Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343520.9429 | 325861.9 | 17659.0429 | -266341.0965 | 32293.6514 | -298634.7479 |
Total P&L (%) | 343.5209 | 325.8619 | 17.659 | -266.3411 | 32.2937 | -298.6347 |
Avg Daily Profit (%) | 0.1843 | 0.1748 | 0.0095 | 0 | 0.015 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164594 | -110193 | -172890 | -783611 | -242223 | -614536 |
Profit Factor | 1.4335 | 1.9235 | 1.0402 | 0.8553 | 1.0428 | 0.7253 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 60 | 29 | 31 | 52 | 24 | 28 |
Losing Trades | 29 | 15 | 14 | 37 | 20 | 17 |
Profitability (%) | 67.4157 | 65.9091 | 68.8889 | 58.427 | 54.5455 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.6929 | 0.9949 | 0.4698 | 0.6086 | 0.869 | 0.4403 |
Largest Winning Trade | 68799 | 68799 | 44033 | 120838 | 110113 | 120838 |
Largest Losing Trade | -131861 | -69504 | -131861 | -562370 | -130562 | -562370 |
Avg Bars in Trades | 121 | 134 | 108 | 121 | 134 | 108 |
Avg Bars in Winners | 75 | 77 | 74 | 99 | 110 | 89 |
Avg Bars in Losers | 215 | 244 | 183 | 152 | 163 | 139 |
Bars Traded | 10791 | 5913 | 4878 | 10791 | 5913 | 4878 |
Profit Streak | 18.6805 | 0 | 62.6805 | 0 | 51.0139 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361948 | 374454 | -363139 | -579448 | -349545 | -579127 |
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11183, "evaluation_days": 1863.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1599624000000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759537197213, "expiration_time": 1764352656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 76, "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": [ [ 343520.9428793422, 325861.8999639145, 17659.0429154278, -266341.0965349157, 32293.651357058, -298634.7478919737 ], [ 343.520943, 325.8619, 17.659043, -266.341097, 32.293651, -298.634748 ], [ 0.184309, 0.174835, 0.009475, 0, 0.015016, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -164594, -110193, -172890, -783611, -242223, -614536 ], [ 1.433488, 1.923491, 1.040171, 0.855308, 1.042844, 0.725264 ], [ 89, 44, 45, 89, 44, 45 ], [ 60, 29, 31, 52, 24, 28 ], [ 29, 15, 14, 37, 20, 17 ], [ 67.41573, 65.909091, 68.888889, 58.426966, 54.545455, 62.222222 ], [ 0.692853, 0.994909, 0.469755, 0.608584, 0.869037, 0.440339 ], [ 68799, 68799, 44033, 120838, 110113, 120838 ], [ -131861, -69504, -131861, -562370, -130562, -562370 ], [ 121, 134, 108, 121, 134, 108 ], [ 75, 77, 74, 99, 110, 89 ], [ 215, 244, 183, 152, 163, 139 ], [ 10791, 5913, 4878, 10791, 5913, 4878 ], [ 18.680523, 0, 62.680523, 0, 51.013857, 0 ], [ 1, 0, 2, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 361948, 374454, -363139, -579448, -349545, -579127 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11183, "evaluation_days": 1863.83, "actual_first_datapoint_time": 1598500800000, "first_datapoint_time": 1599624000000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759537197213, "expiration_time": 1764352656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 76, "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) |
---|