Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555894.4077 | 465752.7608 | 90141.6469 | 389870.3866 | 202171.2046 | 187699.182 |
Total P&L (%) | 555.8944 | 465.7528 | 90.1416 | 389.8704 | 202.1712 | 187.6992 |
Avg Daily Profit (%) | 0.3137 | 0.2628 | 0.0509 | 0.0897 | 0.0624 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128332 | -82995 | -120115 | -153431 | -150379 | -95245 |
Profit Factor | 1.7598 | 2.292 | 1.2429 | 1.4758 | 1.4402 | 1.5214 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 45.2632 | 43.75 | 46.8085 | 45.2632 | 43.75 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.1281 | 2.9469 | 1.4123 | 1.7847 | 1.8517 | 1.7288 |
Largest Winning Trade | 260874 | 260874 | 73704 | 105368 | 102521 | 105368 |
Largest Losing Trade | -54991 | -45289 | -54991 | -78076 | -78076 | -66544 |
Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Winners | 81 | 86 | 76 | 81 | 86 | 76 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 5158 | 2792 | 2366 | 5158 | 2792 | 2366 |
Profit Streak | 0 | 0 | 321.5518 | 0 | 0 | 321.5518 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387246 | 366467 | -124989 | -72532 | -109879 | -110468 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5317, "evaluation_days": 1772.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610236800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758892477685, "expiration_time": 1763467488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 56, "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": [ [ 555894.4077272594, 465752.7607783625, 90141.6469488974, 389870.3865778575, 202171.2046194655, 187699.181958392 ], [ 555.894408, 465.752761, 90.141647, 389.870387, 202.171205, 187.699182 ], [ 0.313652, 0.262791, 0.050861, 0.089695, 0.062413, 0.059642 ], [ 10, 10, 10, 10, 10, 10 ], [ -128332, -82995, -120115, -153431, -150379, -95245 ], [ 1.759764, 2.29201, 1.242851, 1.475849, 1.440175, 1.52136 ], [ 95, 48, 47, 95, 48, 47 ], [ 43, 21, 22, 43, 21, 22 ], [ 52, 27, 25, 52, 27, 25 ], [ 45.263158, 43.75, 46.808511, 45.263158, 43.75, 46.808511 ], [ 2.128086, 2.94687, 1.412331, 1.784748, 1.851654, 1.728818 ], [ 260874, 260874, 73704, 105368, 102521, 105368 ], [ -54991, -45289, -54991, -78076, -78076, -66544 ], [ 54, 58, 50, 54, 58, 50 ], [ 81, 86, 76, 81, 86, 76 ], [ 32, 36, 27, 32, 36, 27 ], [ 5158, 2792, 2366, 5158, 2792, 2366 ], [ 0, 0, 321.551825, 0, 0, 321.551825 ], [ 0, 0, 7, 0, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 387246, 366467, -124989, -72532, -109879, -110468 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5317, "evaluation_days": 1772.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610236800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758892477685, "expiration_time": 1763467488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 56, "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) |
---|