Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383636.6938 | 334927.6309 | 48709.0629 | 61042.0392 | -133011.5049 | 194053.544 |
Total P&L (%) | 383.6367 | 334.9276 | 48.7091 | 61.042 | -133.0115 | 194.0535 |
Avg Daily Profit (%) | 0.2161 | 0.1886 | 0.0274 | 0.0268 | 0 | 0.0608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250805 | -104474 | -204907 | -2367840 | -1361206 | -1843666 |
Profit Factor | 1.347 | 1.682 | 1.0792 | 1.0099 | 0.9492 | 1.0551 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 44.0217 | 42.3913 | 45.6522 | 44.0217 | 42.3913 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.7128 | 2.2858 | 1.2848 | 1.2842 | 1.2899 | 1.256 |
Largest Winning Trade | 96225 | 96225 | 52491 | 696363 | 343142 | 696363 |
Largest Losing Trade | -50261 | -34291 | -50261 | -758752 | -393540 | -758752 |
Avg Bars in Trades | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Winners | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Losers | 43 | 47 | 39 | 43 | 47 | 39 |
Bars Traded | 10432 | 5269 | 5163 | 10432 | 5269 | 5163 |
Profit Streak | 24.4221 | 27.4221 | 0 | 24.4221 | 27.4221 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303230 | 287421 | -293028 | -368023 | -581837 | -273723 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10653, "evaluation_days": 1775.5, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607486400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759169267632, "expiration_time": 1763763696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 78, "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": [ [ 383636.6938161493, 334927.6309145252, 48709.0629016243, 61042.0391826964, -133011.5048569575, 194053.5440396532 ], [ 383.636694, 334.927631, 48.709063, 61.042039, -133.011505, 194.053544 ], [ 0.216072, 0.188638, 0.027434, 0.026841, 0, 0.060767 ], [ 10, 10, 10, 10, 10, 10 ], [ -250805, -104474, -204907, -2367840, -1361206, -1843666 ], [ 1.34695, 1.68198, 1.079249, 1.009942, 0.949173, 1.055079 ], [ 184, 92, 92, 184, 92, 92 ], [ 81, 39, 42, 81, 39, 42 ], [ 103, 53, 50, 103, 53, 50 ], [ 44.021739, 42.391304, 45.652174, 44.021739, 42.391304, 45.652174 ], [ 1.712788, 2.285768, 1.284821, 1.284247, 1.289902, 1.256047 ], [ 96225, 96225, 52491, 696363, 343142, 696363 ], [ -50261, -34291, -50261, -758752, -393540, -758752 ], [ 56, 57, 56, 56, 57, 56 ], [ 73, 70, 75, 73, 70, 75 ], [ 43, 47, 39, 43, 47, 39 ], [ 10432, 5269, 5163, 10432, 5269, 5163 ], [ 24.422079, 27.422079, 0, 24.422079, 27.422079, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303230, 287421, -293028, -368023, -581837, -273723 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10653, "evaluation_days": 1775.5, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607486400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759169267632, "expiration_time": 1763763696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 78, "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) |
---|