Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287851.7385 | 334005.7705 | -46154.032 | -68763.7888 | 164840.3485 | -233604.1373 |
Total P&L (%) | 287.8517 | 334.0058 | -46.154 | -68.7638 | 164.8403 | -233.6041 |
Avg Daily Profit (%) | 0.1614 | 0.1873 | -0.0259 | -0.0652 | 0.0546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160417 | -133896 | -93141 | -713060 | -576201 | -356971 |
Profit Factor | 1.4556 | 1.8246 | 0.7964 | 0.9576 | 1.1606 | 0.6069 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Losing Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Profitability (%) | 39.5062 | 50 | 29.2683 | 39.5062 | 50 | 29.2683 |
Ratio Avg Win / Avg Loss | 2.2289 | 1.8246 | 1.9247 | 1.4663 | 1.1606 | 1.4668 |
Largest Winning Trade | 249189 | 249189 | 42073 | 490724 | 490724 | 108119 |
Largest Losing Trade | -60586 | -60586 | -31633 | -390009 | -390009 | -234218 |
Avg Bars in Trades | 40 | 61 | 20 | 40 | 61 | 20 |
Avg Bars in Winners | 54 | 68 | 30 | 54 | 68 | 30 |
Avg Bars in Losers | 32 | 54 | 16 | 32 | 54 | 16 |
Bars Traded | 3319 | 2463 | 856 | 3319 | 2463 | 856 |
Profit Streak | 0 | 101.7624 | 0 | 0 | 101.7624 | 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 | -10920 | 430593 | -588689 | -599469 | -162872 | -589800 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3566, "evaluation_days": 1783, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1609416000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759774672423, "expiration_time": 1764373536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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": [ [ 287851.7384643115, 334005.7704889916, -46154.0320246802, -68763.7888284808, 164840.3485208163, -233604.137349297 ], [ 287.851738, 334.00577, -46.154032, -68.763789, 164.840349, -233.604137 ], [ 0.161442, 0.187328, -0.025886, -0.065239, 0.05464, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -160417, -133896, -93141, -713060, -576201, -356971 ], [ 1.455631, 1.824627, 0.796433, 0.957578, 1.160565, 0.606943 ], [ 81, 40, 41, 81, 40, 41 ], [ 32, 20, 12, 32, 20, 12 ], [ 49, 20, 29, 49, 20, 29 ], [ 39.506173, 50, 29.268293, 39.506173, 50, 29.268293 ], [ 2.228935, 1.824627, 1.924713, 1.466292, 1.160565, 1.46678 ], [ 249189, 249189, 42073, 490724, 490724, 108119 ], [ -60586, -60586, -31633, -390009, -390009, -234218 ], [ 40, 61, 20, 40, 61, 20 ], [ 54, 68, 30, 54, 68, 30 ], [ 32, 54, 16, 32, 54, 16 ], [ 3319, 2463, 856, 3319, 2463, 856 ], [ 0, 101.762412, 0, 0, 101.762412, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -10920, 430593, -588689, -599469, -162872, -589800 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3566, "evaluation_days": 1783, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1609416000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759774672423, "expiration_time": 1764373536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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) |
---|