Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -189462.0859 | -24674.4239 | -164787.662 | -110288.1367 | 162965.6623 | -273253.799 |
Total P&L (%) | -189.4621 | -24.6744 | -164.7877 | -110.2881 | 162.9657 | -273.2538 |
Avg Daily Profit (%) | -0.3638 | -0.0474 | -0.3164 | 0 | 0.1858 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307167 | -110967 | -243350 | -341455 | -74681 | -403922 |
Profit Factor | 0.848 | 0.9531 | 0.7713 | 0.9063 | 1.4199 | 0.6535 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 251 | 121 | 130 | 280 | 141 | 139 |
Losing Trades | 273 | 141 | 132 | 244 | 121 | 123 |
Profitability (%) | 47.9008 | 46.1832 | 49.6183 | 53.4351 | 53.8168 | 53.0534 |
Ratio Avg Win / Avg Loss | 0.9223 | 1.1106 | 0.7832 | 0.7898 | 1.2185 | 0.5783 |
Largest Winning Trade | 37360 | 22564 | 37360 | 42273 | 30085 | 42273 |
Largest Losing Trade | -140869 | -17725 | -140869 | -247291 | -17419 | -247291 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 48 | 40 | 57 | 48 | 45 | 52 |
Avg Bars in Losers | 45 | 46 | 45 | 45 | 40 | 49 |
Bars Traded | 24797 | 11372 | 13425 | 24797 | 11372 | 13425 |
Profit Streak | 0 | 0 | 7.3465 | 3.6798 | 7.8673 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579425 | -580349 | -579999 | -578679 | 366909 | -580135 |
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 2 } } }
{ "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": [ [ -189462.0859070643, -24674.4238806732, -164787.6620263912, -110288.1367090627, 162965.6622857777, -273253.7989948406 ], [ -189.462086, -24.674424, -164.787662, -110.288137, 162.965662, -273.253799 ], [ -0.36377, -0.047375, -0.316394, 0, 0.185809, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -307167, -110967, -243350, -341455, -74681, -403922 ], [ 0.847998, 0.953086, 0.771285, 0.906273, 1.419906, 0.653495 ], [ 524, 262, 262, 524, 262, 262 ], [ 251, 121, 130, 280, 141, 139 ], [ 273, 141, 132, 244, 121, 123 ], [ 47.900763, 46.183206, 49.618321, 53.435115, 53.816794, 53.053435 ], [ 0.922324, 1.110621, 0.783151, 0.789753, 1.218501, 0.578273 ], [ 37360, 22564, 37360, 42273, 30085, 42273 ], [ -140869, -17725, -140869, -247291, -17419, -247291 ], [ 47, 43, 51, 47, 43, 51 ], [ 48, 40, 57, 48, 45, 52 ], [ 45, 46, 45, 45, 40, 49 ], [ 24797, 11372, 13425, 24797, 11372, 13425 ], [ 0, 0, 7.346478, 3.679811, 7.867311, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579425, -580349, -579999, -578679, 366909, -580135 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713911400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758818935682, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 2 } } }
# | 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) |
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