Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334785.2935 | 348441.5784 | -13656.2849 | -64802.1549 | -164253.191 | 99451.0361 |
Total P&L (%) | 334.7853 | 348.4416 | -13.6563 | -64.8022 | -164.2532 | 99.451 |
Avg Daily Profit (%) | 0.18 | 0.1873 | -0.0073 | -0.0561 | 0 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146937 | -149667 | -65645 | -616802 | -627871 | -41074 |
Profit Factor | 2.0425 | 2.4873 | 0.8428 | 0.9232 | 0.7853 | 2.2641 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 52.1739 | 52.9412 | 51.4286 | 52.1739 | 52.9412 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.8723 | 2.2109 | 0.7959 | 0.8463 | 0.6981 | 2.1384 |
Largest Winning Trade | 384869 | 384869 | 9131 | 407380 | 407380 | 47315 |
Largest Losing Trade | -90793 | -90793 | -24550 | -387627 | -387627 | -20341 |
Avg Bars in Trades | 73 | 145 | 3 | 73 | 145 | 3 |
Avg Bars in Winners | 45 | 88 | 3 | 45 | 88 | 3 |
Avg Bars in Losers | 103 | 210 | 2 | 103 | 210 | 2 |
Bars Traded | 5069 | 4956 | 113 | 5069 | 4956 | 113 |
Profit Streak | 152.7767 | 152.7767 | 367.4434 | 152.7767 | 152.7767 | 367.4434 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92973 | 488915 | -578924 | -685083 | -579450 | -137142 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5580, "evaluation_days": 1860, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1603094400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759171110716, "expiration_time": 1763982720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 161, "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": [ [ 334785.2935185823, 348441.5783894211, -13656.2848708389, -64802.154899781, -164253.190978068, 99451.0360782871 ], [ 334.785294, 348.441578, -13.656285, -64.802155, -164.253191, 99.451036 ], [ 0.179992, 0.187334, -0.007342, -0.056123, 0, 0.037125 ], [ 10, 10, 10, 10, 10, 10 ], [ -146937, -149667, -65645, -616802, -627871, -41074 ], [ 2.042521, 2.487268, 0.842756, 0.923197, 0.78531, 2.264135 ], [ 69, 34, 35, 69, 34, 35 ], [ 36, 18, 18, 36, 18, 18 ], [ 33, 16, 17, 33, 16, 17 ], [ 52.173913, 52.941176, 51.428571, 52.173913, 52.941176, 51.428571 ], [ 1.872311, 2.210905, 0.795936, 0.846264, 0.698053, 2.13835 ], [ 384869, 384869, 9131, 407380, 407380, 47315 ], [ -90793, -90793, -24550, -387627, -387627, -20341 ], [ 73, 145, 3, 73, 145, 3 ], [ 45, 88, 3, 45, 88, 3 ], [ 103, 210, 2, 103, 210, 2 ], [ 5069, 4956, 113, 5069, 4956, 113 ], [ 152.776744, 152.776744, 367.443411, 152.776744, 152.776744, 367.443411 ], [ 5, 2, 6, 5, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92973, 488915, -578924, -685083, -579450, -137142 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5580, "evaluation_days": 1860, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1603094400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759171110716, "expiration_time": 1763982720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 161, "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) |
---|