| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 469815.3436 | 343681.1208 | 126134.2228 | 681566.3085 | 138399.3062 | 543167.0023 |
| Total P&L (%) | 469.8153 | 343.6811 | 126.1342 | 681.5663 | 138.3993 | 543.167 |
| Avg Daily Profit (%) | 0.2652 | 0.194 | 0.0712 | 0.1161 | 0.049 | 0.1051 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76466 | -52851 | -86330 | -497848 | -434780 | -327793 |
| Profit Factor | 1.5478 | 2.0813 | 1.2337 | 1.1938 | 1.0904 | 1.2735 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
| Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
| Profitability (%) | 46.6667 | 41.4634 | 51.8072 | 46.6667 | 41.4634 | 51.8072 |
| Ratio Avg Win / Avg Loss | 1.7689 | 2.9384 | 1.1476 | 1.3644 | 1.5394 | 1.1846 |
| Largest Winning Trade | 100894 | 100894 | 41846 | 264786 | 235104 | 264786 |
| Largest Losing Trade | -36243 | -27963 | -36243 | -211451 | -211451 | -191331 |
| Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Winners | 37 | 40 | 34 | 37 | 40 | 34 |
| Avg Bars in Losers | 26 | 21 | 32 | 26 | 21 | 32 |
| Bars Traded | 5185 | 2411 | 2774 | 5185 | 2411 | 2774 |
| 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 | 376407 | 144963 | -98298 | -45315 | -254837 | -52417 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5315,
"evaluation_days": 1771.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607731200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851074525,
"expiration_time": 1763408160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 69,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 23,
"offset": 0,
"std": 4.3653
}
}
}
{
"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": [
[
469815.3435686737,
343681.120752271,
126134.2228164024,
681566.3084629786,
138399.3062088888,
543167.0022540896
],
[
469.815344,
343.681121,
126.134223,
681.566308,
138.399306,
543.167002
],
[
0.265182,
0.193987,
0.071195,
0.116123,
0.049049,
0.105111
],
[
10,
10,
10,
10,
10,
10
],
[
-76466,
-52851,
-86330,
-497848,
-434780,
-327793
],
[
1.547829,
2.081345,
1.233682,
1.193821,
1.090442,
1.273467
],
[
165,
82,
83,
165,
82,
83
],
[
77,
34,
43,
77,
34,
43
],
[
88,
48,
40,
88,
48,
40
],
[
46.666667,
41.463415,
51.807229,
46.666667,
41.463415,
51.807229
],
[
1.768947,
2.938369,
1.147611,
1.364367,
1.539448,
1.184621
],
[
100894,
100894,
41846,
264786,
235104,
264786
],
[
-36243,
-27963,
-36243,
-211451,
-211451,
-191331
],
[
31,
29,
33,
31,
29,
33
],
[
37,
40,
34,
37,
40,
34
],
[
26,
21,
32,
26,
21,
32
],
[
5185,
2411,
2774,
5185,
2411,
2774
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376407,
144963,
-98298,
-45315,
-254837,
-52417
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5315,
"evaluation_days": 1771.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607731200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851074525,
"expiration_time": 1763408160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 69,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 23,
"offset": 0,
"std": 4.3653
}
}
}
| # | 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) |
|---|