Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390728.3866 | 379411.0992 | 11317.2874 | -23680.5641 | 626033.8925 | -649714.4566 |
Total P&L (%) | 390.7284 | 379.4111 | 11.3173 | -23.6806 | 626.0339 | -649.7145 |
Avg Daily Profit (%) | 0.2205 | 0.2141 | 0.0064 | -0.0152 | 0.1119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222544 | -105545 | -203290 | -2470714 | -1301621 | -1967954 |
Profit Factor | 1.4799 | 2.1294 | 1.0237 | 0.9963 | 1.2579 | 0.836 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 56.383 | 53.1915 | 59.5745 | 56.383 | 53.1915 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.1448 | 1.8738 | 0.6946 | 0.7707 | 1.107 | 0.5673 |
Largest Winning Trade | 183696 | 183696 | 56927 | 1021416 | 1021416 | 811698 |
Largest Losing Trade | -59412 | -35297 | -59412 | -1336295 | -548373 | -1336295 |
Avg Bars in Trades | 54 | 46 | 62 | 54 | 46 | 62 |
Avg Bars in Winners | 50 | 42 | 57 | 50 | 42 | 57 |
Avg Bars in Losers | 59 | 50 | 70 | 59 | 50 | 70 |
Bars Traded | 5112 | 2178 | 2934 | 5112 | 2178 | 2934 |
Profit Streak | 42.8852 | 42.8852 | 61.5518 | 42.8852 | 42.8852 | 61.5518 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397593 | 462172 | -503370 | -578712 | -42293 | -578895 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5317, "evaluation_days": 1772.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609372800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758892479404, "expiration_time": 1763467488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "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": [ [ 390728.3866373266, 379411.0991992432, 11317.2874380829, -23680.5640973725, 626033.8924812984, -649714.4565786704 ], [ 390.728387, 379.411099, 11.317287, -23.680564, 626.033892, -649.714457 ], [ 0.22046, 0.214075, 0.006386, -0.015247, 0.111917, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -222544, -105545, -203290, -2470714, -1301621, -1967954 ], [ 1.479867, 2.129356, 1.023662, 0.996293, 1.257926, 0.835993 ], [ 94, 47, 47, 94, 47, 47 ], [ 53, 25, 28, 53, 25, 28 ], [ 41, 22, 19, 41, 22, 19 ], [ 56.382979, 53.191489, 59.574468, 56.382979, 53.191489, 59.574468 ], [ 1.144803, 1.873833, 0.694628, 0.770718, 1.106975, 0.567281 ], [ 183696, 183696, 56927, 1021416, 1021416, 811698 ], [ -59412, -35297, -59412, -1336295, -548373, -1336295 ], [ 54, 46, 62, 54, 46, 62 ], [ 50, 42, 57, 50, 42, 57 ], [ 59, 50, 70, 59, 50, 70 ], [ 5112, 2178, 2934, 5112, 2178, 2934 ], [ 42.885178, 42.885178, 61.551845, 42.885178, 42.885178, 61.551845 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397593, 462172, -503370, -578712, -42293, -578895 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5317, "evaluation_days": 1772.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609372800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758892479404, "expiration_time": 1763467488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "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) |
---|