Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353673.3502 | 366994.5649 | -13321.2147 | 43907.0036 | 64035.6319 | -20128.6283 |
Total P&L (%) | 353.6734 | 366.9946 | -13.3212 | 43.907 | 64.0356 | -20.1286 |
Avg Daily Profit (%) | 0.3395 | 0.3523 | -0.0128 | 0.035 | 0.0475 | -0.0216 |
Buy And Hold Return (%) | 42.3487 | 42.3487 | 42.3487 | 42.3487 | 42.3487 | 42.3487 |
Max Trade Drawdown | -117228 | -93183 | -43771 | -230860 | -199316 | -62449 |
Profit Factor | 1.7702 | 2.0797 | 0.8884 | 1.0643 | 1.1201 | 0.8653 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 39.8148 | 33.3333 | 46.2963 | 39.8148 | 33.3333 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.6758 | 4.1595 | 1.0305 | 1.6089 | 2.2402 | 1.0038 |
Largest Winning Trade | 349376 | 349376 | 17674 | 225496 | 225496 | 16172 |
Largest Losing Trade | -35232 | -35232 | -17417 | -108651 | -108651 | -25867 |
Avg Bars in Trades | 220 | 415 | 24 | 220 | 415 | 24 |
Avg Bars in Winners | 334 | 761 | 26 | 334 | 761 | 26 |
Avg Bars in Losers | 144 | 242 | 22 | 144 | 242 | 22 |
Bars Traded | 23793 | 22455 | 1338 | 23793 | 22455 | 1338 |
Profit Streak | 66.2233 | 66.2233 | 116.0983 | 66.2233 | 66.2233 | 116.0983 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355674 | -173378 | -758976 | -451484 | -413123 | -758976 |
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670086800000, "first_datapoint_time": 1670695200000, "last_datapoint_time": 1760086800000, "evaluation_time": 1760088093949, "expiration_time": 1766566800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 49, "offset": 0, "std": 2.08772 } }, "second_band": { "type": "jma", "factors": { "length": 170, "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": [ [ 353673.3501654785, 366994.564851924, -13321.2146864454, 43907.0035779253, 64035.6318534012, -20128.628275476 ], [ 353.67335, 366.994565, -13.321215, 43.907004, 64.035632, -20.128628 ], [ 0.339525, 0.352314, -0.012788, 0.03495, 0.047523, -0.021574 ], [ 42.348668, 42.348668, 42.348668, 42.348668, 42.348668, 42.348668 ], [ -117228, -93183, -43771, -230860, -199316, -62449 ], [ 1.770169, 2.079743, 0.888361, 1.064325, 1.12012, 0.865343 ], [ 108, 54, 54, 108, 54, 54 ], [ 43, 18, 25, 43, 18, 25 ], [ 65, 36, 29, 65, 36, 29 ], [ 39.814815, 33.333333, 46.296296, 39.814815, 33.333333, 46.296296 ], [ 2.675837, 4.159485, 1.030499, 1.608864, 2.24024, 1.003798 ], [ 349376, 349376, 17674, 225496, 225496, 16172 ], [ -35232, -35232, -17417, -108651, -108651, -25867 ], [ 220, 415, 24, 220, 415, 24 ], [ 334, 761, 26, 334, 761, 26 ], [ 144, 242, 22, 144, 242, 22 ], [ 23793, 22455, 1338, 23793, 22455, 1338 ], [ 66.223309, 66.22331, 116.098309, 66.22331, 66.22331, 116.09831 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355674, -173378, -758976, -451484, -413123, -758976 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670086800000, "first_datapoint_time": 1670695200000, "last_datapoint_time": 1760086800000, "evaluation_time": 1760088093949, "expiration_time": 1766566800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 49, "offset": 0, "std": 2.08772 } }, "second_band": { "type": "jma", "factors": { "length": 170, "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) |
---|