| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 412122.9423 | 391590.127 | 20532.8153 | -49350.0213 | 471617.5804 | -520967.6017 |
| Total P&L (%) | 412.1229 | 391.5901 | 20.5328 | -49.35 | 471.6176 | -520.9676 |
| Avg Daily Profit (%) | 0.2327 | 0.2211 | 0.0116 | -0.0384 | 0.0985 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -282342 | -145895 | -174820 | -1942414 | -1476077 | -2198305 |
| Profit Factor | 1.5001 | 1.8839 | 1.0539 | 0.9917 | 1.1572 | 0.8212 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 56.0976 | 48.7805 | 63.4146 | 56.0976 | 48.7805 | 63.4146 |
| Ratio Avg Win / Avg Loss | 1.174 | 1.9781 | 0.608 | 0.7761 | 1.2151 | 0.4738 |
| Largest Winning Trade | 174205 | 174205 | 42372 | 462348 | 462348 | 405544 |
| Largest Losing Trade | -68073 | -68073 | -64713 | -1271776 | -1234146 | -1271776 |
| Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
| Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
| Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
| Bars Traded | 3376 | 1689 | 1688 | 3376 | 1689 | 1688 |
| Profit Streak | 0 | 117.4294 | 0 | 0 | 117.4294 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 43923 | 428308 | -345034 | -588765 | -108589 | -579003 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611532800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925103744,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 135,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.00922,
"nb": 0.1,
"nc": 0.68018
}
}
}
{
"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": [
[
412122.9423402734,
391590.1270146751,
20532.8153255981,
-49350.0213252144,
471617.5804004942,
-520967.6017257086
],
[
412.122942,
391.590127,
20.532815,
-49.350021,
471.61758,
-520.967602
],
[
0.232706,
0.221112,
0.011594,
-0.038402,
0.098484,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-282342,
-145895,
-174820,
-1942414,
-1476077,
-2198305
],
[
1.500091,
1.883948,
1.053878,
0.991655,
1.157193,
0.821175
],
[
82,
41,
41,
82,
41,
41
],
[
46,
20,
26,
46,
20,
26
],
[
36,
21,
15,
36,
21,
15
],
[
56.097561,
48.780488,
63.414634,
56.097561,
48.780488,
63.414634
],
[
1.173984,
1.978145,
0.608007,
0.776078,
1.215052,
0.473755
],
[
174205,
174205,
42372,
462348,
462348,
405544
],
[
-68073,
-68073,
-64713,
-1271776,
-1234146,
-1271776
],
[
41,
41,
41,
41,
41,
41
],
[
41,
41,
41,
41,
41,
41
],
[
41,
41,
41,
41,
41,
41
],
[
3376,
1689,
1688,
3376,
1689,
1688
],
[
0,
117.429441,
0,
0,
117.429441,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
43923,
428308,
-345034,
-588765,
-108589,
-579003
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3542,
"evaluation_days": 1771,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611532800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925103744,
"expiration_time": 1763305632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 135,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.00922,
"nb": 0.1,
"nc": 0.68018
}
}
}
| # | 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) |
|---|