Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9157.741 | 120195.2424 | -111037.5014 | -96018.4194 | 431256.9652 | -527275.3846 |
Total P&L (%) | 9.1577 | 120.1952 | -111.0375 | -96.0184 | 431.257 | -527.2754 |
Avg Daily Profit (%) | 0.0088 | 0.1154 | -0.1066 | -0.309 | 0.1605 | 0 |
Buy And Hold Return (%) | 52.5373 | 52.5373 | 52.5373 | 52.5373 | 52.5373 | 52.5373 |
Max Trade Drawdown | -293362 | -137662 | -197713 | -512870 | -122367 | -614687 |
Profit Factor | 1.0069 | 1.195 | 0.8438 | 0.9493 | 1.6594 | 0.5743 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 229 | 112 | 117 | 229 | 112 | 117 |
Losing Trades | 217 | 111 | 106 | 217 | 111 | 106 |
Profitability (%) | 51.3453 | 50.2242 | 52.4664 | 51.3453 | 50.2242 | 52.4664 |
Ratio Avg Win / Avg Loss | 0.9541 | 1.1844 | 0.7645 | 0.8995 | 1.6446 | 0.5203 |
Largest Winning Trade | 49445 | 49445 | 28450 | 135529 | 135529 | 61979 |
Largest Losing Trade | -92356 | -27473 | -92356 | -468363 | -47373 | -468363 |
Avg Bars in Trades | 55 | 51 | 58 | 55 | 51 | 58 |
Avg Bars in Winners | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Losers | 64 | 63 | 66 | 64 | 63 | 66 |
Bars Traded | 24580 | 11491 | 13089 | 24580 | 11491 | 13089 |
Profit Streak | 0 | 0 | 18.1359 | 0 | 0 | 18.1359 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -558961 | -49273 | -578780 | -578272 | 398403 | -578780 |
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669636800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758852937883, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 239, "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": [ [ 9157.741033637, 120195.2424173495, -111037.5013837126, -96018.4193963159, 431256.9651802002, -527275.3845765158 ], [ 9.157741, 120.195242, -111.037501, -96.018419, 431.256965, -527.275385 ], [ 0.008792, 0.115393, -0.106601, -0.308991, 0.160463, 0 ], [ 52.537313, 52.537313, 52.537313, 52.537313, 52.537313, 52.537313 ], [ -293362, -137662, -197713, -512870, -122367, -614687 ], [ 1.006899, 1.195029, 0.843833, 0.949264, 1.659449, 0.574281 ], [ 446, 223, 223, 446, 223, 223 ], [ 229, 112, 117, 229, 112, 117 ], [ 217, 111, 106, 217, 111, 106 ], [ 51.345291, 50.224215, 52.466368, 51.345291, 50.224215, 52.466368 ], [ 0.954136, 1.184359, 0.764498, 0.899521, 1.644633, 0.520289 ], [ 49445, 49445, 28450, 135529, 135529, 61979 ], [ -92356, -27473, -92356, -468363, -47373, -468363 ], [ 55, 51, 58, 55, 51, 58 ], [ 45, 39, 51, 45, 39, 51 ], [ 64, 63, 66, 64, 63, 66 ], [ 24580, 11491, 13089, 24580, 11491, 13089 ], [ 0, 0, 18.135855, 0, 0, 18.135855 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -558961, -49273, -578780, -578272, 398403, -578780 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669636800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758852937883, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 239, "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) |
---|