Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356665.0108 | 248120.5069 | 108544.5039 | 202996.3193 | 229456.5718 | -26460.2526 |
Total P&L (%) | 356.665 | 248.1205 | 108.5445 | 202.9963 | 229.4566 | -26.4603 |
Avg Daily Profit (%) | 0.2014 | 0.1401 | 0.0613 | 0.0626 | 0.0673 | -0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145876 | -97159 | -128888 | -659773 | -375633 | -491172 |
Profit Factor | 1.5938 | 1.8226 | 1.3629 | 1.105 | 1.2504 | 0.974 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 47.7477 | 50.9091 | 44.6429 | 47.7477 | 50.9091 | 44.6429 |
Ratio Avg Win / Avg Loss | 1.7441 | 1.7575 | 1.69 | 1.2092 | 1.2058 | 1.2077 |
Largest Winning Trade | 140975 | 140975 | 78469 | 332069 | 169173 | 332069 |
Largest Losing Trade | -33123 | -33123 | -31715 | -219032 | -212931 | -219032 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Losers | 22 | 30 | 14 | 22 | 30 | 14 |
Bars Traded | 3082 | 1639 | 1443 | 3082 | 1639 | 1443 |
Profit Streak | 95.4294 | 0 | 158.9294 | 95.4294 | 0 | 158.9294 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391656 | -182205 | -290790 | -214108 | -282891 | -760395 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1615118400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758925096489, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 356665.0107643182, 248120.5068604307, 108544.5039038876, 202996.3192597943, 229456.5718166991, -26460.2525569046 ], [ 356.665011, 248.120507, 108.544504, 202.996319, 229.456572, -26.460253 ], [ 0.201392, 0.140102, 0.06129, 0.062614, 0.067345, -0.017353 ], [ 10, 10, 10, 10, 10, 10 ], [ -145876, -97159, -128888, -659773, -375633, -491172 ], [ 1.59375, 1.822622, 1.362931, 1.104985, 1.250442, 0.973991 ], [ 111, 55, 56, 111, 55, 56 ], [ 53, 28, 25, 53, 28, 25 ], [ 58, 27, 31, 58, 27, 31 ], [ 47.747748, 50.909091, 44.642857, 47.747748, 50.909091, 44.642857 ], [ 1.744103, 1.757528, 1.690034, 1.209229, 1.205783, 1.207749 ], [ 140975, 140975, 78469, 332069, 169173, 332069 ], [ -33123, -33123, -31715, -219032, -212931, -219032 ], [ 27, 29, 25, 27, 29, 25 ], [ 34, 29, 39, 34, 29, 39 ], [ 22, 30, 14, 22, 30, 14 ], [ 3082, 1639, 1443, 3082, 1639, 1443 ], [ 95.429357, 0, 158.929357, 95.429357, 0, 158.929357 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391656, -182205, -290790, -214108, -282891, -760395 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1615118400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758925096489, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|