| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 351302.2246 | 341916.9373 | 9385.2873 | -95344.5079 | 53904.8829 | -149249.3907 |
| Total P&L (%) | 351.3022 | 341.9169 | 9.3853 | -95.3445 | 53.9049 | -149.2494 |
| Avg Daily Profit (%) | 0.1966 | 0.1913 | 0.0053 | -0.1715 | 0.0241 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -201030 | -125933 | -118440 | -639170 | -398570 | -251349 |
| Profit Factor | 1.4564 | 1.8378 | 1.026 | 0.8689 | 1.1197 | 0.4615 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Profitability (%) | 50.9434 | 49.0566 | 52.8302 | 50.9434 | 49.0566 | 52.8302 |
| Ratio Avg Win / Avg Loss | 1.4025 | 1.9085 | 0.916 | 0.8367 | 1.1628 | 0.412 |
| Largest Winning Trade | 126281 | 126281 | 38134 | 341257 | 341257 | 59815 |
| Largest Losing Trade | -96630 | -72758 | -96630 | -280922 | -280922 | -138968 |
| Avg Bars in Trades | 32 | 31 | 32 | 32 | 31 | 32 |
| Avg Bars in Winners | 31 | 26 | 35 | 31 | 26 | 35 |
| Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
| Bars Traded | 3421 | 1692 | 1730 | 3421 | 1692 | 1730 |
| 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 | 325288 | -169387 | -724914 | -580373 | -430941 | -760466 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3574,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611792000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760144609288,
"expiration_time": 1764729504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 141,
"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": [
[
351302.2246448813,
341916.9373371552,
9385.2873077263,
-95344.5078554317,
53904.8828798763,
-149249.390735308
],
[
351.302225,
341.916937,
9.385287,
-95.344508,
53.904883,
-149.249391
],
[
0.196588,
0.191336,
0.005252,
-0.171488,
0.024131,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-201030,
-125933,
-118440,
-639170,
-398570,
-251349
],
[
1.456401,
1.837817,
1.025954,
0.868912,
1.119739,
0.461479
],
[
106,
53,
53,
106,
53,
53
],
[
54,
26,
28,
54,
26,
28
],
[
52,
27,
25,
52,
27,
25
],
[
50.943396,
49.056604,
52.830189,
50.943396,
49.056604,
52.830189
],
[
1.40246,
1.908502,
0.91603,
0.83673,
1.162806,
0.412035
],
[
126281,
126281,
38134,
341257,
341257,
59815
],
[
-96630,
-72758,
-96630,
-280922,
-280922,
-138968
],
[
32,
31,
32,
32,
31,
32
],
[
31,
26,
35,
31,
26,
35
],
[
33,
36,
29,
33,
36,
29
],
[
3421,
1692,
1730,
3421,
1692,
1730
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325288,
-169387,
-724914,
-580373,
-430941,
-760466
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3574,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611792000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760144609288,
"expiration_time": 1764729504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 141,
"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) |
|---|