| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439578.6415 | 368897.9613 | 70680.6801 | 240013.995 | 111818.4607 | 128195.5343 |
| Total P&L (%) | 439.5786 | 368.898 | 70.6807 | 240.014 | 111.8185 | 128.1955 |
| Avg Daily Profit (%) | 0.2473 | 0.2075 | 0.0398 | 0.0689 | 0.0422 | 0.0464 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111980 | -128622 | -90724 | -801500 | -729125 | -366625 |
| Profit Factor | 1.3444 | 1.5006 | 1.1311 | 1.0489 | 1.0384 | 1.0642 |
| Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
| Winning Trades | 126 | 58 | 68 | 126 | 58 | 68 |
| Losing Trades | 183 | 96 | 87 | 183 | 96 | 87 |
| Profitability (%) | 40.7767 | 37.6623 | 43.871 | 40.7767 | 37.6623 | 43.871 |
| Ratio Avg Win / Avg Loss | 1.9526 | 2.4838 | 1.4471 | 1.5234 | 1.7188 | 1.3615 |
| Largest Winning Trade | 116275 | 116275 | 48939 | 231333 | 231333 | 201137 |
| Largest Losing Trade | -26337 | -26337 | -24134 | -195833 | -174655 | -195833 |
| Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
| Avg Bars in Winners | 17 | 27 | 9 | 17 | 27 | 9 |
| Avg Bars in Losers | 7 | 9 | 4 | 7 | 9 | 4 |
| Bars Traded | 3515 | 2470 | 1045 | 3515 | 2470 | 1045 |
| Profit Streak | 23.1185 | 27.6185 | 23.1185 | 23.1185 | 27.6185 | 23.1185 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 318086 | 246576 | -217459 | -267245 | -316898 | -282131 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3555,
"evaluation_days": 1777.5,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1606824000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759287040124,
"expiration_time": 1763884080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 20,
"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": [
[
439578.641476084,
368897.9613428776,
70680.6801332061,
240013.995014348,
111818.4607485538,
128195.5342657946
],
[
439.578641,
368.897961,
70.68068,
240.013995,
111.818461,
128.195534
],
[
0.247302,
0.207538,
0.039764,
0.068874,
0.042234,
0.046426
],
[
10,
10,
10,
10,
10,
10
],
[
-111980,
-128622,
-90724,
-801500,
-729125,
-366625
],
[
1.344434,
1.500605,
1.131053,
1.04891,
1.038426,
1.064185
],
[
309,
154,
155,
309,
154,
155
],
[
126,
58,
68,
126,
58,
68
],
[
183,
96,
87,
183,
96,
87
],
[
40.776699,
37.662338,
43.870968,
40.776699,
37.662338,
43.870968
],
[
1.952631,
2.483759,
1.447083,
1.523418,
1.718775,
1.361531
],
[
116275,
116275,
48939,
231333,
231333,
201137
],
[
-26337,
-26337,
-24134,
-195833,
-174655,
-195833
],
[
11,
16,
6,
11,
16,
6
],
[
17,
27,
9,
17,
27,
9
],
[
7,
9,
4,
7,
9,
4
],
[
3515,
2470,
1045,
3515,
2470,
1045
],
[
23.11852,
27.61852,
23.11852,
23.11852,
27.61852,
23.11852
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318086,
246576,
-217459,
-267245,
-316898,
-282131
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3555,
"evaluation_days": 1777.5,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1606824000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759287040124,
"expiration_time": 1763884080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 20,
"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) |
|---|