Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293544.9819 | 274707.9618 | 18837.0201 | 122551.5425 | 218415.6799 | -95864.1374 |
Total P&L (%) | 293.545 | 274.708 | 18.837 | 122.5515 | 218.4157 | -95.8641 |
Avg Daily Profit (%) | 0.2818 | 0.2637 | 0.0181 | 0.0768 | 0.1112 | -0.3053 |
Buy And Hold Return (%) | 55.7656 | 55.7656 | 55.7656 | 55.7656 | 55.7656 | 55.7656 |
Max Trade Drawdown | -113676 | -81512 | -78542 | -420976 | -339605 | -277128 |
Profit Factor | 1.2772 | 1.43 | 1.0448 | 1.0554 | 1.1657 | 0.8927 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 149 | 70 | 79 | 149 | 70 | 79 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 49.1749 | 46.0526 | 52.3179 | 49.1749 | 46.0526 | 52.3179 |
Ratio Avg Win / Avg Loss | 1.32 | 1.6752 | 0.9522 | 1.0908 | 1.3656 | 0.8136 |
Largest Winning Trade | 127978 | 127978 | 23924 | 152043 | 152043 | 64799 |
Largest Losing Trade | -33450 | -32149 | -33450 | -175095 | -175095 | -112705 |
Avg Bars in Trades | 81 | 119 | 44 | 81 | 119 | 44 |
Avg Bars in Winners | 91 | 143 | 45 | 91 | 143 | 45 |
Avg Bars in Losers | 72 | 98 | 42 | 72 | 98 | 42 |
Bars Traded | 24799 | 18127 | 6672 | 24799 | 18127 | 6672 |
Profit Streak | 12.4178 | 12.4178 | 18.2928 | 12.4178 | 12.4178 | 18.2928 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340367 | 290849 | -505770 | -253145 | -85661 | -579175 |
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669770000000, "first_datapoint_time": 1670288400000, "last_datapoint_time": 1759770000000, "evaluation_time": 1759773696201, "expiration_time": 1766250000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 145, "offset": 0, "std": 2.48946 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 4.97282 } } }
{ "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": [ [ 293544.9818567786, 274707.9617788203, 18837.0200779579, 122551.5424927849, 218415.679889784, -95864.1373969992 ], [ 293.544982, 274.707962, 18.83702, 122.551542, 218.41568, -95.864137 ], [ 0.281802, 0.263719, 0.018083, 0.076828, 0.111247, -0.305337 ], [ 55.76555, 55.76555, 55.76555, 55.76555, 55.76555, 55.76555 ], [ -113676, -81512, -78542, -420976, -339605, -277128 ], [ 1.277151, 1.430036, 1.044813, 1.055431, 1.165742, 0.892657 ], [ 303, 152, 151, 303, 152, 151 ], [ 149, 70, 79, 149, 70, 79 ], [ 154, 82, 72, 154, 82, 72 ], [ 49.174917, 46.052632, 52.317881, 49.174917, 46.052632, 52.317881 ], [ 1.320008, 1.675185, 0.952234, 1.090848, 1.365583, 0.813561 ], [ 127978, 127978, 23924, 152043, 152043, 64799 ], [ -33450, -32149, -33450, -175095, -175095, -112705 ], [ 81, 119, 44, 81, 119, 44 ], [ 91, 143, 45, 91, 143, 45 ], [ 72, 98, 42, 72, 98, 42 ], [ 24799, 18127, 6672, 24799, 18127, 6672 ], [ 12.41778, 12.41778, 18.29278, 12.41778, 12.41778, 18.29278 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340367, 290849, -505770, -253145, -85661, -579175 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669770000000, "first_datapoint_time": 1670288400000, "last_datapoint_time": 1759770000000, "evaluation_time": 1759773696201, "expiration_time": 1766250000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 145, "offset": 0, "std": 2.48946 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 4.97282 } } }
# | 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) |
---|