Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513173.4056 | 358756.0781 | 154417.3274 | 1529179.9745 | 1029366.8664 | 499813.108 |
Total P&L (%) | 513.1734 | 358.7561 | 154.4173 | 1529.18 | 1029.3669 | 499.8131 |
Avg Daily Profit (%) | 0.2753 | 0.1925 | 0.0828 | 0.1498 | 0.1301 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76001 | -90486 | -61436 | -1091969 | -551313 | -854771 |
Profit Factor | 2.5155 | 3.7616 | 1.7399 | 1.5122 | 1.863 | 1.2788 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 57.6271 | 60 | 55.1724 | 57.6271 | 60 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.8496 | 2.5077 | 1.4136 | 1.1119 | 1.242 | 1.039 |
Largest Winning Trade | 138189 | 138189 | 64422 | 689976 | 689976 | 535493 |
Largest Losing Trade | -61436 | -29503 | -61436 | -854771 | -295199 | -854771 |
Avg Bars in Trades | 90 | 102 | 78 | 90 | 102 | 78 |
Avg Bars in Winners | 109 | 116 | 101 | 109 | 116 | 101 |
Avg Bars in Losers | 65 | 82 | 49 | 65 | 82 | 49 |
Bars Traded | 5342 | 3079 | 2263 | 5342 | 3079 | 2263 |
Profit Streak | 0 | 0 | 82.4362 | 0 | 0 | 82.4362 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165034 | 564921 | -78989 | -169752 | -15194 | -63473 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5592, "evaluation_days": 1864, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601481600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759516087722, "expiration_time": 1764338688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 71, "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": [ [ 513173.4055571971, 358756.0781245172, 154417.3274326798, 1529179.9744640414, 1029366.8664312533, 499813.1080327884 ], [ 513.173406, 358.756078, 154.417327, 1529.179974, 1029.366866, 499.813108 ], [ 0.275308, 0.192466, 0.082842, 0.149826, 0.130141, 0.096154 ], [ 10, 10, 10, 10, 10, 10 ], [ -76001, -90486, -61436, -1091969, -551313, -854771 ], [ 2.515495, 3.761572, 1.739874, 1.512157, 1.863033, 1.278753 ], [ 59, 30, 29, 59, 30, 29 ], [ 34, 18, 16, 34, 18, 16 ], [ 25, 12, 13, 25, 12, 13 ], [ 57.627119, 60, 55.172414, 57.627119, 60, 55.172414 ], [ 1.849629, 2.507715, 1.413648, 1.11188, 1.242022, 1.038987 ], [ 138189, 138189, 64422, 689976, 689976, 535493 ], [ -61436, -29503, -61436, -854771, -295199, -854771 ], [ 90, 102, 78, 90, 102, 78 ], [ 109, 116, 101, 109, 116, 101 ], [ 65, 82, 49, 65, 82, 49 ], [ 5342, 3079, 2263, 5342, 3079, 2263 ], [ 0, 0, 82.4362, 0, 0, 82.4362 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165034, 564921, -78989, -169752, -15194, -63473 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5592, "evaluation_days": 1864, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601481600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759516087722, "expiration_time": 1764338688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 71, "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) |
---|