Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344193.3937 | 332119.0931 | 12074.3006 | -345808.4401 | -33799.2479 | -312009.1922 |
Total P&L (%) | 344.1934 | 332.1191 | 12.0743 | -345.8084 | -33.7992 | -312.0092 |
Avg Daily Profit (%) | 0.1843 | 0.1778 | 0.0065 | 0 | -0.0221 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164563 | -82877 | -165836 | -736824 | -333535 | -499511 |
Profit Factor | 1.4422 | 2.0576 | 1.026 | 0.7524 | 0.9373 | 0.6363 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 60 | 30 | 30 | 54 | 27 | 27 |
Losing Trades | 33 | 16 | 17 | 39 | 19 | 20 |
Profitability (%) | 64.5161 | 65.2174 | 63.8298 | 58.0645 | 58.6957 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.7932 | 1.0974 | 0.5814 | 0.5434 | 0.6596 | 0.4714 |
Largest Winning Trade | 70234 | 70234 | 42527 | 194271 | 176921 | 194271 |
Largest Losing Trade | -153053 | -67055 | -153053 | -447576 | -112715 | -447576 |
Avg Bars in Trades | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Winners | 53 | 55 | 52 | 69 | 70 | 68 |
Avg Bars in Losers | 119 | 119 | 120 | 88 | 88 | 89 |
Bars Traded | 7191 | 3569 | 3622 | 7191 | 3569 | 3622 |
Profit Streak | 63.7409 | 95.2409 | 63.7409 | 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 | 382436 | 476524 | -476168 | -579484 | -579577 | -579731 |
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7471, "evaluation_days": 1867.75, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759880813551, "expiration_time": 1764701208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "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": [ [ 344193.3936817804, 332119.0930975638, 12074.3005842165, -345808.4401402614, -33799.2479382643, -312009.192201997 ], [ 344.193394, 332.119093, 12.074301, -345.80844, -33.799248, -312.009192 ], [ 0.184282, 0.177818, 0.006465, 0, -0.022082, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -164563, -82877, -165836, -736824, -333535, -499511 ], [ 1.442238, 2.057569, 1.026008, 0.752447, 0.937287, 0.636334 ], [ 93, 46, 47, 93, 46, 47 ], [ 60, 30, 30, 54, 27, 27 ], [ 33, 16, 17, 39, 19, 20 ], [ 64.516129, 65.217391, 63.829787, 58.064516, 58.695652, 57.446809 ], [ 0.793231, 1.09737, 0.581404, 0.543434, 0.659572, 0.471359 ], [ 70234, 70234, 42527, 194271, 176921, 194271 ], [ -153053, -67055, -153053, -447576, -112715, -447576 ], [ 77, 77, 77, 77, 77, 77 ], [ 53, 55, 52, 69, 70, 68 ], [ 119, 119, 120, 88, 88, 89 ], [ 7191, 3569, 3622, 7191, 3569, 3622 ], [ 63.740897, 95.240898, 63.740898, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382436, 476524, -476168, -579484, -579577, -579731 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7471, "evaluation_days": 1867.75, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759880813551, "expiration_time": 1764701208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "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) |
---|