Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632286.9195 | 449151.456 | 183135.4635 | 3243368.4594 | 1138441.7893 | 2104926.6701 |
Total P&L (%) | 632.2869 | 449.1515 | 183.1355 | 3243.3685 | 1138.4418 | 2104.9267 |
Avg Daily Profit (%) | 0.3551 | 0.2522 | 0.1028 | 0.1973 | 0.1414 | 0.1739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86441 | -94760 | -56613 | -1847462 | -2315788 | -1125856 |
Profit Factor | 1.6923 | 1.9873 | 1.3995 | 1.2611 | 1.1699 | 1.368 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Profitability (%) | 37.3737 | 35.3535 | 39.3939 | 37.3737 | 35.3535 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.8358 | 3.6339 | 2.1531 | 2.1132 | 2.1392 | 2.1046 |
Largest Winning Trade | 104722 | 104722 | 58232 | 846279 | 846279 | 730003 |
Largest Losing Trade | -29962 | -29962 | -18257 | -542031 | -542031 | -522340 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Losers | 16 | 20 | 12 | 16 | 20 | 12 |
Bars Traded | 5194 | 2847 | 2347 | 5194 | 2847 | 2347 |
Profit Streak | 0 | 110.16 | 0 | 0 | 110.16 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323060 | 269586 | -58012 | 193532 | -40750 | 190356 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5342, "evaluation_days": 1780.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609430400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759607420559, "expiration_time": 1764209088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 116, "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": [ [ 632286.9195378361, 449151.4560207885, 183135.4635170473, 3243368.4594098423, 1138441.7893488477, 2104926.670060994 ], [ 632.28692, 449.151456, 183.135464, 3243.368459, 1138.441789, 2104.92667 ], [ 0.355084, 0.252237, 0.102846, 0.197287, 0.14142, 0.173865 ], [ 10, 10, 10, 10, 10, 10 ], [ -86441, -94760, -56613, -1847462, -2315788, -1125856 ], [ 1.692321, 1.987305, 1.399546, 1.261088, 1.169864, 1.367966 ], [ 198, 99, 99, 198, 99, 99 ], [ 74, 35, 39, 74, 35, 39 ], [ 124, 64, 60, 124, 64, 60 ], [ 37.373737, 35.353535, 39.393939, 37.373737, 35.353535, 39.393939 ], [ 2.835781, 3.63393, 2.153147, 2.113175, 2.139181, 2.104563 ], [ 104722, 104722, 58232, 846279, 846279, 730003 ], [ -29962, -29962, -18257, -542031, -542031, -522340 ], [ 26, 28, 23, 26, 28, 23 ], [ 42, 44, 41, 42, 44, 41 ], [ 16, 20, 12, 16, 20, 12 ], [ 5194, 2847, 2347, 5194, 2847, 2347 ], [ 0, 110.15996, 0, 0, 110.15996, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323060, 269586, -58012, 193532, -40750, 190356 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5342, "evaluation_days": 1780.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609430400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759607420559, "expiration_time": 1764209088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 116, "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) |
---|