| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 391099.1616 | 281585.3688 | 109513.7928 | 346001.217 | 960.8033 | 345040.4138 |
| Total P&L (%) | 391.0992 | 281.5854 | 109.5138 | 346.0012 | 0.9608 | 345.0404 |
| Avg Daily Profit (%) | 0.2205 | 0.1587 | 0.0617 | 0.0843 | 0.0005 | 0.0842 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71350 | -68054 | -71816 | -360660 | -471513 | -223128 |
| Profit Factor | 1.5648 | 1.7912 | 1.3254 | 1.1727 | 1.0008 | 1.4231 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
| Profitability (%) | 41.2281 | 43.8596 | 38.5965 | 41.2281 | 43.8596 | 38.5965 |
| Ratio Avg Win / Avg Loss | 2.2307 | 2.2927 | 2.1087 | 1.6717 | 1.281 | 2.264 |
| Largest Winning Trade | 74300 | 74300 | 73537 | 158733 | 152360 | 158733 |
| Largest Losing Trade | -44605 | -44605 | -30661 | -347195 | -347195 | -81073 |
| Avg Bars in Trades | 44 | 47 | 40 | 44 | 47 | 40 |
| Avg Bars in Winners | 76 | 75 | 77 | 76 | 75 | 77 |
| Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
| Bars Traded | 5019 | 2729 | 2290 | 5019 | 2729 | 2290 |
| Profit Streak | 35.1517 | 35.1517 | 35.4851 | 35.1517 | 35.1517 | 35.4851 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305738 | -171235 | -293370 | -111994 | -759404 | -262824 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5322,
"evaluation_days": 1774,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1612742400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759030710377,
"expiration_time": 1763615808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 25,
"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": [
[
391099.1615734394,
281585.3687802123,
109513.7927932269,
346001.2170370765,
960.8032803532,
345040.4137567232
],
[
391.099162,
281.585369,
109.513793,
346.001217,
0.960803,
345.040414
],
[
0.220462,
0.158729,
0.061733,
0.084317,
0.000539,
0.084195
],
[
10,
10,
10,
10,
10,
10
],
[
-71350,
-68054,
-71816,
-360660,
-471513,
-223128
],
[
1.564834,
1.791182,
1.325441,
1.172656,
1.000808,
1.423085
],
[
114,
57,
57,
114,
57,
57
],
[
47,
25,
22,
47,
25,
22
],
[
67,
32,
35,
67,
32,
35
],
[
41.22807,
43.859649,
38.596491,
41.22807,
43.859649,
38.596491
],
[
2.230721,
2.292713,
2.108656,
1.671658,
1.281035,
2.264
],
[
74300,
74300,
73537,
158733,
152360,
158733
],
[
-44605,
-44605,
-30661,
-347195,
-347195,
-81073
],
[
44,
47,
40,
44,
47,
40
],
[
76,
75,
77,
76,
75,
77
],
[
21,
25,
16,
21,
25,
16
],
[
5019,
2729,
2290,
5019,
2729,
2290
],
[
35.15174,
35.15174,
35.485074,
35.15174,
35.15174,
35.485074
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305738,
-171235,
-293370,
-111994,
-759404,
-262824
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5322,
"evaluation_days": 1774,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1612742400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759030710377,
"expiration_time": 1763615808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 25,
"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) |
|---|