Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592782.803 | 528388.3935 | 64394.4095 | 501791.7895 | 405486.194 | 96305.5954 |
Total P&L (%) | 592.7828 | 528.3884 | 64.3944 | 501.7918 | 405.4862 | 96.3056 |
Avg Daily Profit (%) | 0.3179 | 0.2833 | 0.0345 | 0.0963 | 0.0869 | 0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134723 | -59674 | -128540 | -310390 | -230003 | -281883 |
Profit Factor | 1.6996 | 2.5111 | 1.1294 | 1.3042 | 1.5221 | 1.1103 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 38.5475 | 38.8889 | 38.2022 | 38.5475 | 38.8889 | 38.2022 |
Ratio Avg Win / Avg Loss | 2.7096 | 3.946 | 1.827 | 2.0791 | 2.3919 | 1.7961 |
Largest Winning Trade | 262432 | 262432 | 71180 | 366203 | 366203 | 242616 |
Largest Losing Trade | -36413 | -23118 | -36413 | -149310 | -149310 | -127076 |
Avg Bars in Trades | 60 | 50 | 71 | 60 | 50 | 71 |
Avg Bars in Winners | 126 | 94 | 158 | 126 | 94 | 158 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 10894 | 4524 | 6370 | 10894 | 4524 | 6370 |
Profit Streak | 0 | 0 | 48.8506 | 0 | 0 | 48.8506 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314982 | 320470 | -227688 | -66301 | -78984 | -246143 |
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11189, "evaluation_days": 1864.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759609490610, "expiration_time": 1764441648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.22221, "nc": 0.1 } } }
{ "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": [ [ 592782.8030104538, 528388.3935161047, 64394.409494349, 501791.7894529979, 405486.1940253291, 96305.5954276689 ], [ 592.782803, 528.388394, 64.394409, 501.791789, 405.486194, 96.305595 ], [ 0.317875, 0.283344, 0.034531, 0.096288, 0.086928, 0.036176 ], [ 10, 10, 10, 10, 10, 10 ], [ -134723, -59674, -128540, -310390, -230003, -281883 ], [ 1.699642, 2.511094, 1.129412, 1.304171, 1.522141, 1.110301 ], [ 179, 90, 89, 179, 90, 89 ], [ 69, 35, 34, 69, 35, 34 ], [ 110, 55, 55, 110, 55, 55 ], [ 38.547486, 38.888889, 38.202247, 38.547486, 38.888889, 38.202247 ], [ 2.709574, 3.946004, 1.82699, 2.079114, 2.391936, 1.796075 ], [ 262432, 262432, 71180, 366203, 366203, 242616 ], [ -36413, -23118, -36413, -149310, -149310, -127076 ], [ 60, 50, 71, 60, 50, 71 ], [ 126, 94, 158, 126, 94, 158 ], [ 19, 21, 18, 19, 21, 18 ], [ 10894, 4524, 6370, 10894, 4524, 6370 ], [ 0, 0, 48.850586, 0, 0, 48.850586 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314982, 320470, -227688, -66301, -78984, -246143 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11189, "evaluation_days": 1864.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759609490610, "expiration_time": 1764441648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.22221, "nc": 0.1 } } }
# | 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) |
---|