Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115219.8657 | 120018.536 | -4798.6702 | 1122.576 | 27875.5854 | -26753.0094 |
Total P&L (%) | 115.2199 | 120.0185 | -4.7987 | 1.1226 | 27.8756 | -26.753 |
Avg Daily Profit (%) | 0.2212 | 0.2304 | -0.0092 | 0.0021 | 0.0472 | -0.0598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158672 | -62881 | -95235 | -93446 | -29730 | -34690 |
Profit Factor | 1.3218 | 1.7634 | 0.9761 | 1.0068 | 1.4318 | 0.7337 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 56.0976 | 53.6585 | 58.5366 | 56.0976 | 53.6585 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.0345 | 1.523 | 0.6914 | 0.7879 | 1.2366 | 0.5197 |
Largest Winning Trade | 83855 | 83855 | 31036 | 14029 | 13346 | 14029 |
Largest Losing Trade | -57490 | -27725 | -57490 | -40636 | -9955 | -40636 |
Avg Bars in Trades | 283 | 303 | 262 | 283 | 303 | 262 |
Avg Bars in Winners | 284 | 313 | 257 | 284 | 313 | 257 |
Avg Bars in Losers | 282 | 291 | 271 | 282 | 291 | 271 |
Bars Traded | 23219 | 12441 | 10778 | 23219 | 12441 | 10778 |
Profit Streak | 0 | 34.0758 | 0 | 0 | 34.0758 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -536 | 421478 | -580204 | -578993 | -131771 | -580204 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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": [ [ 115219.865729856, 120018.5359796851, -4798.6702498291, 1122.5760361346, 27875.5854206122, -26753.0093844775 ], [ 115.219866, 120.018536, -4.79867, 1.122576, 27.875585, -26.753009 ], [ 0.221224, 0.230437, -0.009214, 0.002143, 0.047222, -0.059758 ], [ 10, 10, 10, 10, 10, 10 ], [ -158672, -62881, -95235, -93446, -29730, -34690 ], [ 1.32183, 1.763432, 0.976103, 1.006803, 1.431838, 0.733718 ], [ 82, 41, 41, 82, 41, 41 ], [ 46, 22, 24, 46, 22, 24 ], [ 36, 19, 17, 36, 19, 17 ], [ 56.097561, 53.658537, 58.536585, 56.097561, 53.658537, 58.536585 ], [ 1.034476, 1.522964, 0.691406, 0.787933, 1.236587, 0.519717 ], [ 83855, 83855, 31036, 14029, 13346, 14029 ], [ -57490, -27725, -57490, -40636, -9955, -40636 ], [ 283, 303, 262, 283, 303, 262 ], [ 284, 313, 257, 284, 313, 257 ], [ 282, 291, 271, 282, 291, 271 ], [ 23219, 12441, 10778, 23219, 12441, 10778 ], [ 0, 34.075829, 0, 0, 34.075829, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -536, 421478, -580204, -578993, -131771, -580204 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715090400000, "first_datapoint_time": 1715337000000, "last_datapoint_time": 1760088600000, "evaluation_time": 1760089751657, "expiration_time": 1766568600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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) |
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