Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212957.7123 | 229603.833 | -16646.1208 | 84512.7119 | 122186.4703 | -37673.7584 |
Total P&L (%) | 212.9577 | 229.6038 | -16.6461 | 84.5127 | 122.1865 | -37.6738 |
Avg Daily Profit (%) | 0.2044 | 0.2204 | -0.016 | 0.0588 | 0.0767 | -0.0454 |
Buy And Hold Return (%) | 49.4815 | 49.4815 | 49.4815 | 49.4815 | 49.4815 | 49.4815 |
Max Trade Drawdown | -148804 | -92772 | -146092 | -248391 | -154929 | -233797 |
Profit Factor | 1.2719 | 1.5421 | 0.9537 | 1.0634 | 1.1635 | 0.9356 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 158 | 82 | 76 | 158 | 82 | 76 |
Losing Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Profitability (%) | 62.9482 | 65.6 | 60.3175 | 62.9482 | 65.6 | 60.3175 |
Ratio Avg Win / Avg Loss | 0.7487 | 0.8086 | 0.6274 | 0.6259 | 0.6101 | 0.6155 |
Largest Winning Trade | 94632 | 94632 | 13704 | 70923 | 70923 | 23742 |
Largest Losing Trade | -33574 | -33574 | -22461 | -85754 | -85754 | -58251 |
Avg Bars in Trades | 94 | 138 | 49 | 94 | 138 | 49 |
Avg Bars in Winners | 61 | 79 | 41 | 61 | 79 | 41 |
Avg Bars in Losers | 150 | 252 | 62 | 150 | 252 | 62 |
Bars Traded | 23638 | 17351 | 6287 | 23638 | 17351 | 6287 |
Profit Streak | 22.4143 | 22.4143 | 22.456 | 22.4143 | 22.4143 | 22.456 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302774 | 301923 | -578618 | -271195 | -134389 | -578618 |
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669338000000, "first_datapoint_time": 1670173200000, "last_datapoint_time": 1759338000000, "evaluation_time": 1759341399522, "expiration_time": 1765818000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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": [ [ 212957.7122686169, 229603.8330499881, -16646.1207813712, 84512.7119027772, 122186.4702876496, -37673.7583848722 ], [ 212.957712, 229.603833, -16.646121, 84.512712, 122.18647, -37.673758 ], [ 0.204439, 0.220419, -0.01598, 0.058822, 0.07667, -0.045377 ], [ 49.481481, 49.481481, 49.481481, 49.481481, 49.481481, 49.481481 ], [ -148804, -92772, -146092, -248391, -154929, -233797 ], [ 1.271944, 1.542059, 0.953699, 1.063412, 1.163451, 0.935624 ], [ 251, 125, 126, 251, 125, 126 ], [ 158, 82, 76, 158, 82, 76 ], [ 93, 43, 50, 93, 43, 50 ], [ 62.948207, 65.6, 60.31746, 62.948207, 65.6, 60.31746 ], [ 0.748676, 0.808641, 0.627433, 0.625932, 0.610102, 0.615542 ], [ 94632, 94632, 13704, 70923, 70923, 23742 ], [ -33574, -33574, -22461, -85754, -85754, -58251 ], [ 94, 138, 49, 94, 138, 49 ], [ 61, 79, 41, 61, 79, 41 ], [ 150, 252, 62, 150, 252, 62 ], [ 23638, 17351, 6287, 23638, 17351, 6287 ], [ 22.414346, 22.414346, 22.456013, 22.414346, 22.414346, 22.456013 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302774, 301923, -578618, -271195, -134389, -578618 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669338000000, "first_datapoint_time": 1670173200000, "last_datapoint_time": 1759338000000, "evaluation_time": 1759341399522, "expiration_time": 1765818000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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) |
---|