| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 598574.9873 | 469981.9184 | 128593.0688 | 1235482.2202 | 843327.3079 | 392154.9123 |
| Total P&L (%) | 598.575 | 469.9819 | 128.5931 | 1235.4822 | 843.3273 | 392.1549 |
| Avg Daily Profit (%) | 0.3382 | 0.2656 | 0.0727 | 0.1466 | 0.1269 | 0.0901 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141120 | -92999 | -132870 | -4553690 | -2928739 | -2434578 |
| Profit Factor | 1.4207 | 1.7492 | 1.1617 | 1.0526 | 1.0755 | 1.0319 |
| Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
| Winning Trades | 140 | 72 | 68 | 140 | 72 | 68 |
| Losing Trades | 234 | 115 | 119 | 234 | 115 | 119 |
| Profitability (%) | 37.4332 | 38.5027 | 36.3636 | 37.4332 | 38.5027 | 36.3636 |
| Ratio Avg Win / Avg Loss | 2.3746 | 2.7938 | 2.0329 | 1.7594 | 1.7178 | 1.8058 |
| Largest Winning Trade | 100407 | 100407 | 56801 | 1427355 | 1427355 | 1174442 |
| Largest Losing Trade | -34487 | -15374 | -34487 | -1123131 | -541021 | -1123131 |
| Avg Bars in Trades | 55 | 57 | 54 | 55 | 57 | 54 |
| Avg Bars in Winners | 91 | 88 | 94 | 91 | 88 | 94 |
| Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
| Bars Traded | 20932 | 10727 | 10205 | 20932 | 10727 | 10205 |
| Profit Streak | 9.6518 | 26.5684 | 0 | 9.6518 | 26.5684 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319848 | 304790 | -142408 | -160784 | -162608 | -261943 |
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21238,
"evaluation_days": 1769.83,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607061600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759030713125,
"expiration_time": 1764227289600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 37,
"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": [
[
598574.987275779,
469981.918448941,
128593.0688268383,
1235482.2202289782,
843327.3079443906,
392154.9122845891
],
[
598.574987,
469.981918,
128.593069,
1235.48222,
843.327308,
392.154912
],
[
0.33821,
0.265552,
0.072658,
0.146555,
0.126886,
0.090084
],
[
10,
10,
10,
10,
10,
10
],
[
-141120,
-92999,
-132870,
-4553690,
-2928739,
-2434578
],
[
1.420695,
1.749182,
1.161651,
1.05262,
1.075497,
1.03186
],
[
374,
187,
187,
374,
187,
187
],
[
140,
72,
68,
140,
72,
68
],
[
234,
115,
119,
234,
115,
119
],
[
37.433155,
38.502674,
36.363636,
37.433155,
38.502674,
36.363636
],
[
2.374591,
2.793833,
2.03289,
1.75938,
1.717808,
1.805754
],
[
100407,
100407,
56801,
1427355,
1427355,
1174442
],
[
-34487,
-15374,
-34487,
-1123131,
-541021,
-1123131
],
[
55,
57,
54,
55,
57,
54
],
[
91,
88,
94,
91,
88,
94
],
[
34,
37,
31,
34,
37,
31
],
[
20932,
10727,
10205,
20932,
10727,
10205
],
[
9.651772,
26.568439,
0,
9.651772,
26.568439,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319848,
304790,
-142408,
-160784,
-162608,
-261943
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21238,
"evaluation_days": 1769.83,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607061600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759030713125,
"expiration_time": 1764227289600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 37,
"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) |
|---|