Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452923.4868 | 392221.7385 | 60701.7483 | 243824.1375 | 411760.7193 | -167936.5819 |
Total P&L (%) | 452.9235 | 392.2217 | 60.7017 | 243.8241 | 411.7607 | -167.9366 |
Avg Daily Profit (%) | 0.2557 | 0.2215 | 0.0343 | 0.0698 | 0.0922 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127696 | -55170 | -95448 | -498578 | -186046 | -421111 |
Profit Factor | 1.9843 | 2.9478 | 1.2346 | 1.1813 | 1.7194 | 0.7826 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 50.8197 | 56.6667 | 45.1613 | 50.8197 | 56.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.9203 | 2.2542 | 1.4991 | 1.1432 | 1.3149 | 0.9503 |
Largest Winning Trade | 170861 | 170861 | 79575 | 325081 | 325081 | 122321 |
Largest Losing Trade | -51625 | -36262 | -51625 | -249389 | -146013 | -249389 |
Avg Bars in Trades | 55 | 58 | 51 | 55 | 58 | 51 |
Avg Bars in Winners | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Losers | 35 | 40 | 31 | 35 | 40 | 31 |
Bars Traded | 3366 | 1759 | 1607 | 3366 | 1759 | 1607 |
Profit Streak | 74.4303 | 106.9303 | 74.4303 | 74.4303 | 106.9303 | 74.4303 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153060 | 533239 | -149405 | -285830 | -66302 | -582141 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1607817600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758925179648, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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": [ [ 452923.4867980871, 392221.7385075896, 60701.7482904978, 243824.1374651013, 411760.7193245467, -167936.5818594456 ], [ 452.923487, 392.221739, 60.701748, 243.824137, 411.760719, -167.936582 ], [ 0.255744, 0.221469, 0.034275, 0.069757, 0.092233, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127696, -55170, -95448, -498578, -186046, -421111 ], [ 1.984317, 2.947839, 1.234571, 1.181292, 1.719449, 0.782634 ], [ 61, 30, 31, 61, 30, 31 ], [ 31, 17, 14, 31, 17, 14 ], [ 30, 13, 17, 30, 13, 17 ], [ 50.819672, 56.666667, 45.16129, 50.819672, 56.666667, 45.16129 ], [ 1.920306, 2.25423, 1.499122, 1.143185, 1.314873, 0.950342 ], [ 170861, 170861, 79575, 325081, 325081, 122321 ], [ -51625, -36262, -51625, -249389, -146013, -249389 ], [ 55, 58, 51, 55, 58, 51 ], [ 74, 72, 76, 74, 72, 76 ], [ 35, 40, 31, 35, 40, 31 ], [ 3366, 1759, 1607, 3366, 1759, 1607 ], [ 74.43032, 106.93032, 74.43032, 74.43032, 106.93032, 74.43032 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153060, 533239, -149405, -285830, -66302, -582141 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1607817600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758925179648, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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) |
---|