Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492086.434 | 383028.5505 | 109057.8835 | 711620.1993 | 464183.4232 | 247436.7761 |
Total P&L (%) | 492.0864 | 383.0286 | 109.0579 | 711.6202 | 464.1834 | 247.4368 |
Avg Daily Profit (%) | 0.278 | 0.2164 | 0.0616 | 0.1183 | 0.0978 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79593 | -83368 | -84807 | -340140 | -334507 | -289620 |
Profit Factor | 1.4755 | 1.7729 | 1.2022 | 1.2263 | 1.2955 | 1.1573 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 42.5339 | 43.2432 | 41.8182 | 42.5339 | 43.2432 | 41.8182 |
Ratio Avg Win / Avg Loss | 1.9935 | 2.3269 | 1.6727 | 1.6569 | 1.7003 | 1.6102 |
Largest Winning Trade | 91206 | 91206 | 60999 | 156310 | 156310 | 139549 |
Largest Losing Trade | -40547 | -28226 | -40547 | -126569 | -103964 | -126569 |
Avg Bars in Trades | 46 | 52 | 41 | 46 | 52 | 41 |
Avg Bars in Winners | 71 | 72 | 71 | 71 | 72 | 71 |
Avg Bars in Losers | 28 | 36 | 19 | 28 | 36 | 19 |
Bars Traded | 10318 | 5797 | 4521 | 10318 | 5797 | 4521 |
Profit Streak | 38.3964 | 38.3964 | 39.563 | 38.3964 | 38.3964 | 39.563 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352682 | 316156 | -112967 | -34609 | -63605 | -148245 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608076800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758835844840, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "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": [ [ 492086.4339941695, 383028.5504637415, 109057.8835304281, 711620.1993084147, 464183.4232453983, 247436.7760630162 ], [ 492.086434, 383.02855, 109.057884, 711.620199, 464.183423, 247.436776 ], [ 0.277963, 0.21636, 0.061603, 0.118345, 0.097781, 0.070374 ], [ 10, 10, 10, 10, 10, 10 ], [ -79593, -83368, -84807, -340140, -334507, -289620 ], [ 1.475519, 1.772901, 1.202233, 1.226341, 1.295452, 1.15731 ], [ 221, 111, 110, 221, 111, 110 ], [ 94, 48, 46, 94, 48, 46 ], [ 127, 63, 64, 127, 63, 64 ], [ 42.533937, 43.243243, 41.818182, 42.533937, 43.243243, 41.818182 ], [ 1.99352, 2.326933, 1.672672, 1.656864, 1.70028, 1.61017 ], [ 91206, 91206, 60999, 156310, 156310, 139549 ], [ -40547, -28226, -40547, -126569, -103964, -126569 ], [ 46, 52, 41, 46, 52, 41 ], [ 71, 72, 71, 71, 72, 71 ], [ 28, 36, 19, 28, 36, 19 ], [ 10318, 5797, 4521, 10318, 5797, 4521 ], [ 38.396352, 38.396352, 39.563019, 38.396352, 38.396352, 39.563019 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352682, 316156, -112967, -34609, -63605, -148245 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608076800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758835844840, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "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) |
---|