| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 534325.3429 | 447202.0661 | 87123.2768 | 525427.3542 | 803210.3398 | -277782.9856 |
| Total P&L (%) | 534.3253 | 447.2021 | 87.1233 | 525.4274 | 803.2103 | -277.783 |
| Avg Daily Profit (%) | 0.3015 | 0.2524 | 0.0492 | 0.1035 | 0.1243 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139240 | -83986 | -94946 | -1235416 | -649542 | -992606 |
| Profit Factor | 2.2296 | 3.0256 | 1.4075 | 1.1391 | 1.4446 | 0.859 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 40.678 | 36.6667 | 44.8276 | 40.678 | 36.6667 | 44.8276 |
| Ratio Avg Win / Avg Loss | 3.2515 | 5.226 | 1.7324 | 1.6612 | 2.4952 | 1.0573 |
| Largest Winning Trade | 220173 | 220173 | 77878 | 920571 | 920571 | 480029 |
| Largest Losing Trade | -37870 | -36035 | -37870 | -565628 | -334392 | -565628 |
| Avg Bars in Trades | 87 | 68 | 106 | 87 | 68 | 106 |
| Avg Bars in Winners | 148 | 119 | 173 | 148 | 119 | 173 |
| Avg Bars in Losers | 44 | 38 | 51 | 44 | 38 | 51 |
| Bars Traded | 5139 | 2050 | 3089 | 5139 | 2050 | 3089 |
| 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 | -170253 | 310155 | -127464 | -304186 | -29843 | -581177 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5316,
"evaluation_days": 1772,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609286400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872609649,
"expiration_time": 1763437824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 123,
"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": [
[
534325.3428816157,
447202.0661019029,
87123.2767797128,
525427.3541530232,
803210.3397635887,
-277782.9856105655
],
[
534.325343,
447.202066,
87.123277,
525.427354,
803.21034,
-277.782986
],
[
0.301538,
0.252371,
0.049167,
0.103511,
0.124275,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-139240,
-83986,
-94946,
-1235416,
-649542,
-992606
],
[
2.229585,
3.025586,
1.407536,
1.139098,
1.444581,
0.859044
],
[
59,
30,
29,
59,
30,
29
],
[
24,
11,
13,
24,
11,
13
],
[
35,
19,
16,
35,
19,
16
],
[
40.677966,
36.666667,
44.827586,
40.677966,
36.666667,
44.827586
],
[
3.251479,
5.226012,
1.732352,
1.661185,
2.495185,
1.057285
],
[
220173,
220173,
77878,
920571,
920571,
480029
],
[
-37870,
-36035,
-37870,
-565628,
-334392,
-565628
],
[
87,
68,
106,
87,
68,
106
],
[
148,
119,
173,
148,
119,
173
],
[
44,
38,
51,
44,
38,
51
],
[
5139,
2050,
3089,
5139,
2050,
3089
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-170253,
310155,
-127464,
-304186,
-29843,
-581177
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5316,
"evaluation_days": 1772,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609286400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872609649,
"expiration_time": 1763437824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 123,
"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) |
|---|