| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 781983.504 | 632886.9606 | 149096.5434 | 1599864.4072 | 742911.695 | 856952.7122 |
| Total P&L (%) | 781.9835 | 632.887 | 149.0965 | 1599.8644 | 742.9117 | 856.9527 |
| Avg Daily Profit (%) | 0.4372 | 0.3539 | 0.0834 | 0.1585 | 0.1193 | 0.1264 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129100 | -97103 | -77489 | -805138 | -408625 | -407357 |
| Profit Factor | 2.4057 | 3.5784 | 1.4797 | 1.7583 | 1.6828 | 1.8386 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 50 | 46.1538 | 53.8462 | 50 | 46.1538 | 53.8462 |
| Ratio Avg Win / Avg Loss | 2.4057 | 4.1748 | 1.2683 | 1.7583 | 1.9632 | 1.576 |
| Largest Winning Trade | 294454 | 294454 | 80039 | 534293 | 335712 | 534293 |
| Largest Losing Trade | -77489 | -40029 | -77489 | -319117 | -230104 | -319117 |
| Avg Bars in Trades | 89 | 69 | 110 | 89 | 69 | 110 |
| Avg Bars in Winners | 133 | 97 | 163 | 133 | 97 | 163 |
| Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
| Bars Traded | 6995 | 2691 | 4304 | 6995 | 2691 | 4304 |
| Profit Streak | 0 | 0 | 30.5454 | 0 | 0 | 30.5454 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24129 | 526685 | -79413 | -27760 | -31663 | -19357 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7154,
"evaluation_days": 1788.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1608768000000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760295919126,
"expiration_time": 1764906192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 53,
"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": [
[
781983.5040427634,
632886.9606496877,
149096.5433930755,
1599864.4071893499,
742911.6949612661,
856952.7122280838
],
[
781.983504,
632.886961,
149.096543,
1599.864407,
742.911695,
856.952712
],
[
0.437229,
0.353865,
0.083364,
0.158534,
0.11926,
0.126363
],
[
10,
10,
10,
10,
10,
10
],
[
-129100,
-97103,
-77489,
-805138,
-408625,
-407357
],
[
2.405728,
3.578357,
1.479684,
1.758262,
1.682775,
1.838643
],
[
78,
39,
39,
78,
39,
39
],
[
39,
18,
21,
39,
18,
21
],
[
39,
21,
18,
39,
21,
18
],
[
50,
46.153846,
53.846154,
50,
46.153846,
53.846154
],
[
2.405728,
4.17475,
1.268301,
1.758262,
1.963238,
1.575979
],
[
294454,
294454,
80039,
534293,
335712,
534293
],
[
-77489,
-40029,
-77489,
-319117,
-230104,
-319117
],
[
89,
69,
110,
89,
69,
110
],
[
133,
97,
163,
133,
97,
163
],
[
46,
44,
48,
46,
44,
48
],
[
6995,
2691,
4304,
6995,
2691,
4304
],
[
0,
0,
30.54536,
0,
0,
30.54536
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24129,
526685,
-79413,
-27760,
-31663,
-19357
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7154,
"evaluation_days": 1788.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1608768000000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760295919126,
"expiration_time": 1764906192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 53,
"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) |
|---|