| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 331253.0367 | 306142.4979 | 25110.5388 | 91976.2061 | 248328.9201 | -156352.714 |
| Total P&L (%) | 331.253 | 306.1425 | 25.1105 | 91.9762 | 248.3289 | -156.3527 |
| Avg Daily Profit (%) | 0.1868 | 0.1726 | 0.0142 | 0.0368 | 0.0704 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110494 | -80698 | -81921 | -492023 | -370002 | -292482 |
| Profit Factor | 1.7017 | 2.8976 | 1.0808 | 1.0562 | 1.4451 | 0.8552 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 42.2535 | 38.8889 | 45.7143 | 42.2535 | 38.8889 | 45.7143 |
| Ratio Avg Win / Avg Loss | 2.3257 | 4.5533 | 1.2835 | 1.4434 | 2.2709 | 1.0156 |
| Largest Winning Trade | 142478 | 142478 | 77557 | 265737 | 265470 | 265737 |
| Largest Losing Trade | -46889 | -21285 | -46889 | -189942 | -139402 | -189942 |
| Avg Bars in Trades | 72 | 58 | 86 | 72 | 58 | 86 |
| Avg Bars in Winners | 124 | 103 | 143 | 124 | 103 | 143 |
| Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
| Bars Traded | 5156 | 2122 | 3034 | 5156 | 2122 | 3034 |
| 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 | -83557 | 309461 | -310786 | -396811 | -101199 | -580787 |
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5321,
"evaluation_days": 1773.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609804800000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759019846174,
"expiration_time": 1763586144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 3.24644
}
},
"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": [
[
331253.0366885682,
306142.4978648782,
25110.53882369,
91976.2061145269,
248328.9200972031,
-156352.7139826762
],
[
331.253037,
306.142498,
25.110539,
91.976206,
248.32892,
-156.352714
],
[
0.186761,
0.172604,
0.014157,
0.036778,
0.070386,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-110494,
-80698,
-81921,
-492023,
-370002,
-292482
],
[
1.701711,
2.897557,
1.080812,
1.056159,
1.445108,
0.855211
],
[
71,
36,
35,
71,
36,
35
],
[
30,
14,
16,
30,
14,
16
],
[
41,
22,
19,
41,
22,
19
],
[
42.253521,
38.888889,
45.714286,
42.253521,
38.888889,
45.714286
],
[
2.325672,
4.553305,
1.283464,
1.443418,
2.270884,
1.015563
],
[
142478,
142478,
77557,
265737,
265470,
265737
],
[
-46889,
-21285,
-46889,
-189942,
-139402,
-189942
],
[
72,
58,
86,
72,
58,
86
],
[
124,
103,
143,
124,
103,
143
],
[
34,
30,
39,
34,
30,
39
],
[
5156,
2122,
3034,
5156,
2122,
3034
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-83557,
309461,
-310786,
-396811,
-101199,
-580787
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5321,
"evaluation_days": 1773.67,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609804800000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759019846174,
"expiration_time": 1763586144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 3.24644
}
},
"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) |
|---|