Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239251.4624 | 360310.455 | -121058.9926 | -95869.5507 | 20488.2001 | -116357.7508 |
Total P&L (%) | 239.2515 | 360.3105 | -121.059 | -95.8696 | 20.4882 | -116.3578 |
Avg Daily Profit (%) | 0.1291 | 0.1944 | -0.0653 | -0.1717 | 0.0101 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -319690 | -269308 | -161887 | -547483 | -445287 | -151007 |
Profit Factor | 1.1995 | 1.4455 | 0.6897 | 0.8902 | 1.0315 | 0.4795 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 44.7514 | 45.5556 | 43.956 | 44.7514 | 45.5556 | 43.956 |
Ratio Avg Win / Avg Loss | 1.4809 | 1.7275 | 0.8794 | 1.099 | 1.2328 | 0.6114 |
Largest Winning Trade | 336142 | 336142 | 21459 | 326714 | 326714 | 20773 |
Largest Losing Trade | -59966 | -59966 | -19702 | -306149 | -306149 | -40406 |
Avg Bars in Trades | 120 | 212 | 29 | 120 | 212 | 29 |
Avg Bars in Winners | 157 | 280 | 31 | 157 | 280 | 31 |
Avg Bars in Losers | 90 | 155 | 28 | 90 | 155 | 28 |
Bars Traded | 21848 | 19130 | 2718 | 21848 | 19130 | 2718 |
Profit Streak | 0 | 29.3017 | 0 | 0 | 29.3017 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22861 | 310316 | -583161 | -580204 | -372843 | -583161 |
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22247, "evaluation_days": 1853.92, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599537600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758978865288, "expiration_time": 1764488822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 198, "offset": 0, "std": 2.84258 } } }
{ "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": [ [ 239251.462379483, 360310.4550158168, -121058.9926363338, -95869.5507135506, 20488.2000964612, -116357.7508100118 ], [ 239.251462, 360.310455, -121.058993, -95.869551, 20.4882, -116.357751 ], [ 0.129052, 0.194351, -0.065299, -0.171747, 0.010054, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -319690, -269308, -161887, -547483, -445287, -151007 ], [ 1.199542, 1.44545, 0.689698, 0.890221, 1.031532, 0.479491 ], [ 181, 90, 91, 181, 90, 91 ], [ 81, 41, 40, 81, 41, 40 ], [ 100, 49, 51, 100, 49, 51 ], [ 44.751381, 45.555556, 43.956044, 44.751381, 45.555556, 43.956044 ], [ 1.480916, 1.727489, 0.879365, 1.099039, 1.232807, 0.611351 ], [ 336142, 336142, 21459, 326714, 326714, 20773 ], [ -59966, -59966, -19702, -306149, -306149, -40406 ], [ 120, 212, 29, 120, 212, 29 ], [ 157, 280, 31, 157, 280, 31 ], [ 90, 155, 28, 90, 155, 28 ], [ 21848, 19130, 2718, 21848, 19130, 2718 ], [ 0, 29.301681, 0, 0, 29.301682, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -22861, 310316, -583161, -580204, -372843, -583161 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22247, "evaluation_days": 1853.92, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599537600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758978865288, "expiration_time": 1764488822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 198, "offset": 0, "std": 2.84258 } } }
# | 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) |
---|