Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404252.3505 | 368231.3886 | 36020.9619 | -31168.581 | 51421.2456 | -82589.8266 |
Total P&L (%) | 404.2524 | 368.2314 | 36.021 | -31.1686 | 51.4212 | -82.5898 |
Avg Daily Profit (%) | 0.2176 | 0.1982 | 0.0194 | -0.0201 | 0.0223 | -0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265344 | -179173 | -191130 | -773855 | -295413 | -610475 |
Profit Factor | 1.63 | 2.201 | 1.1075 | 0.9731 | 1.1381 | 0.8952 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 1.63 | 2.8299 | 0.8614 | 0.9731 | 1.4632 | 0.6962 |
Largest Winning Trade | 225222 | 225222 | 50542 | 241242 | 181714 | 241242 |
Largest Losing Trade | -74348 | -44724 | -74348 | -527394 | -85049 | -527394 |
Avg Bars in Trades | 83 | 103 | 63 | 83 | 103 | 63 |
Avg Bars in Winners | 92 | 110 | 79 | 92 | 110 | 79 |
Avg Bars in Losers | 74 | 98 | 42 | 74 | 98 | 42 |
Bars Traded | 5342 | 3324 | 2018 | 5342 | 3324 | 2018 |
Profit Streak | 11.2253 | 0 | 74.892 | 11.2253 | 0 | 74.892 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132005 | 335911 | -272143 | -723640 | -235391 | -579442 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5574, "evaluation_days": 1858, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759008265798, "expiration_time": 1763804736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 133, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 404252.3505221789, 368231.3885776546, 36020.9619445242, -31168.5810207085, 51421.2455836853, -82589.8266043937 ], [ 404.252351, 368.231389, 36.020962, -31.168581, 51.421246, -82.589827 ], [ 0.217574, 0.198187, 0.019387, -0.020101, 0.022333, -0.094042 ], [ 10, 10, 10, 10, 10, 10 ], [ -265344, -179173, -191130, -773855, -295413, -610475 ], [ 1.629993, 2.201042, 1.107498, 0.973136, 1.13806, 0.895161 ], [ 64, 32, 32, 64, 32, 32 ], [ 32, 14, 18, 32, 14, 18 ], [ 32, 18, 14, 32, 18, 14 ], [ 50, 43.75, 56.25, 50, 43.75, 56.25 ], [ 1.629993, 2.829911, 0.861387, 0.973136, 1.46322, 0.696237 ], [ 225222, 225222, 50542, 241242, 181714, 241242 ], [ -74348, -44724, -74348, -527394, -85049, -527394 ], [ 83, 103, 63, 83, 103, 63 ], [ 92, 110, 79, 92, 110, 79 ], [ 74, 98, 42, 74, 98, 42 ], [ 5342, 3324, 2018, 5342, 3324, 2018 ], [ 11.225298, 0, 74.891965, 11.225299, 0, 74.891965 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132005, 335911, -272143, -723640, -235391, -579442 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5574, "evaluation_days": 1858, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759008265798, "expiration_time": 1763804736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 133, "offset": 0, "scalar": 2 } } }
# | 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) |
---|