Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289871.9334 | 301297.24 | -11425.3066 | -292325.8756 | -69644.696 | -222681.1796 |
Total P&L (%) | 289.8719 | 301.2972 | -11.4253 | -292.3259 | -69.6447 | -222.6812 |
Avg Daily Profit (%) | 0.1553 | 0.1615 | -0.0061 | 0 | -0.0639 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151241 | -105747 | -158892 | -401492 | -270899 | -306256 |
Profit Factor | 1.3437 | 1.8361 | 0.9763 | 0.7516 | 0.8688 | 0.6554 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 70 | 36 | 34 | 56 | 28 | 28 |
Losing Trades | 43 | 20 | 23 | 57 | 28 | 29 |
Profitability (%) | 61.9469 | 64.2857 | 59.6491 | 49.5575 | 50 | 49.1228 |
Ratio Avg Win / Avg Loss | 0.8254 | 1.0201 | 0.6605 | 0.765 | 0.8688 | 0.6788 |
Largest Winning Trade | 100346 | 100346 | 33823 | 91402 | 91402 | 88209 |
Largest Losing Trade | -145956 | -64720 | -145956 | -223146 | -87483 | -223146 |
Avg Bars in Trades | 47 | 53 | 40 | 47 | 53 | 40 |
Avg Bars in Winners | 29 | 31 | 26 | 41 | 44 | 38 |
Avg Bars in Losers | 76 | 93 | 61 | 52 | 62 | 43 |
Bars Traded | 5320 | 2991 | 2329 | 5320 | 2991 | 2329 |
Profit Streak | 64.3994 | 92.3994 | 64.3994 | 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 | 331686 | -167579 | -758609 | -580649 | -760833 | -761174 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5598, "evaluation_days": 1866, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759714508907, "expiration_time": 1764516672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 1.76848 } } }
{ "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": [ [ 289871.9333846604, 301297.239953793, -11425.3065691325, -292325.8755992533, -69644.6960402517, -222681.1795590016 ], [ 289.871933, 301.29724, -11.425307, -292.325876, -69.644696, -222.68118 ], [ 0.155344, 0.161467, -0.006123, 0, -0.06387, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -151241, -105747, -158892, -401492, -270899, -306256 ], [ 1.34368, 1.836124, 0.976349, 0.751608, 0.868765, 0.655392 ], [ 113, 56, 57, 113, 56, 57 ], [ 70, 36, 34, 56, 28, 28 ], [ 43, 20, 23, 57, 28, 29 ], [ 61.946903, 64.285714, 59.649123, 49.557522, 50, 49.122807 ], [ 0.825404, 1.020069, 0.660472, 0.76503, 0.868765, 0.678798 ], [ 100346, 100346, 33823, 91402, 91402, 88209 ], [ -145956, -64720, -145956, -223146, -87483, -223146 ], [ 47, 53, 40, 47, 53, 40 ], [ 29, 31, 26, 41, 44, 38 ], [ 76, 93, 61, 52, 62, 43 ], [ 5320, 2991, 2329, 5320, 2991, 2329 ], [ 64.399409, 92.399409, 64.399409, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331686, -167579, -758609, -580649, -760833, -761174 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5598, "evaluation_days": 1866, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759714508907, "expiration_time": 1764516672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 1.76848 } } }
# | 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) |
---|