| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 684730.4444 | 517266.0131 | 167464.4313 | 1704681.2547 | 716105.4492 | 988575.8055 |
| Total P&L (%) | 684.7304 | 517.266 | 167.4644 | 1704.6813 | 716.1054 | 988.5758 |
| Avg Daily Profit (%) | 0.3853 | 0.2911 | 0.0942 | 0.1629 | 0.1182 | 0.1344 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132179 | -120061 | -83558 | -3578250 | -3522836 | -1529989 |
| Profit Factor | 1.6187 | 1.7963 | 1.3664 | 1.0943 | 1.0647 | 1.141 |
| Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
| Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Losing Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Profitability (%) | 46.473 | 46.6667 | 46.281 | 46.473 | 46.6667 | 46.281 |
| Ratio Avg Win / Avg Loss | 1.8644 | 2.0529 | 1.586 | 1.2604 | 1.2168 | 1.3244 |
| Largest Winning Trade | 107692 | 107692 | 60265 | 2050911 | 2050911 | 947638 |
| Largest Losing Trade | -40821 | -34327 | -40821 | -1116966 | -1116966 | -701478 |
| Avg Bars in Trades | 43 | 58 | 28 | 43 | 58 | 28 |
| Avg Bars in Winners | 61 | 83 | 39 | 61 | 83 | 39 |
| Avg Bars in Losers | 27 | 36 | 19 | 27 | 36 | 19 |
| Bars Traded | 10459 | 6963 | 3496 | 10459 | 6963 | 3496 |
| Profit Streak | 38.8743 | 59.541 | 38.8743 | 38.8743 | 59.541 | 38.8743 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 506986 | 435098 | -65965 | -107720 | -184311 | -78939 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10662,
"evaluation_days": 1777,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607486400000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759294740660,
"expiration_time": 1763897184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 120,
"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": [
[
684730.4443830196,
517266.0130943127,
167464.4312887066,
1704681.2546742237,
716105.4491725798,
988575.8055016447
],
[
684.730444,
517.266013,
167.464431,
1704.681255,
716.105449,
988.575806
],
[
0.385329,
0.291089,
0.09424,
0.162933,
0.118211,
0.134443
],
[
10,
10,
10,
10,
10,
10
],
[
-132179,
-120061,
-83558,
-3578250,
-3522836,
-1529989
],
[
1.618716,
1.796294,
1.36636,
1.094263,
1.064662,
1.14103
],
[
241,
120,
121,
241,
120,
121
],
[
112,
56,
56,
112,
56,
56
],
[
129,
64,
65,
129,
64,
65
],
[
46.473029,
46.666667,
46.280992,
46.473029,
46.666667,
46.280992
],
[
1.864414,
2.052907,
1.585954,
1.260357,
1.216757,
1.32441
],
[
107692,
107692,
60265,
2050911,
2050911,
947638
],
[
-40821,
-34327,
-40821,
-1116966,
-1116966,
-701478
],
[
43,
58,
28,
43,
58,
28
],
[
61,
83,
39,
61,
83,
39
],
[
27,
36,
19,
27,
36,
19
],
[
10459,
6963,
3496,
10459,
6963,
3496
],
[
38.874313,
59.54098,
38.874313,
38.874313,
59.54098,
38.874313
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
506986,
435098,
-65965,
-107720,
-184311,
-78939
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10662,
"evaluation_days": 1777,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1607486400000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759294740660,
"expiration_time": 1763897184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 120,
"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) |
|---|