| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 568152.9094 | 349163.1065 | 218989.8029 | 2030331.87 | 727744.7021 | 1302587.1679 |
| Total P&L (%) | 568.1529 | 349.1631 | 218.9898 | 2030.3319 | 727.7447 | 1302.5872 |
| Avg Daily Profit (%) | 0.3178 | 0.1953 | 0.1225 | 0.1712 | 0.1183 | 0.1478 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137026 | -63605 | -125262 | -4237375 | -2141897 | -3722201 |
| Profit Factor | 2.0312 | 2.6403 | 1.6478 | 1.1746 | 1.1584 | 1.1852 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 61.7021 | 59.5745 | 63.8298 | 61.7021 | 59.5745 | 63.8298 |
| Ratio Avg Win / Avg Loss | 1.2608 | 1.7916 | 0.9337 | 0.7291 | 0.7861 | 0.6716 |
| Largest Winning Trade | 135537 | 135537 | 75721 | 1006417 | 494235 | 1006417 |
| Largest Losing Trade | -55232 | -17739 | -55232 | -2638612 | -804474 | -2638612 |
| Avg Bars in Trades | 35 | 22 | 49 | 35 | 22 | 49 |
| Avg Bars in Winners | 39 | 21 | 55 | 39 | 21 | 55 |
| Avg Bars in Losers | 30 | 23 | 38 | 30 | 23 | 38 |
| Bars Traded | 3359 | 1041 | 2319 | 3359 | 1041 | 2319 |
| Profit Streak | 16.6586 | 0 | 29.1586 | 16.6586 | 0 | 29.1586 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 508833 | 511798 | -26745 | -19978 | -81037 | -11350 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3576,
"evaluation_days": 1788,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1612785600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760197701656,
"expiration_time": 1764818496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 249,
"offset": 0,
"multiplier": 3.15672
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 164,
"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": [
[
568152.9094044806,
349163.1065297314,
218989.8028747492,
2030331.8699813732,
727744.7021202684,
1302587.1678611063
],
[
568.152909,
349.163107,
218.989803,
2030.33187,
727.744702,
1302.587168
],
[
0.317759,
0.195281,
0.122478,
0.171224,
0.118277,
0.147811
],
[
10,
10,
10,
10,
10,
10
],
[
-137026,
-63605,
-125262,
-4237375,
-2141897,
-3722201
],
[
2.031227,
2.640262,
1.64775,
1.174621,
1.158403,
1.185216
],
[
94,
47,
47,
94,
47,
47
],
[
58,
28,
30,
58,
28,
30
],
[
36,
19,
17,
36,
19,
17
],
[
61.702128,
59.574468,
63.829787,
61.702128,
59.574468,
63.829787
],
[
1.260762,
1.791606,
0.933725,
0.729075,
0.786059,
0.671622
],
[
135537,
135537,
75721,
1006417,
494235,
1006417
],
[
-55232,
-17739,
-55232,
-2638612,
-804474,
-2638612
],
[
35,
22,
49,
35,
22,
49
],
[
39,
21,
55,
39,
21,
55
],
[
30,
23,
38,
30,
23,
38
],
[
3359,
1041,
2319,
3359,
1041,
2319
],
[
16.658584,
0,
29.158584,
16.658584,
0,
29.158584
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
508833,
511798,
-26745,
-19978,
-81037,
-11350
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3576,
"evaluation_days": 1788,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1612785600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760197701656,
"expiration_time": 1764818496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 249,
"offset": 0,
"multiplier": 3.15672
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 164,
"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) |
|---|