Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192407.3761 | 143058.352 | 49349.0242 | 175228.4262 | 101279.2539 | 73949.1723 |
Total P&L (%) | 192.4074 | 143.0584 | 49.349 | 175.2284 | 101.2793 | 73.9492 |
Avg Daily Profit (%) | 0.3694 | 0.2747 | 0.0948 | 0.1946 | 0.1344 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61140 | -66101 | -25760 | -148135 | -160481 | -48406 |
Profit Factor | 1.5598 | 1.5693 | 1.5342 | 1.2366 | 1.1827 | 1.397 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 41.9355 | 39.1304 | 44.6809 | 41.9355 | 39.1304 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.1598 | 2.4411 | 1.8995 | 1.7122 | 1.8398 | 1.7296 |
Largest Winning Trade | 87598 | 87598 | 19584 | 126050 | 126050 | 44404 |
Largest Losing Trade | -18174 | -18174 | -10676 | -51208 | -51208 | -17199 |
Avg Bars in Trades | 265 | 474 | 60 | 265 | 474 | 60 |
Avg Bars in Winners | 377 | 714 | 88 | 377 | 714 | 88 |
Avg Bars in Losers | 184 | 319 | 38 | 184 | 319 | 38 |
Bars Traded | 24676 | 21824 | 2852 | 24676 | 21824 | 2852 |
Profit Streak | 0 | 13.351 | 0 | 0 | 13.351 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302221 | 251340 | -67792 | 177311 | -36160 | -51778 |
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715038200000, "first_datapoint_time": 1715360400000, "last_datapoint_time": 1760036400000, "evaluation_time": 1760037928165, "expiration_time": 1766516400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 67, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 192407.3761498542, 143058.3519598312, 49349.0241900233, 175228.4262086492, 101279.2539244293, 73949.1722842199 ], [ 192.407376, 143.058352, 49.349024, 175.228426, 101.279254, 73.949172 ], [ 0.369425, 0.274674, 0.094751, 0.194577, 0.1344, 0.106347 ], [ 10, 10, 10, 10, 10, 10 ], [ -61140, -66101, -25760, -148135, -160481, -48406 ], [ 1.559843, 1.569263, 1.534218, 1.23661, 1.182709, 1.397018 ], [ 93, 46, 47, 93, 46, 47 ], [ 39, 18, 21, 39, 18, 21 ], [ 54, 28, 26, 54, 28, 26 ], [ 41.935484, 39.130435, 44.680851, 41.935484, 39.130435, 44.680851 ], [ 2.159783, 2.441075, 1.899508, 1.712229, 1.83977, 1.729642 ], [ 87598, 87598, 19584, 126050, 126050, 44404 ], [ -18174, -18174, -10676, -51208, -51208, -17199 ], [ 265, 474, 60, 265, 474, 60 ], [ 377, 714, 88, 377, 714, 88 ], [ 184, 319, 38, 184, 319, 38 ], [ 24676, 21824, 2852, 24676, 21824, 2852 ], [ 0, 13.35102, 0, 0, 13.35102, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302221, 251340, -67792, 177311, -36160, -51778 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715038200000, "first_datapoint_time": 1715360400000, "last_datapoint_time": 1760036400000, "evaluation_time": 1760037928165, "expiration_time": 1766516400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 67, "offset": 0, "scalar": 4 } } }
# | 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) |
---|