Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280070.6553 | 283149.9201 | -3079.2648 | -101847.444 | 82018.2901 | -183865.7341 |
Total P&L (%) | 280.0707 | 283.1499 | -3.0793 | -101.8474 | 82.0183 | -183.8657 |
Avg Daily Profit (%) | 0.1503 | 0.152 | -0.0017 | 0 | 0.0322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179146 | -114248 | -148735 | -224930 | -5141 | -225042 |
Profit Factor | 1.3747 | 1.9203 | 0.993 | 0.5848 | 7.1137 | 0.207 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 40 | 21 | 19 | 37 | 19 | 18 |
Losing Trades | 33 | 16 | 17 | 36 | 18 | 18 |
Profitability (%) | 54.7945 | 56.7568 | 52.7778 | 50.6849 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 1.1342 | 1.4631 | 0.8885 | 0.569 | 6.7393 | 0.207 |
Largest Winning Trade | 204946 | 204946 | 50897 | 32492 | 32492 | 23320 |
Largest Losing Trade | -101435 | -33574 | -101435 | -211913 | -4486 | -211913 |
Avg Bars in Trades | 98 | 89 | 107 | 98 | 89 | 107 |
Avg Bars in Winners | 115 | 100 | 131 | 75 | 74 | 76 |
Avg Bars in Losers | 77 | 75 | 79 | 122 | 105 | 138 |
Bars Traded | 7181 | 3318 | 3863 | 7181 | 3318 | 3863 |
Profit Streak | 0 | 0 | 45.6074 | 10.6074 | 55.8574 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67641 | 382580 | -579863 | -656317 | -139971 | -580780 |
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7453, "evaluation_days": 1863.25, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759480477106, "expiration_time": 1764300744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 71, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 82, "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": [ [ 280070.6552603629, 283149.9201063662, -3079.2648460032, -101847.4440081972, 82018.2900965664, -183865.7341047637 ], [ 280.070655, 283.14992, -3.079265, -101.847444, 82.01829, -183.865734 ], [ 0.150313, 0.151966, -0.001653, 0, 0.03215, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -179146, -114248, -148735, -224930, -5141, -225042 ], [ 1.374733, 1.920317, 0.992997, 0.584777, 7.113746, 0.207024 ], [ 73, 37, 36, 73, 37, 36 ], [ 40, 21, 19, 37, 19, 18 ], [ 33, 16, 17, 36, 18, 18 ], [ 54.794521, 56.756757, 52.777778, 50.684932, 51.351351, 50 ], [ 1.134155, 1.463099, 0.888471, 0.568972, 6.739339, 0.207024 ], [ 204946, 204946, 50897, 32492, 32492, 23320 ], [ -101435, -33574, -101435, -211913, -4486, -211913 ], [ 98, 89, 107, 98, 89, 107 ], [ 115, 100, 131, 75, 74, 76 ], [ 77, 75, 79, 122, 105, 138 ], [ 7181, 3318, 3863, 7181, 3318, 3863 ], [ 0, 0, 45.607374, 10.607374, 55.857374, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67641, 382580, -579863, -656317, -139971, -580780 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7453, "evaluation_days": 1863.25, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759480477106, "expiration_time": 1764300744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 71, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 82, "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) |
---|