Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688950.6311 | 546262.7308 | 142687.9003 | 721407.3916 | -67888.6456 | 789296.0372 |
Total P&L (%) | 688.9506 | 546.2627 | 142.6879 | 721.4074 | -67.8886 | 789.296 |
Avg Daily Profit (%) | 0.3892 | 0.3086 | 0.0806 | 0.119 | -0.0641 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119270 | -110277 | -59451 | -2037593 | -2047716 | -810327 |
Profit Factor | 1.743 | 1.8642 | 1.4835 | 1.0749 | 0.99 | 1.2749 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 57.277 | 51.8868 | 62.6168 | 57.277 | 51.8868 | 62.6168 |
Ratio Avg Win / Avg Loss | 1.3001 | 1.7286 | 0.8857 | 0.8017 | 0.918 | 0.7611 |
Largest Winning Trade | 226375 | 226375 | 32730 | 956548 | 956548 | 380335 |
Largest Losing Trade | -74476 | -74476 | -21304 | -1034594 | -1034594 | -299770 |
Avg Bars in Trades | 48 | 76 | 19 | 48 | 76 | 19 |
Avg Bars in Winners | 35 | 53 | 21 | 35 | 53 | 21 |
Avg Bars in Losers | 64 | 102 | 15 | 64 | 102 | 15 |
Bars Traded | 10235 | 8149 | 2086 | 10235 | 8149 | 2086 |
Profit Streak | 12.4287 | 12.4287 | 14.5954 | 12.4287 | 12.4287 | 14.5954 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558319 | 488166 | -82665 | -169873 | -579721 | -26304 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609027200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758968243378, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 17, "offset": 0, "std": 2.77254 } }, "second_band": { "type": "tema", "factors": { "length": 227, "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": [ [ 688950.6310962528, 546262.7307961145, 142687.9003001374, 721407.3916091716, -67888.6455923356, 789296.0372015083 ], [ 688.950631, 546.262731, 142.6879, 721.407392, -67.888646, 789.296037 ], [ 0.389165, 0.308565, 0.0806, 0.119023, -0.064146, 0.123514 ], [ 10, 10, 10, 10, 10, 10 ], [ -119270, -110277, -59451, -2037593, -2047716, -810327 ], [ 1.743031, 1.864193, 1.483509, 1.074865, 0.989965, 1.274922 ], [ 213, 106, 107, 213, 106, 107 ], [ 122, 55, 67, 122, 55, 67 ], [ 91, 51, 40, 91, 51, 40 ], [ 57.276995, 51.886792, 62.616822, 57.276995, 51.886792, 62.616822 ], [ 1.30013, 1.728615, 0.885677, 0.801743, 0.917968, 0.761147 ], [ 226375, 226375, 32730, 956548, 956548, 380335 ], [ -74476, -74476, -21304, -1034594, -1034594, -299770 ], [ 48, 76, 19, 48, 76, 19 ], [ 35, 53, 21, 35, 53, 21 ], [ 64, 102, 15, 64, 102, 15 ], [ 10235, 8149, 2086, 10235, 8149, 2086 ], [ 12.428743, 12.428743, 14.595409, 12.428743, 12.428743, 14.595409 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 558319, 488166, -82665, -169873, -579721, -26304 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609027200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758968243378, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 17, "offset": 0, "std": 2.77254 } }, "second_band": { "type": "tema", "factors": { "length": 227, "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) |
---|