Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461267.7577 | 377161.4739 | 84106.2838 | -381742.8516 | -354864.4594 | -26878.3922 |
Total P&L (%) | 461.2678 | 377.1615 | 84.1063 | -381.7429 | -354.8645 | -26.8784 |
Avg Daily Profit (%) | 0.2472 | 0.2022 | 0.0451 | 0 | 0 | -0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142829 | -107366 | -139689 | -2690968 | -1278828 | -1589077 |
Profit Factor | 1.5901 | 2.0877 | 1.1934 | 0.9111 | 0.8168 | 0.9886 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 66 | 31 | 35 | 64 | 31 | 33 |
Losing Trades | 41 | 22 | 19 | 43 | 22 | 21 |
Profitability (%) | 61.6822 | 58.4906 | 64.8148 | 59.8131 | 58.4906 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.9878 | 1.4816 | 0.6478 | 0.6122 | 0.5797 | 0.6291 |
Largest Winning Trade | 105003 | 105003 | 39911 | 1233604 | 237404 | 1233604 |
Largest Losing Trade | -129473 | -72143 | -129473 | -1100152 | -476211 | -1100152 |
Avg Bars in Trades | 67 | 70 | 63 | 67 | 70 | 63 |
Avg Bars in Winners | 46 | 50 | 43 | 56 | 59 | 53 |
Avg Bars in Losers | 100 | 98 | 102 | 83 | 86 | 80 |
Bars Traded | 7195 | 3742 | 3453 | 7195 | 3742 | 3453 |
Profit Streak | 13.6613 | 0 | 15.9113 | 0 | 51.9113 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382116 | -168456 | -319704 | -579221 | -758745 | -759393 |
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7463, "evaluation_days": 1865.75, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1602352800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759701132835, "expiration_time": 1764523224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 179, "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": [ [ 461267.7577040105, 377161.4738942502, 84106.2838097603, -381742.8516054169, -354864.4594039435, -26878.3922014731 ], [ 461.267758, 377.161474, 84.106284, -381.742852, -354.864459, -26.878392 ], [ 0.247229, 0.20215, 0.045079, 0, 0, -0.016777 ], [ 10, 10, 10, 10, 10, 10 ], [ -142829, -107366, -139689, -2690968, -1278828, -1589077 ], [ 1.590143, 2.087697, 1.193406, 0.911126, 0.816836, 0.988601 ], [ 107, 53, 54, 107, 53, 54 ], [ 66, 31, 35, 64, 31, 33 ], [ 41, 22, 19, 43, 22, 21 ], [ 61.682243, 58.490566, 64.814815, 59.813084, 58.490566, 61.111111 ], [ 0.987816, 1.481591, 0.647849, 0.612162, 0.57969, 0.62911 ], [ 105003, 105003, 39911, 1233604, 237404, 1233604 ], [ -129473, -72143, -129473, -1100152, -476211, -1100152 ], [ 67, 70, 63, 67, 70, 63 ], [ 46, 50, 43, 56, 59, 53 ], [ 100, 98, 102, 83, 86, 80 ], [ 7195, 3742, 3453, 7195, 3742, 3453 ], [ 13.66126, 0, 15.91126, 0, 51.91126, 0 ], [ 1, 0, 1, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382116, -168456, -319704, -579221, -758745, -759393 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7463, "evaluation_days": 1865.75, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1602352800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759701132835, "expiration_time": 1764523224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 179, "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) |
---|