Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332451.3299 | 269311.4825 | 63139.8474 | 159468.8984 | 349505.7532 | -190036.8548 |
Total P&L (%) | 332.4513 | 269.3115 | 63.1398 | 159.4689 | 349.5058 | -190.0369 |
Avg Daily Profit (%) | 0.1876 | 0.152 | 0.0356 | 0.0538 | 0.0849 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83781 | -83825 | -73002 | -716023 | -620846 | -504101 |
Profit Factor | 1.7038 | 2.054 | 1.2912 | 1.0598 | 1.2325 | 0.8364 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 48.4375 | 56.25 | 40.625 | 48.4375 | 56.25 | 40.625 |
Ratio Avg Win / Avg Loss | 1.8137 | 1.5976 | 1.8871 | 1.1282 | 0.9586 | 1.2225 |
Largest Winning Trade | 164424 | 164424 | 66730 | 539240 | 539240 | 268007 |
Largest Losing Trade | -41293 | -41293 | -37660 | -292026 | -292026 | -224008 |
Avg Bars in Trades | 79 | 55 | 104 | 79 | 55 | 104 |
Avg Bars in Winners | 107 | 61 | 170 | 107 | 61 | 170 |
Avg Bars in Losers | 53 | 46 | 58 | 53 | 46 | 58 |
Bars Traded | 5100 | 1771 | 3329 | 5100 | 1771 | 3329 |
Profit Streak | 0 | 55.0423 | 0 | 0 | 55.0423 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133363 | 448382 | -148291 | -419852 | -80322 | -582789 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610956800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877256423, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 24, "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": [ [ 332451.3298978847, 269311.4825198645, 63139.8473780203, 159468.8983592827, 349505.7531966387, -190036.8548373559 ], [ 332.45133, 269.311483, 63.139847, 159.468898, 349.505753, -190.036855 ], [ 0.187614, 0.151982, 0.035632, 0.053822, 0.084854, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -83781, -83825, -73002, -716023, -620846, -504101 ], [ 1.703797, 2.054039, 1.29115, 1.059842, 1.232526, 0.83642 ], [ 64, 32, 32, 64, 32, 32 ], [ 31, 18, 13, 31, 18, 13 ], [ 33, 14, 19, 33, 14, 19 ], [ 48.4375, 56.25, 40.625, 48.4375, 56.25, 40.625 ], [ 1.813719, 1.597586, 1.887065, 1.128219, 0.958631, 1.22246 ], [ 164424, 164424, 66730, 539240, 539240, 268007 ], [ -41293, -41293, -37660, -292026, -292026, -224008 ], [ 79, 55, 104, 79, 55, 104 ], [ 107, 61, 170, 107, 61, 170 ], [ 53, 46, 58, 53, 46, 58 ], [ 5100, 1771, 3329, 5100, 1771, 3329 ], [ 0, 55.04232, 0, 0, 55.04232, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133363, 448382, -148291, -419852, -80322, -582789 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5316, "evaluation_days": 1772, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610956800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758877256423, "expiration_time": 1763437824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 24, "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) |
---|