Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238279.2306 | 299462.3078 | -61183.0772 | -106560.313 | -79083.3399 | -27476.9731 |
Total P&L (%) | 238.2792 | 299.4623 | -61.1831 | -106.5603 | -79.0833 | -27.477 |
Avg Daily Profit (%) | 0.1275 | 0.1602 | -0.0327 | 0 | -0.0837 | -0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299205 | -114052 | -301130 | -569581 | -394884 | -292171 |
Profit Factor | 1.1287 | 1.3856 | 0.9431 | 0.9527 | 0.9272 | 0.9765 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 175 | 86 | 89 | 163 | 82 | 81 |
Losing Trades | 142 | 72 | 70 | 154 | 76 | 78 |
Profitability (%) | 55.205 | 54.4304 | 55.9748 | 51.4196 | 51.8987 | 50.9434 |
Ratio Avg Win / Avg Loss | 0.9159 | 1.16 | 0.7417 | 0.9001 | 0.8594 | 0.9403 |
Largest Winning Trade | 105754 | 105754 | 38624 | 100746 | 100746 | 100065 |
Largest Losing Trade | -123543 | -55605 | -123543 | -229966 | -144459 | -229966 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 11109 | 5539 | 5570 | 11109 | 5539 | 5570 |
Profit Streak | 18.9905 | 18.9905 | 24.8239 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99622 | 334609 | -578700 | -578936 | -580259 | -580378 |
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11213, "evaluation_days": 1868.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1599681600000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759967181821, "expiration_time": 1764797616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06528, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 83, "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": [ [ 238279.2305779355, 299462.3078144634, -61183.077236528, -106560.3129792459, -79083.339900731, -27476.9730785146 ], [ 238.279231, 299.462308, -61.183077, -106.560313, -79.08334, -27.476973 ], [ 0.127502, 0.160241, -0.032739, 0, -0.083687, -0.017189 ], [ 10, 10, 10, 10, 10, 10 ], [ -299205, -114052, -301130, -569581, -394884, -292171 ], [ 1.1287, 1.385607, 0.943076, 0.952727, 0.927209, 0.976469 ], [ 317, 158, 159, 317, 158, 159 ], [ 175, 86, 89, 163, 82, 81 ], [ 142, 72, 70, 154, 76, 78 ], [ 55.205047, 54.43038, 55.974843, 51.419558, 51.898734, 50.943396 ], [ 0.91586, 1.160043, 0.741745, 0.900123, 0.859364, 0.940304 ], [ 105754, 105754, 38624, 100746, 100746, 100065 ], [ -123543, -55605, -123543, -229966, -144459, -229966 ], [ 35, 35, 35, 35, 35, 35 ], [ 35, 35, 35, 35, 35, 35 ], [ 35, 35, 35, 35, 35, 35 ], [ 11109, 5539, 5570, 11109, 5539, 5570 ], [ 18.99053, 18.99053, 24.823864, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99622, 334609, -578700, -578936, -580259, -580378 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11213, "evaluation_days": 1868.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1599681600000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759967181821, "expiration_time": 1764797616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06528, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 83, "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) |
---|