Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429998.0641 | 391962.5046 | 38035.5595 | 79127.9865 | 478273.912 | -399145.9254 |
Total P&L (%) | 429.9981 | 391.9625 | 38.0356 | 79.128 | 478.2739 | -399.1459 |
Avg Daily Profit (%) | 0.2409 | 0.2195 | 0.0213 | 0.0327 | 0.0983 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120799 | -83848 | -89473 | -878575 | -432080 | -562832 |
Profit Factor | 1.8506 | 2.5951 | 1.1464 | 1.0271 | 1.3595 | 0.7484 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 40 | 41.3793 | 40.678 | 40 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.6987 | 3.8927 | 1.6241 | 1.4979 | 2.0392 | 1.0602 |
Largest Winning Trade | 222503 | 222503 | 78400 | 586306 | 586306 | 347849 |
Largest Losing Trade | -49820 | -28115 | -49820 | -299313 | -239909 | -299313 |
Avg Bars in Trades | 87 | 84 | 91 | 87 | 84 | 91 |
Avg Bars in Winners | 138 | 125 | 150 | 138 | 125 | 150 |
Avg Bars in Losers | 52 | 56 | 49 | 52 | 56 | 49 |
Bars Traded | 5171 | 2523 | 2648 | 5171 | 2523 | 2648 |
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 | -171920 | 316817 | -228591 | -523352 | -64060 | -582518 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5356, "evaluation_days": 1785.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610380800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760009140335, "expiration_time": 1764624384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "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": [ [ 429998.0640500437, 391962.5045519549, 38035.5594980887, 79127.9865192667, 478273.9119687765, -399145.9254495101 ], [ 429.998064, 391.962505, 38.035559, 79.127987, 478.273912, -399.145925 ], [ 0.240851, 0.219546, 0.021304, 0.032656, 0.098343, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -120799, -83848, -89473, -878575, -432080, -562832 ], [ 1.850564, 2.595136, 1.146391, 1.02713, 1.359477, 0.748353 ], [ 59, 30, 29, 59, 30, 29 ], [ 24, 12, 12, 24, 12, 12 ], [ 35, 18, 17, 35, 18, 17 ], [ 40.677966, 40, 41.37931, 40.677966, 40, 41.37931 ], [ 2.69874, 3.892704, 1.624055, 1.497898, 2.039215, 1.060167 ], [ 222503, 222503, 78400, 586306, 586306, 347849 ], [ -49820, -28115, -49820, -299313, -239909, -299313 ], [ 87, 84, 91, 87, 84, 91 ], [ 138, 125, 150, 138, 125, 150 ], [ 52, 56, 49, 52, 56, 49 ], [ 5171, 2523, 2648, 5171, 2523, 2648 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171920, 316817, -228591, -523352, -64060, -582518 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5356, "evaluation_days": 1785.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610380800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760009140335, "expiration_time": 1764624384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "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) |
---|