Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249439.2065 | 326657.9279 | -77218.7214 | -90469.8729 | 53930.7238 | -144400.5967 |
Total P&L (%) | 249.4392 | 326.6579 | -77.2187 | -90.4699 | 53.9307 | -144.4006 |
Avg Daily Profit (%) | 0.1336 | 0.1749 | -0.0414 | -0.1258 | 0.0231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161141 | -96189 | -201545 | -110573 | -38397 | -160597 |
Profit Factor | 1.1532 | 1.4218 | 0.9096 | 0.8174 | 1.281 | 0.5243 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 49.8155 | 50.3704 | 49.2647 | 49.8155 | 50.3704 | 49.2647 |
Ratio Avg Win / Avg Loss | 1.1617 | 1.4009 | 0.9367 | 0.8235 | 1.2622 | 0.5399 |
Largest Winning Trade | 103726 | 103726 | 71945 | 42618 | 42618 | 14074 |
Largest Losing Trade | -76807 | -49146 | -76807 | -48757 | -14731 | -48757 |
Avg Bars in Trades | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Winners | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 5395 | 2991 | 2404 | 5395 | 2991 | 2404 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65099 | 301121 | -580979 | -579154 | -162977 | -580979 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5602, "evaluation_days": 1867.33, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1602921600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759820049330, "expiration_time": 1764635328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 249439.2064970429, 326657.927899743, -77218.7214027, -90469.8729056196, 53930.7237638766, -144400.5966694962 ], [ 249.439206, 326.657928, -77.218721, -90.469873, 53.930724, -144.400597 ], [ 0.133581, 0.174933, -0.041352, -0.125807, 0.023102, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161141, -96189, -201545, -110573, -38397, -160597 ], [ 1.153184, 1.421789, 0.909569, 0.817404, 1.281006, 0.524286 ], [ 271, 135, 136, 271, 135, 136 ], [ 135, 68, 67, 135, 68, 67 ], [ 136, 67, 69, 136, 67, 69 ], [ 49.815498, 50.37037, 49.264706, 49.815498, 50.37037, 49.264706 ], [ 1.161726, 1.40088, 0.936721, 0.823459, 1.262167, 0.539937 ], [ 103726, 103726, 71945, 42618, 42618, 14074 ], [ -76807, -49146, -76807, -48757, -14731, -48757 ], [ 19, 22, 17, 19, 22, 17 ], [ 20, 21, 18, 20, 21, 18 ], [ 19, 22, 16, 19, 22, 16 ], [ 5395, 2991, 2404, 5395, 2991, 2404 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65099, 301121, -580979, -579154, -162977, -580979 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5602, "evaluation_days": 1867.33, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1602921600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759820049330, "expiration_time": 1764635328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|