Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270498.5305 | 296915.6618 | -26417.1313 | -261026.01 | 679074.9625 | -940100.9726 |
Total P&L (%) | 270.4985 | 296.9157 | -26.4171 | -261.026 | 679.075 | -940.101 |
Avg Daily Profit (%) | 0.1527 | 0.1676 | -0.0149 | 0 | 0.1159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213917 | -113959 | -179162 | -1022696 | -121255 | -1123087 |
Profit Factor | 1.3752 | 1.7983 | 0.9243 | 0.8598 | 2.1951 | 0.273 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 22 | 24 | 40 | 20 | 20 |
Losing Trades | 37 | 19 | 18 | 43 | 21 | 22 |
Profitability (%) | 55.4217 | 53.6585 | 57.1429 | 48.1928 | 48.7805 | 47.619 |
Ratio Avg Win / Avg Loss | 1.1062 | 1.5531 | 0.6932 | 0.9243 | 2.3048 | 0.3003 |
Largest Winning Trade | 167400 | 167400 | 51741 | 340402 | 340402 | 80736 |
Largest Losing Trade | -164259 | -77351 | -164259 | -834914 | -114654 | -834914 |
Avg Bars in Trades | 58 | 73 | 44 | 58 | 73 | 44 |
Avg Bars in Winners | 51 | 63 | 40 | 51 | 80 | 21 |
Avg Bars in Losers | 67 | 85 | 49 | 65 | 66 | 65 |
Bars Traded | 4870 | 3002 | 1868 | 4870 | 3002 | 1868 |
Profit Streak | 0 | 0 | 0 | 181.3756 | 192.3756 | 181.3756 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258671 | 405531 | -579808 | -581787 | -33500 | -581075 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877252087, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 225, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 270498.5304842031, 296915.6617578171, -26417.131273614, -261026.0100313477, 679074.9625496579, -940100.9725810057 ], [ 270.49853, 296.915662, -26.417131, -261.02601, 679.074963, -940.100973 ], [ 0.152652, 0.16756, -0.014908, 0, 0.115921, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -213917, -113959, -179162, -1022696, -121255, -1123087 ], [ 1.375246, 1.798285, 0.924288, 0.859767, 2.19507, 0.273015 ], [ 83, 41, 42, 83, 41, 42 ], [ 46, 22, 24, 40, 20, 20 ], [ 37, 19, 18, 43, 21, 22 ], [ 55.421687, 53.658537, 57.142857, 48.192771, 48.780488, 47.619048 ], [ 1.106176, 1.553064, 0.693216, 0.92425, 2.304824, 0.300316 ], [ 167400, 167400, 51741, 340402, 340402, 80736 ], [ -164259, -77351, -164259, -834914, -114654, -834914 ], [ 58, 73, 44, 58, 73, 44 ], [ 51, 63, 40, 51, 80, 21 ], [ 67, 85, 49, 65, 66, 65 ], [ 4870, 3002, 1868, 4870, 3002, 1868 ], [ 0, 0, 0, 181.375603, 192.375603, 181.375603 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 258671, 405531, -579808, -581787, -33500, -581075 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877252087, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 225, "offset": 0, "scalar": 2 } } }
# | 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) |
---|