| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 465091.5222 | 426461.9237 | 38629.5985 | 133325.0352 | 410730.0064 | -277404.9712 |
| Total P&L (%) | 465.0915 | 426.4619 | 38.6296 | 133.325 | 410.73 | -277.405 |
| Avg Daily Profit (%) | 0.2627 | 0.2409 | 0.0218 | 0.0479 | 0.0922 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99436 | -75861 | -75769 | -486639 | -320994 | -393556 |
| Profit Factor | 1.7983 | 2.5447 | 1.126 | 1.0675 | 1.4412 | 0.734 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Profitability (%) | 42.4242 | 44.898 | 40 | 42.4242 | 44.898 | 40 |
| Ratio Avg Win / Avg Loss | 2.4405 | 3.123 | 1.689 | 1.4488 | 1.7687 | 1.101 |
| Largest Winning Trade | 223232 | 223232 | 67358 | 458435 | 458435 | 133241 |
| Largest Losing Trade | -41946 | -27212 | -41946 | -200567 | -122909 | -200567 |
| Avg Bars in Trades | 104 | 100 | 107 | 104 | 100 | 107 |
| Avg Bars in Winners | 152 | 132 | 173 | 152 | 132 | 173 |
| Avg Bars in Losers | 68 | 73 | 63 | 68 | 73 | 63 |
| Bars Traded | 10303 | 4914 | 5389 | 10303 | 4914 | 5389 |
| 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 | 319879 | 393627 | -430798 | -277893 | -69764 | -763055 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608940800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856184893,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 129,
"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": [
[
465091.5221946703,
426461.9237401111,
38629.5984545594,
133325.0352202205,
410730.0064370223,
-277404.9712168018
],
[
465.091522,
426.461924,
38.629598,
133.325035,
410.730006,
-277.404971
],
[
0.262715,
0.240894,
0.021821,
0.04787,
0.092154,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-99436,
-75861,
-75769,
-486639,
-320994,
-393556
],
[
1.798263,
2.544683,
1.126016,
1.067542,
1.441178,
0.734021
],
[
99,
49,
50,
99,
49,
50
],
[
42,
22,
20,
42,
22,
20
],
[
57,
27,
30,
57,
27,
30
],
[
42.424242,
44.897959,
40,
42.424242,
44.897959,
40
],
[
2.4405,
3.12302,
1.689024,
1.448808,
1.768718,
1.101032
],
[
223232,
223232,
67358,
458435,
458435,
133241
],
[
-41946,
-27212,
-41946,
-200567,
-122909,
-200567
],
[
104,
100,
107,
104,
100,
107
],
[
152,
132,
173,
152,
132,
173
],
[
68,
73,
63,
68,
73,
63
],
[
10303,
4914,
5389,
10303,
4914,
5389
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319879,
393627,
-430798,
-277893,
-69764,
-763055
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608940800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856184893,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 129,
"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) |
|---|