Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215138.6858 | 161406.8733 | 53731.8125 | 209253.51 | 202696.3881 | 6557.1219 |
Total P&L (%) | 215.1387 | 161.4069 | 53.7318 | 209.2535 | 202.6964 | 6.5571 |
Avg Daily Profit (%) | 0.4131 | 0.3099 | 0.1032 | 0.217 | 0.2129 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121756 | -86536 | -114080 | -349964 | -229186 | -262795 |
Profit Factor | 1.2088 | 1.3237 | 1.101 | 1.0854 | 1.1692 | 1.0052 |
Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
Winning Trades | 235 | 116 | 119 | 235 | 116 | 119 |
Losing Trades | 297 | 150 | 147 | 297 | 150 | 147 |
Profitability (%) | 44.1729 | 43.609 | 44.7368 | 44.1729 | 43.609 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.5277 | 1.7116 | 1.3601 | 1.3718 | 1.5118 | 1.2418 |
Largest Winning Trade | 40590 | 40590 | 23912 | 75469 | 75469 | 53865 |
Largest Losing Trade | -17135 | -15074 | -17135 | -65236 | -65236 | -48997 |
Avg Bars in Trades | 46 | 43 | 50 | 46 | 43 | 50 |
Avg Bars in Winners | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 24814 | 11471 | 13343 | 24814 | 11471 | 13343 |
Profit Streak | 0 | 0 | 8.0587 | 0 | 0 | 8.0587 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360884 | 276546 | -166836 | -118868 | -27823 | -558194 |
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713848400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758851671388, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 59, "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": [ [ 215138.6857796955, 161406.8732797167, 53731.812499979, 209253.5099987864, 202696.3880612627, 6557.1219375237 ], [ 215.138686, 161.406873, 53.731812, 209.25351, 202.696388, 6.557122 ], [ 0.413069, 0.309903, 0.103166, 0.217003, 0.212879, 0.012195 ], [ 10, 10, 10, 10, 10, 10 ], [ -121756, -86536, -114080, -349964, -229186, -262795 ], [ 1.208768, 1.323674, 1.101029, 1.085407, 1.169163, 1.005238 ], [ 532, 266, 266, 532, 266, 266 ], [ 235, 116, 119, 235, 116, 119 ], [ 297, 150, 147, 297, 150, 147 ], [ 44.172932, 43.609023, 44.736842, 44.172932, 43.609023, 44.736842 ], [ 1.527677, 1.711647, 1.360095, 1.37177, 1.511849, 1.241765 ], [ 40590, 40590, 23912, 75469, 75469, 53865 ], [ -17135, -15074, -17135, -65236, -65236, -48997 ], [ 46, 43, 50, 46, 43, 50 ], [ 63, 57, 69, 63, 57, 69 ], [ 33, 32, 34, 33, 32, 34 ], [ 24814, 11471, 13343, 24814, 11471, 13343 ], [ 0, 0, 8.058696, 0, 0, 8.058697 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360884, 276546, -166836, -118868, -27823, -558194 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713848400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758851671388, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 59, "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) |
---|