Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356032.258 | 327564.8547 | 28467.4033 | -785147.1543 | -51032.7433 | -734114.411 |
Total P&L (%) | 356.0323 | 327.5649 | 28.4674 | -785.1472 | -51.0327 | -734.1144 |
Avg Daily Profit (%) | 0.192 | 0.1766 | 0.0154 | 0 | -0.0385 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207546 | -92605 | -180557 | -1920295 | -941816 | -1365377 |
Profit Factor | 1.4559 | 2.0866 | 1.0594 | 0.7773 | 0.9632 | 0.6569 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 27 | 30 | 53 | 24 | 29 |
Losing Trades | 38 | 20 | 18 | 42 | 23 | 19 |
Profitability (%) | 60 | 57.4468 | 62.5 | 55.7895 | 51.0638 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.9706 | 1.5456 | 0.6356 | 0.616 | 0.9231 | 0.4304 |
Largest Winning Trade | 83024 | 83024 | 39981 | 541838 | 541838 | 479920 |
Largest Losing Trade | -167115 | -62125 | -167115 | -1212665 | -308144 | -1212665 |
Avg Bars in Trades | 113 | 113 | 114 | 113 | 113 | 114 |
Avg Bars in Winners | 77 | 76 | 78 | 98 | 100 | 96 |
Avg Bars in Losers | 168 | 163 | 173 | 133 | 126 | 141 |
Bars Traded | 10823 | 5331 | 5492 | 10823 | 5331 | 5492 |
Profit Streak | 11.3106 | 0 | 55.9772 | 0 | 42.4772 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327864 | 447665 | -329785 | -579774 | -580007 | -579338 |
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11127, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986834341, "expiration_time": 1763522064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 147, "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": [ [ 356032.2579973207, 327564.8547228613, 28467.4032744593, -785147.1543471297, -51032.7433275559, -734114.4110195738 ], [ 356.032258, 327.564855, 28.467403, -785.147154, -51.032743, -734.114411 ], [ 0.191983, 0.176632, 0.01535, 0, -0.038495, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -207546, -92605, -180557, -1920295, -941816, -1365377 ], [ 1.455888, 2.086597, 1.059368, 0.777339, 0.963193, 0.656906 ], [ 95, 47, 48, 95, 47, 48 ], [ 57, 27, 30, 53, 24, 29 ], [ 38, 20, 18, 42, 23, 19 ], [ 60, 57.446809, 62.5, 55.789474, 51.06383, 60.416667 ], [ 0.970592, 1.545627, 0.635621, 0.616005, 0.92306, 0.430387 ], [ 83024, 83024, 39981, 541838, 541838, 479920 ], [ -167115, -62125, -167115, -1212665, -308144, -1212665 ], [ 113, 113, 114, 113, 113, 114 ], [ 77, 76, 78, 98, 100, 96 ], [ 168, 163, 173, 133, 126, 141 ], [ 10823, 5331, 5492, 10823, 5331, 5492 ], [ 11.310583, 0, 55.977249, 0, 42.477249, 0 ], [ 1, 0, 2, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327864, 447665, -329785, -579774, -580007, -579338 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11127, "evaluation_days": 1854.5, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986834341, "expiration_time": 1763522064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 147, "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) |
---|