| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 274617.2098 | 272538.0585 | 2079.1513 | -30098.441 | 52282.1231 | -82380.5641 |
| Total P&L (%) | 274.6172 | 272.5381 | 2.0792 | -30.0984 | 52.2821 | -82.3806 |
| Avg Daily Profit (%) | 0.1541 | 0.153 | 0.0012 | -0.0201 | 0.0236 | -0.0974 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -209107 | -142910 | -179653 | -136158 | -71334 | -159201 |
| Profit Factor | 1.151 | 1.3055 | 1.0022 | 0.9743 | 1.0934 | 0.8652 |
| Total Trades | 517 | 258 | 259 | 517 | 258 | 259 |
| Winning Trades | 249 | 130 | 119 | 249 | 130 | 119 |
| Losing Trades | 268 | 128 | 140 | 268 | 128 | 140 |
| Profitability (%) | 48.1625 | 50.3876 | 45.9459 | 48.1625 | 50.3876 | 45.9459 |
| Ratio Avg Win / Avg Loss | 1.2388 | 1.2854 | 1.1791 | 1.0486 | 1.0766 | 1.0179 |
| Largest Winning Trade | 77452 | 77452 | 27927 | 39547 | 39547 | 23465 |
| Largest Losing Trade | -47732 | -47732 | -37688 | -40671 | -33000 | -40671 |
| Avg Bars in Trades | 13 | 15 | 12 | 13 | 15 | 12 |
| Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
| Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
| Bars Traded | 7084 | 3929 | 3155 | 7084 | 3929 | 3155 |
| Profit Streak | 22.4502 | 22.4502 | 22.9502 | 22.4502 | 22.4502 | 22.9502 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43367 | 342035 | -574120 | -575294 | -278083 | -578145 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7126,
"evaluation_days": 1781.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759682895380,
"expiration_time": 1764283248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 40,
"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": [
[
274617.2098147434,
272538.0584688251,
2079.1513459186,
-30098.4409994923,
52282.1231158666,
-82380.5641153587
],
[
274.61721,
272.538058,
2.079151,
-30.098441,
52.282123,
-82.380564
],
[
0.154149,
0.152982,
0.001167,
-0.020098,
0.02361,
-0.097408
],
[
10,
10,
10,
10,
10,
10
],
[
-209107,
-142910,
-179653,
-136158,
-71334,
-159201
],
[
1.151013,
1.305492,
1.002244,
0.974293,
1.093443,
0.865245
],
[
517,
258,
259,
517,
258,
259
],
[
249,
130,
119,
249,
130,
119
],
[
268,
128,
140,
268,
128,
140
],
[
48.162476,
50.387597,
45.945946,
48.162476,
50.387597,
45.945946
],
[
1.238841,
1.285407,
1.179111,
1.048637,
1.076621,
1.017936
],
[
77452,
77452,
27927,
39547,
39547,
23465
],
[
-47732,
-47732,
-37688,
-40671,
-33000,
-40671
],
[
13,
15,
12,
13,
15,
12
],
[
16,
16,
15,
16,
16,
15
],
[
11,
13,
9,
11,
13,
9
],
[
7084,
3929,
3155,
7084,
3929,
3155
],
[
22.450178,
22.450178,
22.950178,
22.450178,
22.450178,
22.950178
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43367,
342035,
-574120,
-575294,
-278083,
-578145
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7126,
"evaluation_days": 1781.5,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759682895380,
"expiration_time": 1764283248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 40,
"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) |
|---|