Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343103.4112 | 369597.2863 | -26493.8751 | -77183.2612 | 205869.219 | -283052.4802 |
Total P&L (%) | 343.1034 | 369.5973 | -26.4939 | -77.1833 | 205.8692 | -283.0525 |
Avg Daily Profit (%) | 0.1851 | 0.1994 | -0.0143 | -0.0797 | 0.0603 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188075 | -103176 | -194063 | -528677 | -278806 | -407989 |
Profit Factor | 1.097 | 1.2136 | 0.9853 | 0.9845 | 1.0875 | 0.8922 |
Total Trades | 1215 | 607 | 608 | 1215 | 607 | 608 |
Winning Trades | 612 | 298 | 314 | 612 | 298 | 314 |
Losing Trades | 603 | 309 | 294 | 603 | 309 | 294 |
Profitability (%) | 50.3704 | 49.0939 | 51.6447 | 50.3704 | 49.0939 | 51.6447 |
Ratio Avg Win / Avg Loss | 1.0808 | 1.2584 | 0.9226 | 0.97 | 1.1277 | 0.8354 |
Largest Winning Trade | 118575 | 118575 | 28769 | 83015 | 83015 | 72360 |
Largest Losing Trade | -46819 | -35765 | -46819 | -245563 | -73961 | -245563 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 21963 | 11079 | 10884 | 21963 | 11079 | 10884 |
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 | -99756 | 349645 | -577666 | -574168 | -234065 | -577666 |
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22247, "evaluation_days": 1853.92, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1600264800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758931670382, "expiration_time": 1764488822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "fwma", "factors": { "length": 245, "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": [ [ 343103.4111920244, 369597.2862653394, -26493.8750733154, -77183.2611812654, 205869.2189702354, -283052.4801515008 ], [ 343.103411, 369.597286, -26.493875, -77.183261, 205.869219, -283.05248 ], [ 0.185069, 0.19936, -0.014291, -0.079674, 0.060322, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -188075, -103176, -194063, -528677, -278806, -407989 ], [ 1.09697, 1.213557, 0.985343, 0.984496, 1.087543, 0.892239 ], [ 1215, 607, 608, 1215, 607, 608 ], [ 612, 298, 314, 612, 298, 314 ], [ 603, 309, 294, 603, 309, 294 ], [ 50.37037, 49.093904, 51.644737, 50.37037, 49.093904, 51.644737 ], [ 1.080838, 1.258352, 0.922582, 0.970018, 1.127687, 0.835408 ], [ 118575, 118575, 28769, 83015, 83015, 72360 ], [ -46819, -35765, -46819, -245563, -73961, -245563 ], [ 18, 18, 17, 18, 18, 17 ], [ 17, 18, 17, 17, 18, 17 ], [ 18, 18, 18, 18, 18, 18 ], [ 21963, 11079, 10884, 21963, 11079, 10884 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99756, 349645, -577666, -574168, -234065, -577666 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22247, "evaluation_days": 1853.92, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1600264800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758931670382, "expiration_time": 1764488822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "fwma", "factors": { "length": 245, "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) |
---|