Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329951.7569 | 325387.6733 | 4564.0837 | -710448.5918 | -44090.1193 | -666358.4725 |
Total P&L (%) | 329.9518 | 325.3877 | 4.5641 | -710.4486 | -44.0901 | -666.3585 |
Avg Daily Profit (%) | 0.1771 | 0.1747 | 0.0025 | 0 | -0.0312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201687 | -89429 | -184989 | -1663908 | -761033 | -1135772 |
Profit Factor | 1.4213 | 2.0789 | 1.0095 | 0.7728 | 0.9652 | 0.6421 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 25 | 28 | 49 | 23 | 26 |
Losing Trades | 37 | 20 | 17 | 41 | 22 | 19 |
Profitability (%) | 58.8889 | 55.5556 | 62.2222 | 54.4444 | 51.1111 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.9922 | 1.6631 | 0.6129 | 0.6466 | 0.9232 | 0.4692 |
Largest Winning Trade | 63092 | 63092 | 41416 | 429271 | 429271 | 267565 |
Largest Losing Trade | -171398 | -58976 | -171398 | -1024176 | -257162 | -1024176 |
Avg Bars in Trades | 120 | 116 | 125 | 120 | 116 | 125 |
Avg Bars in Winners | 78 | 73 | 84 | 104 | 93 | 114 |
Avg Bars in Losers | 180 | 170 | 192 | 139 | 140 | 139 |
Bars Traded | 10866 | 5231 | 5635 | 10866 | 5231 | 5635 |
Profit Streak | 62.0568 | 95.2234 | 62.0568 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339230 | 471677 | -564460 | -579961 | -580567 | -579703 |
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1601712000000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759440103670, "expiration_time": 1764263664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 135, "offset": 89 } } }
{ "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": [ [ 329951.7569412253, 325387.6732908449, 4564.0836503805, -710448.5917559271, -44090.119303602, -666358.4724523248 ], [ 329.951757, 325.387673, 4.564084, -710.448592, -44.090119, -666.358472 ], [ 0.177124, 0.174674, 0.00245, 0, -0.031207, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -201687, -89429, -184989, -1663908, -761033, -1135772 ], [ 1.421309, 2.078888, 1.009478, 0.772806, 0.965157, 0.642062 ], [ 90, 45, 45, 90, 45, 45 ], [ 53, 25, 28, 49, 23, 26 ], [ 37, 20, 17, 41, 22, 19 ], [ 58.888889, 55.555556, 62.222222, 54.444444, 51.111111, 57.777778 ], [ 0.992234, 1.663111, 0.612897, 0.646634, 0.923194, 0.469199 ], [ 63092, 63092, 41416, 429271, 429271, 267565 ], [ -171398, -58976, -171398, -1024176, -257162, -1024176 ], [ 120, 116, 125, 120, 116, 125 ], [ 78, 73, 84, 104, 93, 114 ], [ 180, 170, 192, 139, 140, 139 ], [ 10866, 5231, 5635, 10866, 5231, 5635 ], [ 62.056755, 95.223422, 62.056755, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339230, 471677, -564460, -579961, -580567, -579703 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1601712000000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759440103670, "expiration_time": 1764263664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 135, "offset": 89 } } }
# | 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) |
---|