Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435178.7804 | 413207.5703 | 21971.2101 | 138383.5682 | 105847.9868 | 32535.5814 |
Total P&L (%) | 435.1788 | 413.2076 | 21.9712 | 138.3836 | 105.848 | 32.5356 |
Avg Daily Profit (%) | 0.4178 | 0.3967 | 0.0211 | 0.0834 | 0.0693 | 0.027 |
Buy And Hold Return (%) | 42.112 | 42.112 | 42.112 | 42.112 | 42.112 | 42.112 |
Max Trade Drawdown | -91985 | -94686 | -15069 | -529246 | -534460 | -50160 |
Profit Factor | 2.135 | 2.2251 | 1.4762 | 1.1201 | 1.1013 | 1.3041 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 41.5094 | 33.9623 | 49.0566 | 41.5094 | 33.9623 | 49.0566 |
Ratio Avg Win / Avg Loss | 3.0084 | 4.3266 | 1.533 | 1.5783 | 2.1413 | 1.3543 |
Largest Winning Trade | 290181 | 290181 | 8943 | 570893 | 570893 | 57189 |
Largest Losing Trade | -38958 | -38958 | -4120 | -271394 | -271394 | -16544 |
Avg Bars in Trades | 234 | 461 | 7 | 234 | 461 | 7 |
Avg Bars in Winners | 346 | 832 | 9 | 346 | 832 | 9 |
Avg Bars in Losers | 154 | 270 | 5 | 154 | 270 | 5 |
Bars Traded | 24824 | 24444 | 380 | 24824 | 24444 | 380 |
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 | 378831 | -173033 | -508056 | -174766 | -398517 | -502559 |
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669143600000, "first_datapoint_time": 1669183200000, "last_datapoint_time": 1759143600000, "evaluation_time": 1759146439067, "expiration_time": 1765623600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 435178.7804333065, 413207.5703095982, 21971.2101237082, 138383.5681586047, 105847.9868059229, 32535.5813526816 ], [ 435.17878, 413.20757, 21.97121, 138.383568, 105.847987, 32.535581 ], [ 0.41777, 0.396678, 0.021092, 0.083431, 0.069333, 0.027045 ], [ 42.111959, 42.111959, 42.111959, 42.111959, 42.111959, 42.111959 ], [ -91985, -94686, -15069, -529246, -534460, -50160 ], [ 2.134968, 2.225088, 1.476185, 1.120083, 1.10125, 1.304126 ], [ 106, 53, 53, 106, 53, 53 ], [ 44, 18, 26, 44, 18, 26 ], [ 62, 35, 27, 62, 35, 27 ], [ 41.509434, 33.962264, 49.056604, 41.509434, 33.962264, 49.056604 ], [ 3.008364, 4.326559, 1.532962, 1.578299, 2.141319, 1.354285 ], [ 290181, 290181, 8943, 570893, 570893, 57189 ], [ -38958, -38958, -4120, -271394, -271394, -16544 ], [ 234, 461, 7, 234, 461, 7 ], [ 346, 832, 9, 346, 832, 9 ], [ 154, 270, 5, 154, 270, 5 ], [ 24824, 24444, 380, 24824, 24444, 380 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378831, -173033, -508056, -174766, -398517, -502559 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669143600000, "first_datapoint_time": 1669183200000, "last_datapoint_time": 1759143600000, "evaluation_time": 1759146439067, "expiration_time": 1765623600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 5 } } }
# | 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) |
---|