| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462550.0541 | 404071.8477 | 58478.2064 | 230832.2122 | 182574.8361 | 48257.376 |
| Total P&L (%) | 462.5501 | 404.0718 | 58.4782 | 230.8322 | 182.5748 | 48.2574 |
| Avg Daily Profit (%) | 0.2605 | 0.2276 | 0.0329 | 0.0674 | 0.0585 | 0.0222 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109558 | -71774 | -75572 | -132750 | -78772 | -115631 |
| Profit Factor | 1.7504 | 2.5924 | 1.1612 | 1.3403 | 1.6602 | 1.1201 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Profitability (%) | 44.086 | 40.4255 | 47.8261 | 44.086 | 40.4255 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.22 | 3.8204 | 1.2668 | 1.6999 | 2.4467 | 1.2219 |
| Largest Winning Trade | 125749 | 125749 | 80882 | 138253 | 63659 | 138253 |
| Largest Losing Trade | -71384 | -30524 | -71384 | -108873 | -61151 | -108873 |
| Avg Bars in Trades | 112 | 86 | 138 | 112 | 86 | 138 |
| Avg Bars in Winners | 175 | 123 | 220 | 175 | 123 | 220 |
| Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
| Bars Traded | 10434 | 4073 | 6361 | 10434 | 4073 | 6361 |
| 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 | 338578 | 329688 | -193597 | -103538 | -115273 | -253921 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10653,
"evaluation_days": 1775.5,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608537600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759169266511,
"expiration_time": 1763763696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 109,
"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": [
[
462550.054135822,
404071.847734131,
58478.2064016908,
230832.2121716638,
182574.8361277532,
48257.3760439106
],
[
462.550054,
404.071848,
58.478206,
230.832212,
182.574836,
48.257376
],
[
0.260518,
0.227582,
0.032936,
0.067409,
0.058523,
0.022181
],
[
10,
10,
10,
10,
10,
10
],
[
-109558,
-71774,
-75572,
-132750,
-78772,
-115631
],
[
1.750369,
2.592413,
1.161238,
1.340271,
1.660232,
1.120089
],
[
93,
47,
46,
93,
47,
46
],
[
41,
19,
22,
41,
19,
22
],
[
52,
28,
24,
52,
28,
24
],
[
44.086022,
40.425532,
47.826087,
44.086022,
40.425532,
47.826087
],
[
2.21998,
3.820398,
1.266805,
1.699855,
2.446658,
1.221915
],
[
125749,
125749,
80882,
138253,
63659,
138253
],
[
-71384,
-30524,
-71384,
-108873,
-61151,
-108873
],
[
112,
86,
138,
112,
86,
138
],
[
175,
123,
220,
175,
123,
220
],
[
62,
61,
63,
62,
61,
63
],
[
10434,
4073,
6361,
10434,
4073,
6361
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338578,
329688,
-193597,
-103538,
-115273,
-253921
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10653,
"evaluation_days": 1775.5,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608537600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759169266511,
"expiration_time": 1763763696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 109,
"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) |
|---|