Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469171.1433 | 416744.9755 | 52426.1677 | 261554.3951 | 291114.7827 | -29560.3876 |
Total P&L (%) | 469.1711 | 416.745 | 52.4262 | 261.5544 | 291.1148 | -29.5604 |
Avg Daily Profit (%) | 0.2645 | 0.235 | 0.0296 | 0.0725 | 0.0769 | -0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122389 | -52843 | -116854 | -290784 | -180326 | -272140 |
Profit Factor | 1.8215 | 2.7446 | 1.1578 | 1.189 | 1.4681 | 0.9612 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 38.0952 | 38.0952 | 38.0952 | 38.0952 | 38.0952 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.96 | 4.46 | 1.8814 | 1.9321 | 2.3856 | 1.562 |
Largest Winning Trade | 173001 | 173001 | 80319 | 210548 | 210548 | 152144 |
Largest Losing Trade | -52668 | -18160 | -52668 | -99851 | -74394 | -99851 |
Avg Bars in Trades | 61 | 55 | 68 | 61 | 55 | 68 |
Avg Bars in Winners | 119 | 108 | 129 | 119 | 108 | 129 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 5204 | 2320 | 2884 | 5204 | 2320 | 2884 |
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 | 260034 | 308549 | -204991 | -112073 | -92606 | -582586 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5321, "evaluation_days": 1773.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607760000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1758998837814, "expiration_time": 1763586144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 20, "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": [ [ 469171.1432722121, 416744.975530648, 52426.1677415643, 261554.3950760019, 291114.7826840297, -29560.3876080279 ], [ 469.171143, 416.744976, 52.426168, 261.554395, 291.114783, -29.560388 ], [ 0.26452, 0.234962, 0.029558, 0.072489, 0.076923, -0.019755 ], [ 10, 10, 10, 10, 10, 10 ], [ -122389, -52843, -116854, -290784, -180326, -272140 ], [ 1.821513, 2.744645, 1.157798, 1.189002, 1.468054, 0.961202 ], [ 84, 42, 42, 84, 42, 42 ], [ 32, 16, 16, 32, 16, 16 ], [ 52, 26, 26, 52, 26, 26 ], [ 38.095238, 38.095238, 38.095238, 38.095238, 38.095238, 38.095238 ], [ 2.959958, 4.460047, 1.881422, 1.932128, 2.385588, 1.561953 ], [ 173001, 173001, 80319, 210548, 210548, 152144 ], [ -52668, -18160, -52668, -99851, -74394, -99851 ], [ 61, 55, 68, 61, 55, 68 ], [ 119, 108, 129, 119, 108, 129 ], [ 26, 22, 31, 26, 22, 31 ], [ 5204, 2320, 2884, 5204, 2320, 2884 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 260034, 308549, -204991, -112073, -92606, -582586 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5321, "evaluation_days": 1773.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607760000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1758998837814, "expiration_time": 1763586144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 20, "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) |
---|