Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335102.84 | 398018.6916 | -62915.8516 | -88358.188 | -68254.4584 | -20103.7296 |
Total P&L (%) | 335.1028 | 398.0187 | -62.9159 | -88.3582 | -68.2545 | -20.1037 |
Avg Daily Profit (%) | 0.1799 | 0.2137 | -0.0338 | -0.1154 | -0.0616 | -0.0121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -339015 | -131365 | -215980 | -462109 | -292235 | -192649 |
Profit Factor | 1.187 | 1.4331 | 0.928 | 0.9406 | 0.9118 | 0.9718 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Profitability (%) | 47.1631 | 46.8085 | 47.5177 | 47.1631 | 46.8085 | 47.5177 |
Ratio Avg Win / Avg Loss | 1.3298 | 1.6285 | 1.0249 | 1.0537 | 1.0362 | 1.0733 |
Largest Winning Trade | 200457 | 200457 | 55298 | 77738 | 73652 | 77738 |
Largest Losing Trade | -46813 | -45191 | -46813 | -177005 | -177005 | -94043 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 7190 | 3593 | 3597 | 7190 | 3593 | 3597 |
Profit Streak | 9.6993 | 0 | 54.4493 | 9.6993 | 0 | 54.4493 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6107 | 309683 | -578511 | -577796 | -580255 | -578511 |
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7450, "evaluation_days": 1862.5, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759423622913, "expiration_time": 1764234000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.02451, "nb": 0.49127, "nc": 0.1 } }, "second_band": { "type": "pwma", "factors": { "length": 236, "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": [ [ 335102.8399571945, 398018.6915957516, -62915.8516385571, -88358.1880083574, -68254.4584180848, -20103.7295902725 ], [ 335.10284, 398.018692, -62.915852, -88.358188, -68.254458, -20.10373 ], [ 0.179921, 0.213701, -0.03378, -0.1154, -0.061587, -0.01205 ], [ 10, 10, 10, 10, 10, 10 ], [ -339015, -131365, -215980, -462109, -292235, -192649 ], [ 1.18696, 1.433059, 0.927956, 0.940587, 0.911819, 0.97181 ], [ 282, 141, 141, 282, 141, 141 ], [ 133, 66, 67, 133, 66, 67 ], [ 149, 75, 74, 149, 75, 74 ], [ 47.163121, 46.808511, 47.51773, 47.163121, 46.808511, 47.51773 ], [ 1.329752, 1.628477, 1.024906, 1.05374, 1.036158, 1.073343 ], [ 200457, 200457, 55298, 77738, 73652, 77738 ], [ -46813, -45191, -46813, -177005, -177005, -94043 ], [ 25, 25, 25, 25, 25, 25 ], [ 25, 25, 25, 25, 25, 25 ], [ 25, 25, 25, 25, 25, 25 ], [ 7190, 3593, 3597, 7190, 3593, 3597 ], [ 9.699339, 0, 54.449339, 9.699339, 0, 54.449339 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -6107, 309683, -578511, -577796, -580255, -578511 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7450, "evaluation_days": 1862.5, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759423622913, "expiration_time": 1764234000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.02451, "nb": 0.49127, "nc": 0.1 } }, "second_band": { "type": "pwma", "factors": { "length": 236, "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) |
---|