Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172399.277 | 282862.8819 | -110463.6049 | -92392.2385 | 35569.0332 | -127961.2716 |
Total P&L (%) | 172.3993 | 282.8629 | -110.4636 | -92.3922 | 35.569 | -127.9613 |
Avg Daily Profit (%) | 0.0974 | 0.1598 | -0.0624 | -0.1454 | 0.0172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125543 | -76261 | -163406 | -89772 | -15843 | -127530 |
Profit Factor | 1.1989 | 1.7221 | 0.7674 | 0.667 | 1.3756 | 0.2999 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 43.0108 | 45.6522 | 40.4255 | 43.0108 | 45.6522 | 40.4255 |
Ratio Avg Win / Avg Loss | 1.5886 | 2.0501 | 1.1309 | 0.8838 | 1.6377 | 0.442 |
Largest Winning Trade | 166262 | 166262 | 78925 | 20550 | 20550 | 9393 |
Largest Losing Trade | -75773 | -30774 | -75773 | -56940 | -13539 | -56940 |
Avg Bars in Trades | 75 | 62 | 87 | 75 | 62 | 87 |
Avg Bars in Winners | 76 | 51 | 103 | 76 | 51 | 103 |
Avg Bars in Losers | 74 | 72 | 76 | 74 | 72 | 76 |
Bars Traded | 6990 | 2886 | 4104 | 6990 | 2886 | 4104 |
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 | -66053 | 321257 | -582753 | -583248 | -172463 | -584420 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1607104800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933356558, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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": [ [ 172399.2769943296, 282862.8818650486, -110463.6048707191, -92392.2384617906, 35569.0331673067, -127961.2716290973 ], [ 172.399277, 282.862882, -110.463605, -92.392238, 35.569033, -127.961272 ], [ 0.097373, 0.159764, -0.062391, -0.14539, 0.017189, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -125543, -76261, -163406, -89772, -15843, -127530 ], [ 1.198917, 1.722094, 0.767427, 0.667019, 1.375645, 0.299924 ], [ 93, 46, 47, 93, 46, 47 ], [ 40, 21, 19, 40, 21, 19 ], [ 53, 25, 28, 53, 25, 28 ], [ 43.010753, 45.652174, 40.425532, 43.010753, 45.652174, 40.425532 ], [ 1.588565, 2.050112, 1.130944, 0.8838, 1.637673, 0.441993 ], [ 166262, 166262, 78925, 20550, 20550, 9393 ], [ -75773, -30774, -75773, -56940, -13539, -56940 ], [ 75, 62, 87, 75, 62, 87 ], [ 76, 51, 103, 76, 51, 103 ], [ 74, 72, 76, 74, 72, 76 ], [ 6990, 2886, 4104, 6990, 2886, 4104 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66053, 321257, -582753, -583248, -172463, -584420 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1607104800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933356558, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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) |
---|