Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -93781.0501 | 20214.4974 | -113995.5475 | -111662.0801 | 167802.0614 | -279464.1415 |
Total P&L (%) | -93.7811 | 20.2145 | -113.9955 | -111.6621 | 167.8021 | -279.4641 |
Avg Daily Profit (%) | -0.1801 | 0.0388 | -0.2189 | 0 | 0.1893 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219348 | -77108 | -203695 | -307050 | -53738 | -409205 |
Profit Factor | 0.9223 | 1.0403 | 0.8384 | 0.9017 | 1.4444 | 0.6315 |
Total Trades | 534 | 267 | 267 | 534 | 267 | 267 |
Winning Trades | 255 | 124 | 131 | 278 | 147 | 131 |
Losing Trades | 279 | 143 | 136 | 256 | 120 | 136 |
Profitability (%) | 47.7528 | 46.4419 | 49.0637 | 52.0599 | 55.0562 | 49.0637 |
Ratio Avg Win / Avg Loss | 1.0091 | 1.1997 | 0.8704 | 0.8303 | 1.1791 | 0.6556 |
Largest Winning Trade | 37212 | 23797 | 37212 | 35519 | 35519 | 32316 |
Largest Losing Trade | -121971 | -21686 | -121971 | -232594 | -16675 | -232594 |
Avg Bars in Trades | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Winners | 50 | 45 | 54 | 47 | 44 | 50 |
Avg Bars in Losers | 42 | 38 | 47 | 45 | 39 | 51 |
Bars Traded | 24792 | 11182 | 13610 | 24792 | 11182 | 13610 |
Profit Streak | 3.4715 | 3.4715 | 7.4507 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578015 | -325852 | -579305 | -578289 | 339250 | -580869 |
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713895200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758818939064, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "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": [ [ -93781.0500895182, 20214.4973941706, -113995.5474836885, -111662.0801250392, 167802.0613889992, -279464.1415140383 ], [ -93.78105, 20.214497, -113.995547, -111.66208, 167.802061, -279.464142 ], [ -0.180061, 0.038812, -0.218873, 0, 0.189315, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -219348, -77108, -203695, -307050, -53738, -409205 ], [ 0.922323, 1.040269, 0.838381, 0.901699, 1.444353, 0.631454 ], [ 534, 267, 267, 534, 267, 267 ], [ 255, 124, 131, 278, 147, 131 ], [ 279, 143, 136, 256, 120, 136 ], [ 47.752809, 46.441948, 49.06367, 52.059925, 55.05618, 49.06367 ], [ 1.00913, 1.199665, 0.87038, 0.830342, 1.179063, 0.655555 ], [ 37212, 23797, 37212, 35519, 35519, 32316 ], [ -121971, -21686, -121971, -232594, -16675, -232594 ], [ 46, 41, 50, 46, 41, 50 ], [ 50, 45, 54, 47, 44, 50 ], [ 42, 38, 47, 45, 39, 51 ], [ 24792, 11182, 13610, 24792, 11182, 13610 ], [ 3.471517, 3.471517, 7.450683, 0, 0, 0 ], [ 2, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578015, -325852, -579305, -578289, 339250, -580869 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713895200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758818939064, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "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) |
---|