| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 413932.3584 | 337122.8354 | 76809.523 | 270577.5831 | 276214.7202 | -5637.1371 |
| Total P&L (%) | 413.9324 | 337.1228 | 76.8095 | 270.5776 | 276.2147 | -5.6371 |
| Avg Daily Profit (%) | 0.2338 | 0.1904 | 0.0434 | 0.074 | 0.0749 | -0.0033 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104816 | -98550 | -67994 | -609798 | -410875 | -303122 |
| Profit Factor | 1.4703 | 1.7897 | 1.1695 | 1.0918 | 1.1926 | 0.9963 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
| Profitability (%) | 43.7909 | 40.2597 | 47.3684 | 43.7909 | 40.2597 | 47.3684 |
| Ratio Avg Win / Avg Loss | 1.8872 | 2.6556 | 1.2994 | 1.4015 | 1.7697 | 1.107 |
| Largest Winning Trade | 103782 | 103782 | 67952 | 207984 | 207984 | 184865 |
| Largest Losing Trade | -46316 | -29172 | -46316 | -280166 | -140244 | -280166 |
| Avg Bars in Trades | 68 | 70 | 67 | 68 | 70 | 67 |
| Avg Bars in Winners | 101 | 110 | 94 | 101 | 110 | 94 |
| Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
| Bars Traded | 10509 | 5417 | 5092 | 10509 | 5417 | 5092 |
| Profit Streak | 38.8571 | 38.8571 | 49.3571 | 38.8571 | 38.8571 | 49.3571 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342760 | -34266 | -218985 | -214241 | -145716 | -629029 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606924800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758933249831,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 81,
"offset": 0,
"std": 1.35665
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 65,
"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": [
[
413932.3583591453,
337122.8353851613,
76809.5229739843,
270577.5830743839,
276214.7202018875,
-5637.1371275037
],
[
413.932358,
337.122835,
76.809523,
270.577583,
276.21472,
-5.637137
],
[
0.233816,
0.190429,
0.043387,
0.074019,
0.074872,
-0.003277
],
[
10,
10,
10,
10,
10,
10
],
[
-104816,
-98550,
-67994,
-609798,
-410875,
-303122
],
[
1.470298,
1.789672,
1.16947,
1.091841,
1.192615,
0.996272
],
[
153,
77,
76,
153,
77,
76
],
[
67,
31,
36,
67,
31,
36
],
[
86,
46,
40,
86,
46,
40
],
[
43.79085,
40.25974,
47.368421,
43.79085,
40.25974,
47.368421
],
[
1.887248,
2.655642,
1.299411,
1.401467,
1.769687,
1.106969
],
[
103782,
103782,
67952,
207984,
207984,
184865
],
[
-46316,
-29172,
-46316,
-280166,
-140244,
-280166
],
[
68,
70,
67,
68,
70,
67
],
[
101,
110,
94,
101,
110,
94
],
[
43,
43,
42,
43,
43,
42
],
[
10509,
5417,
5092,
10509,
5417,
5092
],
[
38.857058,
38.857058,
49.357058,
38.857058,
38.857058,
49.357058
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342760,
-34266,
-218985,
-214241,
-145716,
-629029
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606924800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758933249831,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 81,
"offset": 0,
"std": 1.35665
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 65,
"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) |
|---|