Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438489.9446 | 346557.0799 | 91932.8646 | 275228.9612 | 203002.8309 | 72226.1303 |
Total P&L (%) | 438.4899 | 346.5571 | 91.9329 | 275.229 | 203.0028 | 72.2261 |
Avg Daily Profit (%) | 0.2454 | 0.194 | 0.0515 | 0.074 | 0.0621 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78230 | -83459 | -107860 | -210332 | -203851 | -215615 |
Profit Factor | 1.6944 | 2.1 | 1.2905 | 1.2371 | 1.3482 | 1.125 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 44.7917 | 41.6667 | 47.9167 | 44.7917 | 41.6667 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.0884 | 2.9401 | 1.4027 | 1.5248 | 1.8875 | 1.2228 |
Largest Winning Trade | 151602 | 151602 | 67233 | 115930 | 115930 | 102936 |
Largest Losing Trade | -69375 | -28467 | -69375 | -157911 | -65506 | -157911 |
Avg Bars in Trades | 108 | 104 | 112 | 108 | 104 | 112 |
Avg Bars in Winners | 164 | 172 | 157 | 164 | 172 | 157 |
Avg Bars in Losers | 63 | 56 | 71 | 63 | 56 | 71 |
Bars Traded | 10420 | 5023 | 5397 | 10420 | 5023 | 5397 |
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 | 340205 | 302788 | -124895 | -95045 | -111714 | -236021 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10720, "evaluation_days": 1786.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607515200000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760130150591, "expiration_time": 1764757440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 90, "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": [ [ 438489.9445603841, 346557.0799269773, 91932.8646334067, 275228.9612254017, 203002.8309121603, 72226.1303132414 ], [ 438.489945, 346.55708, 91.932865, 275.228961, 203.002831, 72.22613 ], [ 0.245423, 0.193968, 0.051455, 0.07404, 0.062066, 0.030432 ], [ 10, 10, 10, 10, 10, 10 ], [ -78230, -83459, -107860, -210332, -203851, -215615 ], [ 1.694391, 2.100044, 1.290527, 1.237065, 1.348209, 1.124961 ], [ 96, 48, 48, 96, 48, 48 ], [ 43, 20, 23, 43, 20, 23 ], [ 53, 28, 25, 53, 28, 25 ], [ 44.791667, 41.666667, 47.916667, 44.791667, 41.666667, 47.916667 ], [ 2.088435, 2.940061, 1.402747, 1.524755, 1.887492, 1.222783 ], [ 151602, 151602, 67233, 115930, 115930, 102936 ], [ -69375, -28467, -69375, -157911, -65506, -157911 ], [ 108, 104, 112, 108, 104, 112 ], [ 164, 172, 157, 164, 172, 157 ], [ 63, 56, 71, 63, 56, 71 ], [ 10420, 5023, 5397, 10420, 5023, 5397 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340205, 302788, -124895, -95045, -111714, -236021 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10720, "evaluation_days": 1786.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607515200000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760130150591, "expiration_time": 1764757440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 90, "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) |
---|