| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353451.5076 | 310307.8979 | 43143.6097 | 62486.619 | 95926.9667 | -33440.3477 |
| Total P&L (%) | 353.4515 | 310.3079 | 43.1436 | 62.4866 | 95.927 | -33.4403 |
| Avg Daily Profit (%) | 0.1997 | 0.1753 | 0.0244 | 0.0274 | 0.038 | -0.023 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117146 | -121861 | -149857 | -486345 | -433423 | -177736 |
| Profit Factor | 1.3085 | 1.5507 | 1.0741 | 1.0306 | 1.095 | 0.9676 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
| Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
| Profitability (%) | 52.5896 | 51.2 | 53.9683 | 52.5896 | 51.2 | 53.9683 |
| Ratio Avg Win / Avg Loss | 1.1796 | 1.478 | 0.9161 | 0.9291 | 1.0437 | 0.8253 |
| Largest Winning Trade | 85215 | 85215 | 57117 | 153117 | 153117 | 106678 |
| Largest Losing Trade | -41982 | -33719 | -41982 | -80991 | -80991 | -78362 |
| Avg Bars in Trades | 41 | 45 | 36 | 41 | 45 | 36 |
| Avg Bars in Winners | 47 | 51 | 44 | 47 | 51 | 44 |
| Avg Bars in Losers | 33 | 40 | 26 | 33 | 40 | 26 |
| Bars Traded | 10315 | 5718 | 4597 | 10315 | 5718 | 4597 |
| 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 | 338498 | 322511 | -302648 | -343607 | -258241 | -580483 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608408000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803557648,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 18,
"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": [
[
353451.5075975344,
310307.8979193945,
43143.6096781401,
62486.6189810959,
95926.9666920868,
-33440.3477109908
],
[
353.451508,
310.307898,
43.14361,
62.486619,
95.926967,
-33.440348
],
[
0.199653,
0.175283,
0.02437,
0.027424,
0.037999,
-0.022991
],
[
10,
10,
10,
10,
10,
10
],
[
-117146,
-121861,
-149857,
-486345,
-433423,
-177736
],
[
1.30848,
1.550653,
1.074097,
1.030618,
1.094994,
0.967566
],
[
251,
125,
126,
251,
125,
126
],
[
132,
64,
68,
132,
64,
68
],
[
119,
61,
58,
119,
61,
58
],
[
52.589641,
51.2,
53.968254,
52.589641,
51.2,
53.968254
],
[
1.179614,
1.477966,
0.916142,
0.929118,
1.043666,
0.825277
],
[
85215,
85215,
57117,
153117,
153117,
106678
],
[
-41982,
-33719,
-41982,
-80991,
-80991,
-78362
],
[
41,
45,
36,
41,
45,
36
],
[
47,
51,
44,
47,
51,
44
],
[
33,
40,
26,
33,
40,
26
],
[
10315,
5718,
4597,
10315,
5718,
4597
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338498,
322511,
-302648,
-343607,
-258241,
-580483
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608408000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803557648,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 18,
"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) |
|---|