| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 335422.7689 | 304997.9178 | 30424.851 | 120904.6328 | 101801.0776 | 19103.5552 |
| Total P&L (%) | 335.4228 | 304.9979 | 30.4249 | 120.9046 | 101.8011 | 19.1036 |
| Avg Daily Profit (%) | 0.1895 | 0.1723 | 0.0172 | 0.0448 | 0.0397 | 0.0099 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118294 | -33506 | -123677 | -214405 | -124944 | -127339 |
| Profit Factor | 1.7282 | 2.8578 | 1.1026 | 1.1824 | 1.3828 | 1.0481 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
| Ratio Avg Win / Avg Loss | 1.6706 | 3.5173 | 0.8432 | 1.143 | 1.7019 | 0.8015 |
| Largest Winning Trade | 140773 | 140773 | 76832 | 148486 | 93801 | 148486 |
| Largest Losing Trade | -55145 | -26975 | -55145 | -85523 | -74886 | -85523 |
| Avg Bars in Trades | 174 | 155 | 193 | 174 | 155 | 193 |
| Avg Bars in Winners | 261 | 238 | 278 | 261 | 238 | 278 |
| Avg Bars in Losers | 85 | 87 | 82 | 85 | 87 | 82 |
| Bars Traded | 10311 | 4504 | 5807 | 10311 | 4504 | 5807 |
| 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 | -168583 | 387834 | -281455 | -332396 | -140281 | -355565 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609084800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758845514093,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 81,
"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": [
[
335422.7688854769,
304997.9178479331,
30424.8510375438,
120904.6327954563,
101801.0776418587,
19103.5551535975
],
[
335.422769,
304.997918,
30.424851,
120.904633,
101.801078,
19.103555
],
[
0.189469,
0.172283,
0.017186,
0.044779,
0.039668,
0.009876
],
[
10,
10,
10,
10,
10,
10
],
[
-118294,
-33506,
-123677,
-214405,
-124944,
-127339
],
[
1.728164,
2.857789,
1.102624,
1.182383,
1.382789,
1.048124
],
[
59,
29,
30,
59,
29,
30
],
[
30,
13,
17,
30,
13,
17
],
[
29,
16,
13,
29,
16,
13
],
[
50.847458,
44.827586,
56.666667,
50.847458,
44.827586,
56.666667
],
[
1.670558,
3.517278,
0.843183,
1.142971,
1.701894,
0.801506
],
[
140773,
140773,
76832,
148486,
93801,
148486
],
[
-55145,
-26975,
-55145,
-85523,
-74886,
-85523
],
[
174,
155,
193,
174,
155,
193
],
[
261,
238,
278,
261,
238,
278
],
[
85,
87,
82,
85,
87,
82
],
[
10311,
4504,
5807,
10311,
4504,
5807
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168583,
387834,
-281455,
-332396,
-140281,
-355565
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609084800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758845514093,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 81,
"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) |
|---|