| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 543819.6845 | 424719.9159 | 119099.7685 | 570652.8238 | 726425.867 | -155773.0432 |
| Total P&L (%) | 543.8197 | 424.7199 | 119.0998 | 570.6528 | 726.4259 | -155.773 |
| Avg Daily Profit (%) | 0.3072 | 0.2399 | 0.0673 | 0.1076 | 0.1194 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145032 | -107455 | -101446 | -741154 | -334315 | -535480 |
| Profit Factor | 1.6564 | 2.0334 | 1.2853 | 1.192 | 1.5458 | 0.9051 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
| Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
| Profitability (%) | 47.2393 | 45.679 | 48.7805 | 47.2393 | 45.679 | 48.7805 |
| Ratio Avg Win / Avg Loss | 1.85 | 2.4182 | 1.3496 | 1.3313 | 1.8383 | 0.9504 |
| Largest Winning Trade | 218816 | 218816 | 70580 | 485885 | 485885 | 158458 |
| Largest Losing Trade | -68131 | -31039 | -68131 | -413625 | -193771 | -413625 |
| Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
| Avg Bars in Winners | 89 | 81 | 97 | 89 | 81 | 97 |
| Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
| Bars Traded | 10399 | 4773 | 5626 | 10399 | 4773 | 5626 |
| Profit Streak | 13.6016 | 25.4349 | 13.6016 | 13.6016 | 25.4349 | 13.6016 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 466169 | -1268 | -107443 | -57481 | -43631 | -585109 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608206400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882375903,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 80,
"offset": 0,
"multiplier": 3.4961
}
}
} {
"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": [
[
543819.6844845978,
424719.9159383407,
119099.7685462567,
570652.8237752683,
726425.8669831071,
-155773.0432078384
],
[
543.819684,
424.719916,
119.099769,
570.652824,
726.425867,
-155.773043
],
[
0.307185,
0.23991,
0.067275,
0.107556,
0.119368,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-145032,
-107455,
-101446,
-741154,
-334315,
-535480
],
[
1.65643,
2.033445,
1.285285,
1.191972,
1.545803,
0.905112
],
[
163,
81,
82,
163,
81,
82
],
[
77,
37,
40,
77,
37,
40
],
[
86,
44,
42,
86,
44,
42
],
[
47.239264,
45.679012,
48.780488,
47.239264,
45.679012,
48.780488
],
[
1.850038,
2.418151,
1.34955,
1.331293,
1.838252,
0.950368
],
[
218816,
218816,
70580,
485885,
485885,
158458
],
[
-68131,
-31039,
-68131,
-413625,
-193771,
-413625
],
[
63,
58,
68,
63,
58,
68
],
[
89,
81,
97,
89,
81,
97
],
[
40,
39,
41,
40,
39,
41
],
[
10399,
4773,
5626,
10399,
4773,
5626
],
[
13.601573,
25.434906,
13.601573,
13.601573,
25.434906,
13.601573
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
466169,
-1268,
-107443,
-57481,
-43631,
-585109
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10622,
"evaluation_days": 1770.33,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608206400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882375903,
"expiration_time": 1763303904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 80,
"offset": 0,
"multiplier": 3.4961
}
}
}
| # | 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) |
|---|