Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623604.88 | 473578.9256 | 150025.9544 | 3157680.5811 | 1313807.8897 | 1843872.6914 |
Total P&L (%) | 623.6049 | 473.5789 | 150.026 | 3157.6806 | 1313.8079 | 1843.8727 |
Avg Daily Profit (%) | 0.349 | 0.2651 | 0.084 | 0.1952 | 0.1484 | 0.1662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52691 | -35452 | -74938 | -1782576 | -934828 | -848711 |
Profit Factor | 2.7221 | 4.2806 | 1.6889 | 1.7488 | 1.6801 | 1.8069 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 44.8276 | 48.2759 | 41.3793 | 44.8276 | 48.2759 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.3502 | 4.5864 | 2.3926 | 2.1524 | 1.8001 | 2.5597 |
Largest Winning Trade | 158268 | 158268 | 78992 | 1460764 | 827593 | 1460764 |
Largest Losing Trade | -31691 | -16344 | -31691 | -674153 | -674153 | -583075 |
Avg Bars in Trades | 179 | 156 | 202 | 179 | 156 | 202 |
Avg Bars in Winners | 300 | 237 | 373 | 300 | 237 | 373 |
Avg Bars in Losers | 81 | 81 | 81 | 81 | 81 | 81 |
Bars Traded | 10402 | 4533 | 5869 | 10402 | 4533 | 5869 |
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 | -167006 | 529884 | -81054 | -170199 | 284050 | 279681 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10720, "evaluation_days": 1786.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609027200000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760130142342, "expiration_time": 1764757440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 214, "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": [ [ 623604.8799803309, 473578.9255650112, 150025.95441532, 3157680.581140712, 1313807.889732043, 1843872.6914086696 ], [ 623.60488, 473.578926, 150.025954, 3157.680581, 1313.80789, 1843.872691 ], [ 0.349032, 0.265062, 0.08397, 0.195167, 0.148367, 0.166216 ], [ 10, 10, 10, 10, 10, 10 ], [ -52691, -35452, -74938, -1782576, -934828, -848711 ], [ 2.722056, 4.280627, 1.688914, 1.748785, 1.680077, 1.806869 ], [ 58, 29, 29, 58, 29, 29 ], [ 26, 14, 12, 26, 14, 12 ], [ 32, 15, 17, 32, 15, 17 ], [ 44.827586, 48.275862, 41.37931, 44.827586, 48.275862, 41.37931 ], [ 3.350223, 4.586386, 2.392627, 2.152351, 1.800082, 2.559731 ], [ 158268, 158268, 78992, 1460764, 827593, 1460764 ], [ -31691, -16344, -31691, -674153, -674153, -583075 ], [ 179, 156, 202, 179, 156, 202 ], [ 300, 237, 373, 300, 237, 373 ], [ 81, 81, 81, 81, 81, 81 ], [ 10402, 4533, 5869, 10402, 4533, 5869 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167006, 529884, -81054, -170199, 284050, 279681 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10720, "evaluation_days": 1786.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1609027200000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760130142342, "expiration_time": 1764757440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 214, "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) |
---|