Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514135.1464 | 424944.7134 | 89190.433 | 563551.3294 | 143727.211 | 419824.1184 |
Total P&L (%) | 514.1351 | 424.9447 | 89.1904 | 563.5513 | 143.7272 | 419.8241 |
Avg Daily Profit (%) | 0.288 | 0.238 | 0.05 | 0.106 | 0.0499 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76969 | -58022 | -98609 | -615545 | -363515 | -354744 |
Profit Factor | 1.86 | 2.5839 | 1.2706 | 1.2689 | 1.1261 | 1.4392 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 39.3617 | 36.1702 | 42.5532 | 39.3617 | 36.1702 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.8654 | 4.5598 | 1.7154 | 1.9549 | 1.9873 | 1.9429 |
Largest Winning Trade | 184684 | 184684 | 73742 | 333018 | 290757 | 333018 |
Largest Losing Trade | -40986 | -20050 | -40986 | -157893 | -157893 | -131802 |
Avg Bars in Trades | 110 | 99 | 121 | 110 | 99 | 121 |
Avg Bars in Winners | 209 | 202 | 215 | 209 | 202 | 215 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 10404 | 4688 | 5716 | 10404 | 4688 | 5716 |
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 | 303588 | 272727 | -128001 | -53877 | -212225 | -70429 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10713, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608350400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760038759834, "expiration_time": 1764653616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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": [ [ 514135.1463695281, 424944.7133535839, 89190.4330159444, 563551.3294189938, 143727.210992015, 419824.1184269791 ], [ 514.135146, 424.944713, 89.190433, 563.551329, 143.727211, 419.824118 ], [ 0.28795, 0.237998, 0.049953, 0.106045, 0.049908, 0.09236 ], [ 10, 10, 10, 10, 10, 10 ], [ -76969, -58022, -98609, -615545, -363515, -354744 ], [ 1.86, 2.583904, 1.270649, 1.268941, 1.126136, 1.439152 ], [ 94, 47, 47, 94, 47, 47 ], [ 37, 17, 20, 37, 17, 20 ], [ 57, 30, 27, 57, 30, 27 ], [ 39.361702, 36.170213, 42.553191, 39.361702, 36.170213, 42.553191 ], [ 2.865405, 4.55983, 1.715377, 1.954854, 1.987299, 1.942856 ], [ 184684, 184684, 73742, 333018, 290757, 333018 ], [ -40986, -20050, -40986, -157893, -157893, -131802 ], [ 110, 99, 121, 110, 99, 121 ], [ 209, 202, 215, 209, 202, 215 ], [ 46, 41, 51, 46, 41, 51 ], [ 10404, 4688, 5716, 10404, 4688, 5716 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303588, 272727, -128001, -53877, -212225, -70429 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10713, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608350400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760038759834, "expiration_time": 1764653616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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) |
---|