Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363841.0956 | 302093.8892 | 61747.2064 | 183491.1703 | 155180.7283 | 28310.4421 |
Total P&L (%) | 363.8411 | 302.0939 | 61.7472 | 183.4912 | 155.1807 | 28.3104 |
Avg Daily Profit (%) | 0.2049 | 0.1701 | 0.0348 | 0.0587 | 0.0528 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196925 | -98423 | -135133 | -257793 | -204178 | -225125 |
Profit Factor | 1.3767 | 1.6833 | 1.1179 | 1.1059 | 1.197 | 1.0299 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Losing Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Profitability (%) | 46.5714 | 47.4286 | 45.7143 | 46.5714 | 47.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.5794 | 1.8659 | 1.3275 | 1.2687 | 1.3268 | 1.223 |
Largest Winning Trade | 154932 | 154932 | 70901 | 120099 | 120099 | 119566 |
Largest Losing Trade | -38340 | -17695 | -38340 | -96838 | -58201 | -96838 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 88 | 76 | 100 | 88 | 76 | 100 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 20825 | 9598 | 11227 | 20825 | 9598 | 11227 |
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 | 353618 | 356964 | -239180 | -218138 | -126874 | -366258 |
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21312, "evaluation_days": 1776, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607508000000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759257485556, "expiration_time": 1764779270400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 363841.0956008066, 302093.8891694351, 61747.2064313716, 183491.1703434997, 155180.7282640496, 28310.4420794501 ], [ 363.841096, 302.093889, 61.747206, 183.49117, 155.180728, 28.310442 ], [ 0.204865, 0.170098, 0.034768, 0.058689, 0.052762, 0.014037 ], [ 10, 10, 10, 10, 10, 10 ], [ -196925, -98423, -135133, -257793, -204178, -225125 ], [ 1.37666, 1.683337, 1.117865, 1.10586, 1.197044, 1.029933 ], [ 350, 175, 175, 350, 175, 175 ], [ 163, 83, 80, 163, 83, 80 ], [ 187, 92, 95, 187, 92, 95 ], [ 46.571429, 47.428571, 45.714286, 46.571429, 47.428571, 45.714286 ], [ 1.579358, 1.865867, 1.327465, 1.268686, 1.326845, 1.223045 ], [ 154932, 154932, 70901, 120099, 120099, 119566 ], [ -38340, -17695, -38340, -96838, -58201, -96838 ], [ 59, 54, 64, 59, 54, 64 ], [ 88, 76, 100, 88, 76, 100 ], [ 34, 35, 33, 34, 35, 33 ], [ 20825, 9598, 11227, 20825, 9598, 11227 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353618, 356964, -239180, -218138, -126874, -366258 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21312, "evaluation_days": 1776, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607508000000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759257485556, "expiration_time": 1764779270400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|