| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 463060.8457 | 319976.9291 | 143083.9165 | 862127.4293 | 612240.0683 | 249887.361 |
| Total P&L (%) | 463.0608 | 319.9769 | 143.0839 | 862.1274 | 612.2401 | 249.8874 |
| Avg Daily Profit (%) | 0.26 | 0.1797 | 0.0803 | 0.1272 | 0.1103 | 0.0703 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93850 | -67762 | -60421 | -2960271 | -2098482 | -1547916 |
| Profit Factor | 1.9615 | 2.6179 | 1.5041 | 1.0999 | 1.177 | 1.0483 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Profitability (%) | 55.2239 | 60.6061 | 50 | 55.2239 | 60.6061 | 50 |
| Ratio Avg Win / Avg Loss | 1.5904 | 1.7016 | 1.5041 | 0.8918 | 0.765 | 1.0483 |
| Largest Winning Trade | 97959 | 97959 | 69297 | 1170351 | 499911 | 1170351 |
| Largest Losing Trade | -42457 | -33754 | -42457 | -1101187 | -688446 | -1101187 |
| Avg Bars in Trades | 49 | 25 | 72 | 49 | 25 | 72 |
| Avg Bars in Winners | 62 | 25 | 106 | 62 | 25 | 106 |
| Avg Bars in Losers | 32 | 24 | 38 | 32 | 24 | 38 |
| Bars Traded | 3289 | 829 | 2460 | 3289 | 829 | 2460 |
| 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 | -108462 | 506436 | -83262 | -255472 | -71212 | -266437 |
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3562,
"evaluation_days": 1781,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611360000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759623869989,
"expiration_time": 1764195552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 130,
"offset": 0,
"multiplier": 4.34671
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 62,
"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": [
[
463060.8456827489,
319976.9291337205,
143083.9165490286,
862127.4293084422,
612240.06825893,
249887.3610495122
],
[
463.060846,
319.976929,
143.083917,
862.127429,
612.240068,
249.887361
],
[
0.26,
0.179661,
0.080339,
0.127199,
0.110294,
0.070347
],
[
10,
10,
10,
10,
10,
10
],
[
-93850,
-67762,
-60421,
-2960271,
-2098482,
-1547916
],
[
1.961469,
2.617877,
1.504097,
1.09985,
1.176986,
1.048288
],
[
67,
33,
34,
67,
33,
34
],
[
37,
20,
17,
37,
20,
17
],
[
30,
13,
17,
30,
13,
17
],
[
55.223881,
60.606061,
50,
55.223881,
60.606061,
50
],
[
1.59038,
1.70162,
1.504097,
0.891771,
0.765041,
1.048288
],
[
97959,
97959,
69297,
1170351,
499911,
1170351
],
[
-42457,
-33754,
-42457,
-1101187,
-688446,
-1101187
],
[
49,
25,
72,
49,
25,
72
],
[
62,
25,
106,
62,
25,
106
],
[
32,
24,
38,
32,
24,
38
],
[
3289,
829,
2460,
3289,
829,
2460
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108462,
506436,
-83262,
-255472,
-71212,
-266437
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3562,
"evaluation_days": 1781,
"actual_first_datapoint_time": 1605744000000,
"first_datapoint_time": 1611360000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759623869989,
"expiration_time": 1764195552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 130,
"offset": 0,
"multiplier": 4.34671
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 62,
"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) |
|---|