Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293740.0171 | 307160.8415 | -13420.8244 | -66791.4356 | 388702.4809 | -455493.9166 |
Total P&L (%) | 293.74 | 307.1608 | -13.4208 | -66.7914 | 388.7025 | -455.4939 |
Avg Daily Profit (%) | 0.1576 | 0.1648 | -0.0072 | -0.0591 | 0.0852 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350263 | -251029 | -163649 | -684260 | -252561 | -550895 |
Profit Factor | 1.3704 | 1.7571 | 0.9653 | 0.9343 | 2.2793 | 0.3616 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 58.7629 | 62.5 | 55.102 | 58.7629 | 62.5 | 55.102 |
Ratio Avg Win / Avg Loss | 0.9617 | 1.0543 | 0.7866 | 0.6557 | 1.3676 | 0.2947 |
Largest Winning Trade | 127058 | 127058 | 39911 | 216598 | 216598 | 78700 |
Largest Losing Trade | -71440 | -71440 | -49135 | -263832 | -152141 | -263832 |
Avg Bars in Trades | 71 | 120 | 23 | 71 | 120 | 23 |
Avg Bars in Winners | 42 | 58 | 23 | 42 | 58 | 23 |
Avg Bars in Losers | 113 | 224 | 23 | 113 | 224 | 23 |
Bars Traded | 6953 | 5788 | 1166 | 6953 | 5788 | 1166 |
Profit Streak | 78.8661 | 80.6161 | 78.8661 | 78.8661 | 80.6161 | 78.8661 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321000 | 439642 | -578779 | -577967 | -73369 | -578779 |
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7456, "evaluation_days": 1864, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546029949, "expiration_time": 1764367488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 29, "offset": 0, "std": 2.05363 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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": [ [ 293740.0170599533, 307160.8414745198, -13420.8244145667, -66791.4356469733, 388702.4809355695, -455493.9165825426 ], [ 293.740017, 307.160841, -13.420824, -66.791436, 388.702481, -455.493917 ], [ 0.157586, 0.164786, -0.0072, -0.059122, 0.085153, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -350263, -251029, -163649, -684260, -252561, -550895 ], [ 1.370434, 1.757108, 0.965344, 0.934349, 2.279255, 0.361621 ], [ 97, 48, 49, 97, 48, 49 ], [ 57, 30, 27, 57, 30, 27 ], [ 40, 18, 22, 40, 18, 22 ], [ 58.762887, 62.5, 55.102041, 58.762887, 62.5, 55.102041 ], [ 0.961708, 1.054265, 0.786577, 0.655683, 1.367553, 0.294654 ], [ 127058, 127058, 39911, 216598, 216598, 78700 ], [ -71440, -71440, -49135, -263832, -152141, -263832 ], [ 71, 120, 23, 71, 120, 23 ], [ 42, 58, 23, 42, 58, 23 ], [ 113, 224, 23, 113, 224, 23 ], [ 6953, 5788, 1166, 6953, 5788, 1166 ], [ 78.866087, 80.616087, 78.866087, 78.866087, 80.616087, 78.866087 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321000, 439642, -578779, -577967, -73369, -578779 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7456, "evaluation_days": 1864, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546029949, "expiration_time": 1764367488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 29, "offset": 0, "std": 2.05363 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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) |
---|