Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -217827.4647 | 23359.2421 | -241186.7068 | 1723422.681 | 79390.6759 | 1644032.0051 |
Total P&L (%) | -217.8275 | 23.3592 | -241.1867 | 1723.4227 | 79.3907 | 1644.032 |
Avg Daily Profit (%) | -0.123 | 0.0132 | -0.1362 | 0.1641 | 0.033 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -419890 | -54852 | -423180 | -2290966 | -568514 | -2423583 |
Profit Factor | 0.7184 | 1.1958 | 0.6314 | 1.3774 | 1.0552 | 1.5256 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 65 | 30 | 35 | 41 | 20 | 21 |
Losing Trades | 18 | 12 | 6 | 42 | 22 | 20 |
Profitability (%) | 78.3133 | 71.4286 | 85.3659 | 49.3976 | 47.619 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.199 | 0.4783 | 0.1082 | 1.4109 | 1.1607 | 1.4529 |
Largest Winning Trade | 28893 | 14034 | 28893 | 1882308 | 785017 | 1882308 |
Largest Losing Trade | -411009 | -54852 | -411009 | -728400 | -238764 | -728400 |
Avg Bars in Trades | 108 | 15 | 203 | 108 | 15 | 203 |
Avg Bars in Winners | 54 | 7 | 95 | 122 | 17 | 222 |
Avg Bars in Losers | 301 | 35 | 832 | 94 | 14 | 183 |
Bars Traded | 8978 | 649 | 8329 | 8978 | 649 | 8329 |
Profit Streak | 168.6417 | 168.6417 | 279.3084 | 168.6417 | 168.6417 | 279.3084 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577140 | -183044 | -574851 | 278761 | -308649 | 390460 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607630400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813842352, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "offset": 167, "scalar": 5 } } }
{ "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": [ [ -217827.4646967043, 23359.2421231468, -241186.7068198511, 1723422.6810246003, 79390.6758768003, 1644032.0051478005 ], [ -217.827465, 23.359242, -241.186707, 1723.422681, 79.390676, 1644.032005 ], [ -0.123043, 0.013195, -0.136238, 0.164132, 0.033016, 0.161614 ], [ 10, 10, 10, 10, 10, 10 ], [ -419890, -54852, -423180, -2290966, -568514, -2423583 ], [ 0.718434, 1.195757, 0.631383, 1.377351, 1.05517, 1.525561 ], [ 83, 42, 41, 83, 42, 41 ], [ 65, 30, 35, 41, 20, 21 ], [ 18, 12, 6, 42, 22, 20 ], [ 78.313253, 71.428571, 85.365854, 49.39759, 47.619048, 51.219512 ], [ 0.198951, 0.478303, 0.108237, 1.410945, 1.160687, 1.452915 ], [ 28893, 14034, 28893, 1882308, 785017, 1882308 ], [ -411009, -54852, -411009, -728400, -238764, -728400 ], [ 108, 15, 203, 108, 15, 203 ], [ 54, 7, 95, 122, 17, 222 ], [ 301, 35, 832, 94, 14, 183 ], [ 8978, 649, 8329, 8978, 649, 8329 ], [ 168.641694, 168.641694, 279.30836, 168.641694, 168.641694, 279.308361 ], [ 2, 1, 9, 2, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577140, -183044, -574851, 278761, -308649, 390460 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607630400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758813842352, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "offset": 167, "scalar": 5 } } }
# | 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) |
---|