| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 361397.6254 | 321177.875 | 40219.7505 | -56954.268 | 3478400.9884 | -3535355.2564 |
| Total P&L (%) | 361.3976 | 321.1779 | 40.2198 | -56.9543 | 3478.401 | -3535.3553 |
| Avg Daily Profit (%) | 0.2025 | 0.1799 | 0.0225 | -0.0472 | 0.2006 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -228723 | -143856 | -143363 | -5048916 | -2478416 | -5168833 |
| Profit Factor | 1.1183 | 1.2316 | 1.0241 | 0.9979 | 1.3283 | 0.7856 |
| Total Trades | 1986 | 993 | 993 | 1986 | 993 | 993 |
| Winning Trades | 1435 | 704 | 731 | 1435 | 704 | 731 |
| Losing Trades | 551 | 289 | 262 | 551 | 289 | 262 |
| Profitability (%) | 72.2558 | 70.8963 | 73.6153 | 72.2558 | 70.8963 | 73.6153 |
| Ratio Avg Win / Avg Loss | 0.4294 | 0.5056 | 0.3671 | 0.3832 | 0.5453 | 0.2816 |
| Largest Winning Trade | 28407 | 28407 | 19815 | 590881 | 590881 | 306704 |
| Largest Losing Trade | -75518 | -38946 | -75518 | -2781448 | -831127 | -2781448 |
| Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Winners | 5 | 4 | 5 | 5 | 4 | 5 |
| Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
| Bars Traded | 21340 | 10284 | 11056 | 21340 | 10284 | 11056 |
| Profit Streak | 1.0942 | 0 | 5.6776 | 1.0942 | 0 | 5.6776 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -77026 | 485367 | -350610 | -573347 | 528002 | -570737 |
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21419,
"evaluation_days": 1784.92,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606197600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760033742557,
"expiration_time": 1765577404800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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": [
[
361397.6254423538,
321177.8749645536,
40219.7504778,
-56954.2680001054,
3478400.9883808536,
-3535355.256380957
],
[
361.397625,
321.177875,
40.21975,
-56.954268,
3478.400988,
-3535.355256
],
[
0.202473,
0.17994,
0.022533,
-0.047213,
0.20063,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-228723,
-143856,
-143363,
-5048916,
-2478416,
-5168833
],
[
1.118268,
1.231609,
1.024098,
0.997897,
1.328286,
0.785622
],
[
1986,
993,
993,
1986,
993,
993
],
[
1435,
704,
731,
1435,
704,
731
],
[
551,
289,
262,
551,
289,
262
],
[
72.255791,
70.896274,
73.615307,
72.255791,
70.896274,
73.615307
],
[
0.429384,
0.50559,
0.36705,
0.383165,
0.545276,
0.281577
],
[
28407,
28407,
19815,
590881,
590881,
306704
],
[
-75518,
-38946,
-75518,
-2781448,
-831127,
-2781448
],
[
10,
10,
11,
10,
10,
11
],
[
5,
4,
5,
5,
4,
5
],
[
24,
23,
25,
24,
23,
25
],
[
21340,
10284,
11056,
21340,
10284,
11056
],
[
1.094242,
0,
5.677575,
1.094242,
0,
5.677576
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-77026,
485367,
-350610,
-573347,
528002,
-570737
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21419,
"evaluation_days": 1784.92,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606197600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760033742557,
"expiration_time": 1765577404800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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) |
|---|