| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 374501.5035 | 316822.5688 | 57678.9347 | 114154.7004 | 255989.9626 | -141835.2623 |
| Total P&L (%) | 374.5015 | 316.8226 | 57.6789 | 114.1547 | 255.99 | -141.8353 |
| Avg Daily Profit (%) | 0.2115 | 0.179 | 0.0326 | 0.043 | 0.0717 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145360 | -111639 | -94528 | -607019 | -341215 | -358860 |
| Profit Factor | 1.594 | 1.9813 | 1.1875 | 1.0718 | 1.3116 | 0.8153 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Profitability (%) | 47.8261 | 52.1739 | 43.4783 | 47.8261 | 52.1739 | 43.4783 |
| Ratio Avg Win / Avg Loss | 1.7389 | 1.8161 | 1.5438 | 1.1693 | 1.2023 | 1.06 |
| Largest Winning Trade | 209981 | 209981 | 47147 | 456185 | 456185 | 95263 |
| Largest Losing Trade | -42142 | -39880 | -42142 | -205379 | -205379 | -158445 |
| Avg Bars in Trades | 111 | 161 | 62 | 111 | 161 | 62 |
| Avg Bars in Winners | 148 | 204 | 81 | 148 | 204 | 81 |
| Avg Bars in Losers | 78 | 115 | 47 | 78 | 115 | 47 |
| Bars Traded | 10294 | 7426 | 2868 | 10294 | 7426 | 2868 |
| Profit Streak | 0 | 173.356 | 0 | 0 | 173.356 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 364006 | 464971 | -165805 | -277573 | -95275 | -581573 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609142400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803556162,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 131,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
374501.5034902772,
316822.5688346375,
57678.9346556395,
114154.7003696683,
255989.962638946,
-141835.2622692776
],
[
374.501503,
316.822569,
57.678935,
114.1547,
255.989963,
-141.835262
],
[
0.211543,
0.178962,
0.032581,
0.043025,
0.071749,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-145360,
-111639,
-94528,
-607019,
-341215,
-358860
],
[
1.593992,
1.98125,
1.187509,
1.071812,
1.311609,
0.815347
],
[
92,
46,
46,
92,
46,
46
],
[
44,
24,
20,
44,
24,
20
],
[
48,
22,
26,
48,
22,
26
],
[
47.826087,
52.173913,
43.478261,
47.826087,
52.173913,
43.478261
],
[
1.738901,
1.816146,
1.543762,
1.16925,
1.202308,
1.059952
],
[
209981,
209981,
47147,
456185,
456185,
95263
],
[
-42142,
-39880,
-42142,
-205379,
-205379,
-158445
],
[
111,
161,
62,
111,
161,
62
],
[
148,
204,
81,
148,
204,
81
],
[
78,
115,
47,
78,
115,
47
],
[
10294,
7426,
2868,
10294,
7426,
2868
],
[
0,
173.355974,
0,
0,
173.355974,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364006,
464971,
-165805,
-277573,
-95275,
-581573
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1609142400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803556162,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 131,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|