| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 607731.8613 | 496094.1369 | 111637.7244 | 701588.8384 | 1194048.5411 | -492459.7027 |
| Total P&L (%) | 607.7319 | 496.0941 | 111.6377 | 701.5888 | 1194.0485 | -492.4597 |
| Avg Daily Profit (%) | 0.3433 | 0.2802 | 0.0631 | 0.1176 | 0.1447 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140437 | -145695 | -115855 | -5051791 | -4322423 | -2349841 |
| Profit Factor | 1.48 | 1.6643 | 1.215 | 1.036 | 1.1018 | 0.9366 |
| Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
| Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Profitability (%) | 45.7447 | 45.3901 | 46.0993 | 45.7447 | 45.3901 | 46.0993 |
| Ratio Avg Win / Avg Loss | 1.7554 | 2.0024 | 1.4206 | 1.2287 | 1.3256 | 1.0951 |
| Largest Winning Trade | 157648 | 157648 | 62957 | 2142693 | 2142693 | 914598 |
| Largest Losing Trade | -41664 | -41664 | -27377 | -1982910 | -1982910 | -655220 |
| Avg Bars in Trades | 36 | 47 | 26 | 36 | 47 | 26 |
| Avg Bars in Winners | 52 | 69 | 36 | 52 | 69 | 36 |
| Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
| Bars Traded | 10428 | 6739 | 3689 | 10428 | 6739 | 3689 |
| Profit Streak | 56.2984 | 56.2984 | 77.4651 | 56.2984 | 56.2984 | 77.4651 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462237 | 376815 | -109211 | -215181 | -108913 | -579160 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607284800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856181658,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 106,
"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": [
[
607731.8612956074,
496094.1369070784,
111637.7243885282,
701588.8383557467,
1194048.5410597664,
-492459.7027040208
],
[
607.731861,
496.094137,
111.637724,
701.588838,
1194.048541,
-492.459703
],
[
0.343287,
0.280227,
0.06306,
0.117642,
0.144731,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-140437,
-145695,
-115855,
-5051791,
-4322423,
-2349841
],
[
1.480023,
1.664327,
1.214983,
1.035997,
1.101837,
0.936579
],
[
282,
141,
141,
282,
141,
141
],
[
129,
64,
65,
129,
64,
65
],
[
153,
77,
76,
153,
77,
76
],
[
45.744681,
45.390071,
46.099291,
45.744681,
45.390071,
46.099291
],
[
1.755376,
2.002393,
1.420596,
1.228741,
1.325647,
1.095077
],
[
157648,
157648,
62957,
2142693,
2142693,
914598
],
[
-41664,
-41664,
-27377,
-1982910,
-1982910,
-655220
],
[
36,
47,
26,
36,
47,
26
],
[
52,
69,
36,
52,
69,
36
],
[
23,
29,
17,
23,
29,
17
],
[
10428,
6739,
3689,
10428,
6739,
3689
],
[
56.298399,
56.298399,
77.465065,
56.298399,
56.298399,
77.465065
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462237,
376815,
-109211,
-215181,
-108913,
-579160
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607284800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856181658,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 106,
"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) |
|---|