Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677897.1096 | 540469.8453 | 137427.2643 | 2954523.535 | 1616219.4819 | 1338304.053 |
Total P&L (%) | 677.8971 | 540.4698 | 137.4273 | 2954.5235 | 1616.2195 | 1338.3041 |
Avg Daily Profit (%) | 0.383 | 0.3054 | 0.0777 | 0.1934 | 0.1608 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84371 | -58909 | -108894 | -544938 | -243374 | -383294 |
Profit Factor | 2.3727 | 3.5053 | 1.4941 | 2.2256 | 2.6101 | 1.9513 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 43.5294 | 47.619 | 39.5349 | 43.5294 | 47.619 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.0781 | 3.8558 | 2.2852 | 2.8873 | 2.8711 | 2.9844 |
Largest Winning Trade | 192919 | 192919 | 78347 | 843871 | 573487 | 843871 |
Largest Losing Trade | -29777 | -29777 | -27901 | -279213 | -224806 | -279213 |
Avg Bars in Trades | 241 | 216 | 266 | 241 | 216 | 266 |
Avg Bars in Winners | 407 | 314 | 517 | 407 | 314 | 517 |
Avg Bars in Losers | 114 | 127 | 102 | 114 | 127 | 102 |
Bars Traded | 20559 | 9099 | 11460 | 20559 | 9099 | 11460 |
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 | 425964 | 531166 | -90910 | 357393 | 424698 | 262950 |
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21238, "evaluation_days": 1769.83, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758830752753, "expiration_time": 1764227289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 196, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 207, "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": [ [ 677897.109622638, 540469.8452942704, 137427.2643283677, 2954523.5349810314, 1616219.481940886, 1338304.0530401466 ], [ 677.89711, 540.469845, 137.427264, 2954.523535, 1616.219482, 1338.304053 ], [ 0.38303, 0.30538, 0.07765, 0.193381, 0.16075, 0.150752 ], [ 10, 10, 10, 10, 10, 10 ], [ -84371, -58909, -108894, -544938, -243374, -383294 ], [ 2.372681, 3.505251, 1.49414, 2.225622, 2.610052, 1.95131 ], [ 85, 42, 43, 85, 42, 43 ], [ 37, 20, 17, 37, 20, 17 ], [ 48, 22, 26, 48, 22, 26 ], [ 43.529412, 47.619048, 39.534884, 43.529412, 47.619048, 39.534884 ], [ 3.078073, 3.855776, 2.285155, 2.887294, 2.871058, 2.984357 ], [ 192919, 192919, 78347, 843871, 573487, 843871 ], [ -29777, -29777, -27901, -279213, -224806, -279213 ], [ 241, 216, 266, 241, 216, 266 ], [ 407, 314, 517, 407, 314, 517 ], [ 114, 127, 102, 114, 127, 102 ], [ 20559, 9099, 11460, 20559, 9099, 11460 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425964, 531166, -90910, 357393, 424698, 262950 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21238, "evaluation_days": 1769.83, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758830752753, "expiration_time": 1764227289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 196, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 207, "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) |
---|