| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341616.0909 | 341129.0479 | 487.043 | -49611.7395 | 595280.8939 | -644892.6334 |
| Total P&L (%) | 341.6161 | 341.129 | 0.487 | -49.6117 | 595.2809 | -644.8926 |
| Avg Daily Profit (%) | 0.1913 | 0.1911 | 0.0003 | -0.0384 | 0.1087 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122852 | -98779 | -151822 | -1822183 | -761925 | -1240997 |
| Profit Factor | 1.3741 | 1.8241 | 1.001 | 0.9877 | 1.3662 | 0.7328 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 53.0973 | 49.1228 | 57.1429 | 53.0973 | 49.1228 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.2138 | 1.8892 | 0.7507 | 0.8725 | 1.415 | 0.5496 |
| Largest Winning Trade | 141648 | 141648 | 45403 | 477302 | 477302 | 306310 |
| Largest Losing Trade | -63063 | -52722 | -63063 | -703005 | -420752 | -703005 |
| Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Winners | 30 | 28 | 33 | 30 | 28 | 33 |
| Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
| Bars Traded | 3524 | 1658 | 1866 | 3524 | 1658 | 1866 |
| 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 | 316279 | -169113 | -758469 | -580076 | -227134 | -759907 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3571,
"evaluation_days": 1785.5,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1606132800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759986356204,
"expiration_time": 1764596016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.08758,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 10,
"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": [
[
341616.0909154519,
341129.0479192463,
487.0429962055,
-49611.7394584872,
595280.8939417911,
-644892.6334002786
],
[
341.616091,
341.129048,
0.487043,
-49.611739,
595.280894,
-644.892633
],
[
0.191328,
0.191055,
0.000273,
-0.03838,
0.108664,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-122852,
-98779,
-151822,
-1822183,
-761925,
-1240997
],
[
1.374132,
1.824093,
1.000976,
0.987717,
1.366215,
0.732797
],
[
113,
57,
56,
113,
57,
56
],
[
60,
28,
32,
60,
28,
32
],
[
53,
29,
24,
53,
29,
24
],
[
53.097345,
49.122807,
57.142857,
53.097345,
49.122807,
57.142857
],
[
1.213817,
1.88924,
0.750732,
0.872483,
1.415008,
0.549598
],
[
141648,
141648,
45403,
477302,
477302,
306310
],
[
-63063,
-52722,
-63063,
-703005,
-420752,
-703005
],
[
31,
29,
33,
31,
29,
33
],
[
30,
28,
33,
30,
28,
33
],
[
31,
30,
33,
31,
30,
33
],
[
3524,
1658,
1866,
3524,
1658,
1866
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316279,
-169113,
-758469,
-580076,
-227134,
-759907
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3571,
"evaluation_days": 1785.5,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1606132800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759986356204,
"expiration_time": 1764596016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.08758,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 10,
"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) |
|---|