| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 514212.0509 | 383315.209 | 130896.8419 | 809444.9499 | 853058.5872 | -43613.6373 |
| Total P&L (%) | 514.2121 | 383.3152 | 130.8968 | 809.445 | 853.0586 | -43.6136 |
| Avg Daily Profit (%) | 0.2905 | 0.2165 | 0.0739 | 0.1248 | 0.1274 | -0.0324 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130314 | -88095 | -122718 | -1468894 | -1167495 | -621237 |
| Profit Factor | 1.6645 | 2.1734 | 1.2927 | 1.1878 | 1.437 | 0.9815 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 88 | 49 | 39 | 88 | 49 | 39 |
| Losing Trades | 56 | 23 | 33 | 56 | 23 | 33 |
| Profitability (%) | 61.1111 | 68.0556 | 54.1667 | 61.1111 | 68.0556 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.0592 | 1.0202 | 1.0938 | 0.7559 | 0.6745 | 0.8305 |
| Largest Winning Trade | 81723 | 81723 | 70232 | 398480 | 398480 | 233939 |
| Largest Losing Trade | -58886 | -39323 | -58886 | -593520 | -593520 | -568278 |
| Avg Bars in Trades | 71 | 70 | 71 | 71 | 70 | 71 |
| Avg Bars in Winners | 74 | 72 | 77 | 74 | 72 | 77 |
| Avg Bars in Losers | 65 | 68 | 64 | 65 | 68 | 64 |
| Bars Traded | 10237 | 5103 | 5134 | 10237 | 5103 | 5134 |
| Profit Streak | 0 | 0 | 70.0226 | 0 | 0 | 70.0226 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 456264 | -66053 | -171853 | -39837 | -100067 | -658449 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608393600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803555753,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 183,
"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": [
[
514212.0508903204,
383315.2090175454,
130896.841872775,
809444.9498773854,
853058.5872104922,
-43613.637333107
],
[
514.212051,
383.315209,
130.896842,
809.44495,
853.058587,
-43.613637
],
[
0.290461,
0.216522,
0.073939,
0.124781,
0.127431,
-0.032358
],
[
10,
10,
10,
10,
10,
10
],
[
-130314,
-88095,
-122718,
-1468894,
-1167495,
-621237
],
[
1.664496,
2.173366,
1.292731,
1.187773,
1.436995,
0.981509
],
[
144,
72,
72,
144,
72,
72
],
[
88,
49,
39,
88,
49,
39
],
[
56,
23,
33,
56,
23,
33
],
[
61.111111,
68.055556,
54.166667,
61.111111,
68.055556,
54.166667
],
[
1.059225,
1.020151,
1.093849,
0.755856,
0.674508,
0.830508
],
[
81723,
81723,
70232,
398480,
398480,
233939
],
[
-58886,
-39323,
-58886,
-593520,
-593520,
-568278
],
[
71,
70,
71,
71,
70,
71
],
[
74,
72,
77,
74,
72,
77
],
[
65,
68,
64,
65,
68,
64
],
[
10237,
5103,
5134,
10237,
5103,
5134
],
[
0,
0,
70.022636,
0,
0,
70.022636
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
456264,
-66053,
-171853,
-39837,
-100067,
-658449
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608393600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803555753,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 183,
"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) |
|---|