| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384021.8135 | 334142.782 | 49879.0315 | 144733.9759 | 510751.5804 | -366017.6044 |
| Total P&L (%) | 384.0218 | 334.1428 | 49.879 | 144.734 | 510.7516 | -366.0176 |
| Avg Daily Profit (%) | 0.215 | 0.1871 | 0.0279 | 0.0501 | 0.1014 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96833 | -87552 | -103249 | -677218 | -430126 | -626965 |
| Profit Factor | 1.2363 | 1.3983 | 1.0634 | 1.0217 | 1.1509 | 0.8886 |
| Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
| Winning Trades | 281 | 134 | 147 | 281 | 134 | 147 |
| Losing Trades | 335 | 174 | 161 | 335 | 174 | 161 |
| Profitability (%) | 45.6169 | 43.5065 | 47.7273 | 45.6169 | 43.5065 | 47.7273 |
| Ratio Avg Win / Avg Loss | 1.4739 | 1.8158 | 1.1647 | 1.218 | 1.4945 | 0.9732 |
| Largest Winning Trade | 116081 | 116081 | 66414 | 472514 | 472514 | 254168 |
| Largest Losing Trade | -30200 | -20028 | -30200 | -191668 | -113340 | -191668 |
| Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
| Avg Bars in Winners | 47 | 45 | 49 | 47 | 45 | 49 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 21245 | 10171 | 11074 | 21245 | 10171 | 11074 |
| 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 | 322465 | 282108 | -307497 | -321128 | -113227 | -580606 |
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21436,
"evaluation_days": 1786.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606831200000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760151947866,
"expiration_time": 1765704211200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
384021.8135146852,
334142.7820183354,
49879.0314963501,
144733.9759470894,
510751.5803589053,
-366017.604411816
],
[
384.021814,
334.142782,
49.879031,
144.733976,
510.75158,
-366.017604
],
[
0.214978,
0.187055,
0.027923,
0.050115,
0.10135,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-96833,
-87552,
-103249,
-677218,
-430126,
-626965
],
[
1.236302,
1.398346,
1.063435,
1.021701,
1.150933,
0.888595
],
[
616,
308,
308,
616,
308,
308
],
[
281,
134,
147,
281,
134,
147
],
[
335,
174,
161,
335,
174,
161
],
[
45.616883,
43.506494,
47.727273,
45.616883,
43.506494,
47.727273
],
[
1.473883,
1.815762,
1.164714,
1.218042,
1.494496,
0.973223
],
[
116081,
116081,
66414,
472514,
472514,
254168
],
[
-30200,
-20028,
-30200,
-191668,
-113340,
-191668
],
[
34,
33,
35,
34,
33,
35
],
[
47,
45,
49,
47,
45,
49
],
[
23,
23,
23,
23,
23,
23
],
[
21245,
10171,
11074,
21245,
10171,
11074
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322465,
282108,
-307497,
-321128,
-113227,
-580606
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21436,
"evaluation_days": 1786.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1606831200000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760151947866,
"expiration_time": 1765704211200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|