Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394678.887 | 364474.7932 | 30204.0937 | -71747.0127 | 639090.559 | -710837.5717 |
Total P&L (%) | 394.6789 | 364.4748 | 30.2041 | -71.747 | 639.0906 | -710.8376 |
Avg Daily Profit (%) | 0.2117 | 0.1955 | 0.0162 | -0.0678 | 0.1073 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247064 | -102106 | -189000 | -915667 | -437975 | -1061255 |
Profit Factor | 1.1399 | 1.2798 | 1.0199 | 0.9904 | 1.1939 | 0.8299 |
Total Trades | 760 | 380 | 380 | 760 | 380 | 380 |
Winning Trades | 381 | 188 | 193 | 381 | 188 | 193 |
Losing Trades | 379 | 192 | 187 | 379 | 192 | 187 |
Profitability (%) | 50.1316 | 49.4737 | 50.7895 | 50.1316 | 49.4737 | 50.7895 |
Ratio Avg Win / Avg Loss | 1.1339 | 1.307 | 0.9882 | 0.9852 | 1.2193 | 0.8041 |
Largest Winning Trade | 52300 | 52300 | 41605 | 143646 | 143646 | 118774 |
Largest Losing Trade | -79432 | -33712 | -79432 | -530148 | -160691 | -530148 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 11169 | 5587 | 5582 | 11169 | 5587 | 5582 |
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 | -54629 | 325686 | -372800 | -576513 | -54999 | -578966 |
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11188, "evaluation_days": 1864.67, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1598587200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759607108367, "expiration_time": 1764426816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.63086 } } }
{ "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": [ [ 394678.8869575438, 364474.7932159573, 30204.0937415859, -71747.0126588669, 639090.5590377767, -710837.5716966437 ], [ 394.678887, 364.474793, 30.204094, -71.747013, 639.090559, -710.837572 ], [ 0.211662, 0.195463, 0.016198, -0.067762, 0.107329, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -247064, -102106, -189000, -915667, -437975, -1061255 ], [ 1.13992, 1.279808, 1.019895, 0.990402, 1.193916, 0.829929 ], [ 760, 380, 380, 760, 380, 380 ], [ 381, 188, 193, 381, 188, 193 ], [ 379, 192, 187, 379, 192, 187 ], [ 50.131579, 49.473684, 50.789474, 50.131579, 49.473684, 50.789474 ], [ 1.133936, 1.307038, 0.988189, 0.985203, 1.219318, 0.804129 ], [ 52300, 52300, 41605, 143646, 143646, 118774 ], [ -79432, -33712, -79432, -530148, -160691, -530148 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 11169, 5587, 5582, 11169, 5587, 5582 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -54629, 325686, -372800, -576513, -54999, -578966 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11188, "evaluation_days": 1864.67, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1598587200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759607108367, "expiration_time": 1764426816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.63086 } } }
# | 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) |
---|