Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352338.2177 | 418763.8124 | -66425.5947 | -89932.5612 | 69971.3782 | -159903.9394 |
Total P&L (%) | 352.3382 | 418.7638 | -66.4256 | -89.9326 | 69.9714 | -159.9039 |
Avg Daily Profit (%) | 0.189 | 0.2246 | -0.0356 | -0.1231 | 0.0285 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259612 | -200262 | -192563 | -126099 | -16133 | -160356 |
Profit Factor | 1.3074 | 1.8899 | 0.9017 | 0.6691 | 2.5622 | 0.2957 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 50.6098 | 50 | 51.2195 | 50.6098 | 50 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.2759 | 1.8899 | 0.8587 | 0.653 | 2.5622 | 0.2816 |
Largest Winning Trade | 357257 | 357257 | 46872 | 28405 | 28405 | 8930 |
Largest Losing Trade | -79344 | -43045 | -79344 | -59108 | -6507 | -59108 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 52 | 63 | 41 | 52 | 63 | 41 |
Avg Bars in Losers | 35 | 44 | 26 | 35 | 44 | 26 |
Bars Traded | 7263 | 4429 | 2834 | 7263 | 4429 | 2834 |
Profit Streak | 0 | 0 | 52.3951 | 0 | 0 | 52.3951 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309397 | 250591 | -584514 | -579839 | -154441 | -584514 |
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7458, "evaluation_days": 1864.5, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1601056800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759591733282, "expiration_time": 1764411984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "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": [ [ 352338.2176869381, 418763.8124322321, -66425.5947452939, -89932.5611539955, 69971.3781970326, -159903.9393510281 ], [ 352.338218, 418.763812, -66.425595, -89.932561, 69.971378, -159.903939 ], [ 0.188972, 0.224598, -0.035626, -0.12306, 0.028455, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -259612, -200262, -192563, -126099, -16133, -160356 ], [ 1.307439, 1.889867, 0.901657, 0.669145, 2.562204, 0.295667 ], [ 164, 82, 82, 164, 82, 82 ], [ 83, 41, 42, 83, 41, 42 ], [ 81, 41, 40, 81, 41, 40 ], [ 50.609756, 50, 51.219512, 50.609756, 50, 51.219512 ], [ 1.275935, 1.889867, 0.858721, 0.653021, 2.562204, 0.281587 ], [ 357257, 357257, 46872, 28405, 28405, 8930 ], [ -79344, -43045, -79344, -59108, -6507, -59108 ], [ 44, 54, 34, 44, 54, 34 ], [ 52, 63, 41, 52, 63, 41 ], [ 35, 44, 26, 35, 44, 26 ], [ 7263, 4429, 2834, 7263, 4429, 2834 ], [ 0, 0, 52.395061, 0, 0, 52.395061 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309397, 250591, -584514, -579839, -154441, -584514 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7458, "evaluation_days": 1864.5, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1601056800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759591733282, "expiration_time": 1764411984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "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) |
---|