Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600527.8011 | 472538.3968 | 127989.4044 | 1543728.22 | 466097.8553 | 1077630.3648 |
Total P&L (%) | 600.5278 | 472.5384 | 127.9894 | 1543.7282 | 466.0979 | 1077.6304 |
Avg Daily Profit (%) | 0.3361 | 0.2645 | 0.0716 | 0.1568 | 0.0971 | 0.1381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60992 | -39423 | -86028 | -882494 | -415489 | -467005 |
Profit Factor | 2.3166 | 3.3255 | 1.506 | 1.6981 | 1.4039 | 2.0191 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 37.3333 | 34.2105 | 40.5405 | 37.3333 | 34.2105 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.8886 | 6.3952 | 2.2089 | 2.8504 | 2.6999 | 2.9614 |
Largest Winning Trade | 208248 | 208248 | 75846 | 797430 | 454928 | 797430 |
Largest Losing Trade | -29809 | -22090 | -29809 | -422831 | -275160 | -422831 |
Avg Bars in Trades | 279 | 255 | 304 | 279 | 255 | 304 |
Avg Bars in Winners | 554 | 497 | 603 | 554 | 497 | 603 |
Avg Bars in Losers | 116 | 129 | 100 | 116 | 129 | 100 |
Bars Traded | 20989 | 9712 | 11277 | 20989 | 9712 | 11277 |
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 | -52591 | 302509 | -98510 | -55317 | -67667 | -8063 |
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21440, "evaluation_days": 1786.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607500800000, "last_datapoint_time": 1760176800000, "evaluation_time": 1760184940873, "expiration_time": 1765734048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 241, "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": [ [ 600527.801146064, 472538.3967733376, 127989.4043727264, 1543728.220045183, 466097.8552819709, 1077630.3647632117 ], [ 600.527801, 472.538397, 127.989404, 1543.72822, 466.097855, 1077.630365 ], [ 0.336116, 0.26448, 0.071636, 0.156814, 0.097077, 0.138122 ], [ 10, 10, 10, 10, 10, 10 ], [ -60992, -39423, -86028, -882494, -415489, -467005 ], [ 2.316585, 3.325494, 1.506034, 1.698121, 1.403942, 2.019143 ], [ 75, 38, 37, 75, 38, 37 ], [ 28, 13, 15, 28, 13, 15 ], [ 47, 25, 22, 47, 25, 22 ], [ 37.333333, 34.210526, 40.540541, 37.333333, 34.210526, 40.540541 ], [ 3.888553, 6.395181, 2.20885, 2.850417, 2.699888, 2.96141 ], [ 208248, 208248, 75846, 797430, 454928, 797430 ], [ -29809, -22090, -29809, -422831, -275160, -422831 ], [ 279, 255, 304, 279, 255, 304 ], [ 554, 497, 603, 554, 497, 603 ], [ 116, 129, 100, 116, 129, 100 ], [ 20989, 9712, 11277, 20989, 9712, 11277 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52591, 302509, -98510, -55317, -67667, -8063 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21440, "evaluation_days": 1786.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607500800000, "last_datapoint_time": 1760176800000, "evaluation_time": 1760184940873, "expiration_time": 1765734048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 241, "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) |
---|