| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 538006.1869 | 462369.8879 | 75636.299 | 428119.1024 | 522939.3183 | -94820.216 |
| Total P&L (%) | 538.0062 | 462.3699 | 75.6363 | 428.1191 | 522.9393 | -94.8202 |
| Avg Daily Profit (%) | 0.3033 | 0.2607 | 0.0426 | 0.0939 | 0.1032 | -0.1668 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79547 | -80789 | -67891 | -500349 | -231464 | -437969 |
| Profit Factor | 2.3211 | 4.2058 | 1.2876 | 1.2759 | 2.0673 | 0.9107 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 50.8475 | 48.2759 | 53.3333 | 50.8475 | 48.2759 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.2438 | 4.5063 | 1.1266 | 1.2334 | 2.2149 | 0.7969 |
| Largest Winning Trade | 215105 | 215105 | 74438 | 415835 | 415835 | 244286 |
| Largest Losing Trade | -57324 | -24609 | -57324 | -339560 | -96462 | -339560 |
| Avg Bars in Trades | 87 | 75 | 98 | 87 | 75 | 98 |
| Avg Bars in Winners | 120 | 101 | 137 | 120 | 101 | 137 |
| Avg Bars in Losers | 52 | 51 | 54 | 52 | 51 | 54 |
| Bars Traded | 5155 | 2199 | 2956 | 5155 | 2199 | 2956 |
| 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 | -166049 | 526562 | -135555 | -247101 | -51601 | -580393 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5321,
"evaluation_days": 1773.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608912000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759002676798,
"expiration_time": 1763586144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
538006.1869113484,
462369.8879379635,
75636.2989733849,
428119.102353316,
522939.3183369455,
-94820.2159836293
],
[
538.006187,
462.369888,
75.636299,
428.119102,
522.939318,
-94.820216
],
[
0.303329,
0.260685,
0.042644,
0.093869,
0.103188,
-0.166769
],
[
10,
10,
10,
10,
10,
10
],
[
-79547,
-80789,
-67891,
-500349,
-231464,
-437969
],
[
2.321121,
4.205844,
1.287582,
1.275882,
2.067272,
0.910702
],
[
59,
29,
30,
59,
29,
30
],
[
30,
14,
16,
30,
14,
16
],
[
29,
15,
14,
29,
15,
14
],
[
50.847458,
48.275862,
53.333333,
50.847458,
48.275862,
53.333333
],
[
2.24375,
4.506261,
1.126635,
1.233352,
2.214935,
0.796864
],
[
215105,
215105,
74438,
415835,
415835,
244286
],
[
-57324,
-24609,
-57324,
-339560,
-96462,
-339560
],
[
87,
75,
98,
87,
75,
98
],
[
120,
101,
137,
120,
101,
137
],
[
52,
51,
54,
52,
51,
54
],
[
5155,
2199,
2956,
5155,
2199,
2956
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166049,
526562,
-135555,
-247101,
-51601,
-580393
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5321,
"evaluation_days": 1773.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608912000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759002676798,
"expiration_time": 1763586144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|