Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481014.6915 | 349003.838 | 132010.8535 | 120325.2731 | -195684.9049 | 316010.178 |
Total P&L (%) | 481.0147 | 349.0038 | 132.0109 | 120.3253 | -195.6849 | 316.0102 |
Avg Daily Profit (%) | 0.2717 | 0.1971 | 0.0746 | 0.0446 | 0 | 0.0806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82644 | -114791 | -42277 | -366330 | -501075 | -96589 |
Profit Factor | 2.1628 | 2.0819 | 2.4495 | 1.1053 | 0.7927 | 2.5937 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 43.3333 | 54.8387 | 49.1803 | 43.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.2349 | 2.7225 | 2.0172 | 1.1422 | 1.0366 | 2.136 |
Largest Winning Trade | 409312 | 409312 | 33045 | 339481 | 339481 | 65354 |
Largest Losing Trade | -56635 | -56635 | -15492 | -257006 | -257006 | -34860 |
Avg Bars in Trades | 149 | 270 | 32 | 149 | 270 | 32 |
Avg Bars in Winners | 182 | 372 | 37 | 182 | 372 | 37 |
Avg Bars in Losers | 117 | 192 | 26 | 117 | 192 | 26 |
Bars Traded | 9125 | 8107 | 1017 | 9125 | 8107 | 1017 |
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 | -153970 | 320932 | -88126 | -404283 | -581751 | -79865 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608379200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758990007767, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 182, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 113, "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": [ [ 481014.6915286132, 349003.8380119251, 132010.8535166882, 120325.273095952, -195684.9048563589, 316010.1779523108 ], [ 481.014692, 349.003838, 132.010854, 120.325273, -195.684905, 316.010178 ], [ 0.271709, 0.197141, 0.074569, 0.044631, 0, 0.080556 ], [ 10, 10, 10, 10, 10, 10 ], [ -82644, -114791, -42277, -366330, -501075, -96589 ], [ 2.16281, 2.081875, 2.44949, 1.105328, 0.792728, 2.593664 ], [ 61, 30, 31, 61, 30, 31 ], [ 30, 13, 17, 30, 13, 17 ], [ 31, 17, 14, 31, 17, 14 ], [ 49.180328, 43.333333, 54.83871, 49.180328, 43.333333, 54.83871 ], [ 2.234904, 2.722452, 2.017227, 1.142172, 1.036645, 2.135959 ], [ 409312, 409312, 33045, 339481, 339481, 65354 ], [ -56635, -56635, -15492, -257006, -257006, -34860 ], [ 149, 270, 32, 149, 270, 32 ], [ 182, 372, 37, 182, 372, 37 ], [ 117, 192, 26, 117, 192, 26 ], [ 9125, 8107, 1017, 9125, 8107, 1017 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153970, 320932, -88126, -404283, -581751, -79865 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608379200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758990007767, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 182, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 113, "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) |
---|