Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334187.2306 | 291733.2239 | 42454.0067 | -143411.0832 | -10849.522 | -132561.5612 |
Total P&L (%) | 334.1872 | 291.7332 | 42.454 | -143.4111 | -10.8495 | -132.5616 |
Avg Daily Profit (%) | 0.1792 | 0.1565 | 0.0228 | 0 | -0.0062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128529 | -155147 | -101602 | -43424 | -25591 | -28332 |
Profit Factor | 1.5926 | 2.1658 | 1.1353 | 0.2494 | 0.727 | 0.124 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 29 | 17 | 12 |
Losing Trades | 30 | 17 | 13 | 33 | 14 | 19 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 46.7742 | 54.8387 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.493 | 2.6298 | 0.82 | 0.2838 | 0.5987 | 0.1964 |
Largest Winning Trade | 245137 | 245137 | 70603 | 6995 | 6995 | 6594 |
Largest Losing Trade | -111902 | -34355 | -111902 | -111902 | -14124 | -111902 |
Avg Bars in Trades | 84 | 92 | 77 | 84 | 92 | 77 |
Avg Bars in Winners | 104 | 118 | 94 | 62 | 70 | 51 |
Avg Bars in Losers | 63 | 70 | 54 | 104 | 118 | 94 |
Bars Traded | 5266 | 2860 | 2406 | 5266 | 2860 | 2406 |
Profit Streak | 0 | 0 | 46.5448 | 10.5448 | 57.8781 | 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 | -148975 | 340103 | -236215 | -739881 | -579211 | -585208 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5594, "evaluation_days": 1864.67, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1605369600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759583071698, "expiration_time": 1764398016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 42, "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": [ [ 334187.2306089216, 291733.2239142999, 42454.0066946218, -143411.0832121088, -10849.5220493626, -132561.5611627462 ], [ 334.187231, 291.733224, 42.454007, -143.411083, -10.849522, -132.561561 ], [ 0.179221, 0.156453, 0.022768, 0, -0.006159, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -128529, -155147, -101602, -43424, -25591, -28332 ], [ 1.592582, 2.165752, 1.135334, 0.249439, 0.72699, 0.124031 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 14, 18, 29, 17, 12 ], [ 30, 17, 13, 33, 14, 19 ], [ 51.612903, 45.16129, 58.064516, 46.774194, 54.83871, 38.709677 ], [ 1.493046, 2.629842, 0.819964, 0.283844, 0.598698, 0.196383 ], [ 245137, 245137, 70603, 6995, 6995, 6594 ], [ -111902, -34355, -111902, -111902, -14124, -111902 ], [ 84, 92, 77, 84, 92, 77 ], [ 104, 118, 94, 62, 70, 51 ], [ 63, 70, 54, 104, 118, 94 ], [ 5266, 2860, 2406, 5266, 2860, 2406 ], [ 0, 0, 46.544811, 10.544811, 57.878145, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148975, 340103, -236215, -739881, -579211, -585208 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5594, "evaluation_days": 1864.67, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1605369600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759583071698, "expiration_time": 1764398016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 42, "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) |
---|