 | 35953.2722 | -26250.3892 | 1900433.5253 | 163672.158 | 1736761.3673 |
Total P&L (%) | 9.7029 | 35.9533 | -26.2504 | 1900.4335 | 163.6722 | 1736.7614 |
Avg Daily Profit (%) | 0.0055 | 0.0203 | -0.0148 | 0.1692 | 0.0547 | 0.1644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274390 | -29775 | -271040 | -1978201 | -324541 | -2024904 |
Profit Factor | 1.0195 | 1.4748 | 0.9378 | 1.6116 | 1.2196 | 1.7353 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 45 | 21 | 24 | 35 | 18 | 17 |
Losing Trades | 16 | 10 | 6 | 26 | 13 | 13 |
Profitability (%) | 73.7705 | 67.7419 | 80 | 57.377 | 58.0645 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.3625 | 0.7023 | 0.2345 | 1.1972 | 0.8808 | 1.327 |
Largest Winning Trade | 47595 | 13323 | 47595 | 2153462 | 187037 | 2153462 |
Largest Losing Trade | -247218 | -22744 | -247218 | -1002702 | -167676 | -1002702 |
Avg Bars in Trades | 71 | 4 | 140 | 71 | 4 | 140 |
Avg Bars in Winners | 37 | 2 | 67 | 77 | 4 | 155 |
Avg Bars in Losers | 167 | 7 | 433 | 62 | 4 | 121 |
Bars Traded | 4345 | 127 | 4218 | 4345 | 127 | 4218 |
Profit Streak | 174.0423 | 174.0423 | 531.3756 | 174.0423 | 174.0423 | 531.3756 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713994 | -165729 | -575532 | -154360 | -120042 | 436751 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610553600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877253906, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 62, "offset": 0, "std": 2.03911 } } }
{ "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": [ [ 9702.8829955531, 35953.2722197899, -26250.3892242368, 1900433.5253234927, 163672.1580301961, 1736761.3672932966 ], [ 9.702883, 35.953272, -26.250389, 1900.433525, 163.672158, 1736.761367 ], [ 0.005476, 0.02029, -0.014814, 0.169215, 0.054729, 0.164389 ], [ 10, 10, 10, 10, 10, 10 ], [ -274390, -29775, -271040, -1978201, -324541, -2024904 ], [ 1.019483, 1.474753, 0.937836, 1.611622, 1.219618, 1.73531 ], [ 61, 31, 30, 61, 31, 30 ], [ 45, 21, 24, 35, 18, 17 ], [ 16, 10, 6, 26, 13, 13 ], [ 73.770492, 67.741935, 80, 57.377049, 58.064516, 56.666667 ], [ 0.362483, 0.702263, 0.234459, 1.197205, 0.880835, 1.327002 ], [ 47595, 13323, 47595, 2153462, 187037, 2153462 ], [ -247218, -22744, -247218, -1002702, -167676, -1002702 ], [ 71, 4, 140, 71, 4, 140 ], [ 37, 2, 67, 77, 4, 155 ], [ 167, 7, 433, 62, 4, 121 ], [ 4345, 127, 4218, 4345, 127, 4218 ], [ 174.042291, 174.042291, 531.375624, 174.042291, 174.042291, 531.375624 ], [ 2, 1, 7, 2, 1, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -713994, -165729, -575532, -154360, -120042, 436751 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610553600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877253906, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 62, "offset": 0, "std": 2.03911 } } }
# | 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) |
---|