Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607731.8613 | 496094.1369 | 111637.7244 | 701588.8384 | 1194048.5411 | -492459.7027 |
Total P&L (%) | 607.7319 | 496.0941 | 111.6377 | 701.5888 | 1194.0485 | -492.4597 |
Avg Daily Profit (%) | 0.3433 | 0.2802 | 0.0631 | 0.1176 | 0.1447 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140437 | -145695 | -115855 | -5051791 | -4322423 | -2349841 |
Profit Factor | 1.48 | 1.6643 | 1.215 | 1.036 | 1.1018 | 0.9366 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 45.7447 | 45.3901 | 46.0993 | 45.7447 | 45.3901 | 46.0993 |
Ratio Avg Win / Avg Loss | 1.7554 | 2.0024 | 1.4206 | 1.2287 | 1.3256 | 1.0951 |
Largest Winning Trade | 157648 | 157648 | 62957 | 2142693 | 2142693 | 914598 |
Largest Losing Trade | -41664 | -41664 | -27377 | -1982910 | -1982910 | -655220 |
Avg Bars in Trades | 36 | 47 | 26 | 36 | 47 | 26 |
Avg Bars in Winners | 52 | 69 | 36 | 52 | 69 | 36 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 10428 | 6739 | 3689 | 10428 | 6739 | 3689 |
Profit Streak | 56.2984 | 56.2984 | 77.4651 | 56.2984 | 56.2984 | 77.4651 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462237 | 376815 | -109211 | -215181 | -108913 | -579160 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607284800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856181658, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 106, "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": [ [ 607731.8612956074, 496094.1369070784, 111637.7243885282, 701588.8383557467, 1194048.5410597664, -492459.7027040208 ], [ 607.731861, 496.094137, 111.637724, 701.588838, 1194.048541, -492.459703 ], [ 0.343287, 0.280227, 0.06306, 0.117642, 0.144731, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -140437, -145695, -115855, -5051791, -4322423, -2349841 ], [ 1.480023, 1.664327, 1.214983, 1.035997, 1.101837, 0.936579 ], [ 282, 141, 141, 282, 141, 141 ], [ 129, 64, 65, 129, 64, 65 ], [ 153, 77, 76, 153, 77, 76 ], [ 45.744681, 45.390071, 46.099291, 45.744681, 45.390071, 46.099291 ], [ 1.755376, 2.002393, 1.420596, 1.228741, 1.325647, 1.095077 ], [ 157648, 157648, 62957, 2142693, 2142693, 914598 ], [ -41664, -41664, -27377, -1982910, -1982910, -655220 ], [ 36, 47, 26, 36, 47, 26 ], [ 52, 69, 36, 52, 69, 36 ], [ 23, 29, 17, 23, 29, 17 ], [ 10428, 6739, 3689, 10428, 6739, 3689 ], [ 56.298399, 56.298399, 77.465065, 56.298399, 56.298399, 77.465065 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 462237, 376815, -109211, -215181, -108913, -579160 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607284800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856181658, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 106, "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) |
---|