Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339666.5238 | 329817.5063 | 9849.0175 | -73358.9153 | -139600.1643 | 66241.2489 |
Total P&L (%) | 339.6665 | 329.8175 | 9.849 | -73.3589 | -139.6002 | 66.2412 |
Avg Daily Profit (%) | 0.1832 | 0.1778 | 0.0053 | -0.0713 | 0 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247239 | -180455 | -163728 | -2190016 | -2055537 | -454163 |
Profit Factor | 1.4372 | 1.8985 | 1.024 | 0.9798 | 0.9446 | 1.0599 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 61.5385 | 64.4444 | 58.6957 | 61.5385 | 64.4444 | 58.6957 |
Ratio Avg Win / Avg Loss | 0.8983 | 1.0475 | 0.7206 | 0.6123 | 0.5211 | 0.7459 |
Largest Winning Trade | 132403 | 132403 | 40613 | 876880 | 876880 | 317089 |
Largest Losing Trade | -86057 | -60072 | -86057 | -1282055 | -1282055 | -339703 |
Avg Bars in Trades | 115 | 188 | 44 | 115 | 188 | 44 |
Avg Bars in Winners | 69 | 90 | 46 | 69 | 90 | 46 |
Avg Bars in Losers | 190 | 366 | 41 | 190 | 366 | 41 |
Bars Traded | 10532 | 8498 | 2034 | 10532 | 8498 | 2034 |
Profit Streak | 68.7142 | 68.7142 | 71.5475 | 68.7142 | 68.7142 | 71.5475 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354648 | 447181 | -545091 | -577659 | -578281 | -310606 |
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11127, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1602057600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758978506767, "expiration_time": 1763522064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.43705 } }, "second_band": { "type": "sma", "factors": { "length": 248, "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": [ [ 339666.5237623987, 329817.5062590719, 9849.0175033267, -73358.9153188372, -139600.1642614247, 66241.2489425872 ], [ 339.666524, 329.817506, 9.849018, -73.358915, -139.600164, 66.241249 ], [ 0.183158, 0.177847, 0.005311, -0.071299, 0, 0.027411 ], [ 10, 10, 10, 10, 10, 10 ], [ -247239, -180455, -163728, -2190016, -2055537, -454163 ], [ 1.437221, 1.898508, 1.024034, 0.979751, 0.944552, 1.059935 ], [ 91, 45, 46, 91, 45, 46 ], [ 56, 29, 27, 56, 29, 27 ], [ 35, 16, 19, 35, 16, 19 ], [ 61.538462, 64.444444, 58.695652, 61.538462, 64.444444, 58.695652 ], [ 0.898263, 1.047453, 0.720616, 0.612345, 0.521132, 0.74588 ], [ 132403, 132403, 40613, 876880, 876880, 317089 ], [ -86057, -60072, -86057, -1282055, -1282055, -339703 ], [ 115, 188, 44, 115, 188, 44 ], [ 69, 90, 46, 69, 90, 46 ], [ 190, 366, 41, 190, 366, 41 ], [ 10532, 8498, 2034, 10532, 8498, 2034 ], [ 68.714199, 68.714199, 71.547532, 68.714199, 68.714199, 71.547532 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354648, 447181, -545091, -577659, -578281, -310606 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11127, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1602057600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758978506767, "expiration_time": 1763522064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.43705 } }, "second_band": { "type": "sma", "factors": { "length": 248, "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) |
---|