Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387260.0653 | 371287.951 | 15972.1142 | 11572.2371 | 91539.8028 | -79967.5657 |
Total P&L (%) | 387.2601 | 371.288 | 15.9721 | 11.5722 | 91.5398 | -79.9676 |
Avg Daily Profit (%) | 0.2085 | 0.1999 | 0.0086 | 0.0059 | 0.035 | -0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159830 | -178394 | -34738 | -524723 | -558232 | -102750 |
Profit Factor | 1.5912 | 1.6892 | 1.1373 | 1.0086 | 1.0844 | 0.6974 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 67.2566 | 73.2143 | 61.4035 | 67.2566 | 73.2143 | 61.4035 |
Ratio Avg Win / Avg Loss | 0.7747 | 0.618 | 0.7149 | 0.491 | 0.3967 | 0.4384 |
Largest Winning Trade | 75944 | 75944 | 11362 | 120862 | 120862 | 20814 |
Largest Losing Trade | -71299 | -71299 | -34738 | -371340 | -371340 | -102750 |
Avg Bars in Trades | 46 | 90 | 2 | 46 | 90 | 2 |
Avg Bars in Winners | 26 | 46 | 1 | 26 | 46 | 1 |
Avg Bars in Losers | 87 | 210 | 3 | 87 | 210 | 3 |
Bars Traded | 5213 | 5078 | 135 | 5213 | 5078 | 135 |
Profit Streak | 0 | 78.3263 | 0 | 0 | 78.3263 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375410 | -168445 | -440364 | -512030 | -452015 | -759077 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5571, "evaluation_days": 1857, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758930590099, "expiration_time": 1763715744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 166, "offset": 0, "std": 2.61208 } } }
{ "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": [ [ 387260.0652530231, 371287.9510284959, 15972.114224527, 11572.2370692081, 91539.802786319, -79967.565717111 ], [ 387.260065, 371.287951, 15.972114, 11.572237, 91.539803, -79.967566 ], [ 0.208541, 0.19994, 0.008601, 0.005897, 0.035005, -0.086544 ], [ 10, 10, 10, 10, 10, 10 ], [ -159830, -178394, -34738, -524723, -558232, -102750 ], [ 1.59121, 1.689219, 1.13731, 1.008576, 1.084363, 0.697375 ], [ 113, 56, 57, 113, 56, 57 ], [ 76, 41, 35, 76, 41, 35 ], [ 37, 15, 22, 37, 15, 22 ], [ 67.256637, 73.214286, 61.403509, 67.256637, 73.214286, 61.403509 ], [ 0.774668, 0.618007, 0.714881, 0.491017, 0.396718, 0.43835 ], [ 75944, 75944, 11362, 120862, 120862, 20814 ], [ -71299, -71299, -34738, -371340, -371340, -102750 ], [ 46, 90, 2, 46, 90, 2 ], [ 26, 46, 1, 26, 46, 1 ], [ 87, 210, 3, 87, 210, 3 ], [ 5213, 5078, 135, 5213, 5078, 135 ], [ 0, 78.326274, 0, 0, 78.326274, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375410, -168445, -440364, -512030, -452015, -759077 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5571, "evaluation_days": 1857, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758930590099, "expiration_time": 1763715744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 166, "offset": 0, "std": 2.61208 } } }
# | 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) |
---|