Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594976.4464 | 512976.3106 | 82000.1358 | 249889.1468 | -62020.2152 | 311909.362 |
Total P&L (%) | 594.9764 | 512.9763 | 82.0001 | 249.8891 | -62.0202 | 311.9094 |
Avg Daily Profit (%) | 0.3186 | 0.2747 | 0.0439 | 0.0671 | -0.0518 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195094 | -200273 | -77044 | -1520814 | -1314236 | -632679 |
Profit Factor | 2.2466 | 2.9531 | 1.382 | 1.0847 | 0.96 | 1.2229 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 39.1892 | 35.1351 | 43.2432 | 39.1892 | 35.1351 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.4861 | 5.4518 | 1.8139 | 1.6831 | 1.7724 | 1.6051 |
Largest Winning Trade | 507776 | 507776 | 51952 | 620618 | 620618 | 453067 |
Largest Losing Trade | -29598 | -29598 | -20118 | -334964 | -285660 | -334964 |
Avg Bars in Trades | 296 | 364 | 229 | 296 | 364 | 229 |
Avg Bars in Winners | 536 | 679 | 420 | 536 | 679 | 420 |
Avg Bars in Losers | 142 | 194 | 83 | 142 | 194 | 83 |
Bars Traded | 21974 | 13492 | 8482 | 21974 | 13492 | 8482 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59654 | 307453 | -135184 | -302620 | -583775 | -93589 |
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22409, "evaluation_days": 1867.42, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599818400000, "last_datapoint_time": 1759888800000, "evaluation_time": 1759894294144, "expiration_time": 1765697212800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 112, "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": [ [ 594976.4463911213, 512976.3106200793, 82000.1357710422, 249889.1468325549, -62020.2152082587, 311909.3620408133 ], [ 594.976446, 512.976311, 82.000136, 249.889147, -62.020215, 311.909362 ], [ 0.318609, 0.274698, 0.043911, 0.067091, -0.051829, 0.075836 ], [ 10, 10, 10, 10, 10, 10 ], [ -195094, -200273, -77044, -1520814, -1314236, -632679 ], [ 2.246584, 2.953072, 1.382045, 1.084663, 0.960046, 1.222906 ], [ 74, 37, 37, 74, 37, 37 ], [ 29, 13, 16, 29, 13, 16 ], [ 45, 24, 21, 45, 24, 21 ], [ 39.189189, 35.135135, 43.243243, 39.189189, 35.135135, 43.243243 ], [ 3.486078, 5.451826, 1.813934, 1.683098, 1.772392, 1.605064 ], [ 507776, 507776, 51952, 620618, 620618, 453067 ], [ -29598, -29598, -20118, -334964, -285660, -334964 ], [ 296, 364, 229, 296, 364, 229 ], [ 536, 679, 420, 536, 679, 420 ], [ 142, 194, 83, 142, 194, 83 ], [ 21974, 13492, 8482, 21974, 13492, 8482 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -59654, 307453, -135184, -302620, -583775, -93589 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22409, "evaluation_days": 1867.42, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599818400000, "last_datapoint_time": 1759888800000, "evaluation_time": 1759894294144, "expiration_time": 1765697212800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 112, "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) |
---|