Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564046.1448 | 507971.8954 | 56074.2494 | 143952.5158 | 557535.4198 | -413582.9041 |
Total P&L (%) | 564.0461 | 507.9719 | 56.0742 | 143.9525 | 557.5354 | -413.5829 |
Avg Daily Profit (%) | 0.3022 | 0.2722 | 0.03 | 0.0478 | 0.101 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88157 | -111282 | -91541 | -496205 | -341934 | -488479 |
Profit Factor | 1.485 | 1.7775 | 1.11 | 1.0374 | 1.2652 | 0.7628 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Profitability (%) | 42.7948 | 42.9825 | 42.6087 | 42.7948 | 42.9825 | 42.6087 |
Ratio Avg Win / Avg Loss | 1.9851 | 2.3579 | 1.4952 | 1.3868 | 1.6783 | 1.0275 |
Largest Winning Trade | 334063 | 334063 | 59419 | 477967 | 477967 | 110480 |
Largest Losing Trade | -34456 | -34359 | -34456 | -168500 | -156268 | -168500 |
Avg Bars in Trades | 24 | 31 | 16 | 24 | 31 | 16 |
Avg Bars in Winners | 32 | 41 | 22 | 32 | 41 | 22 |
Avg Bars in Losers | 17 | 23 | 12 | 17 | 23 | 12 |
Bars Traded | 5499 | 3565 | 1934 | 5499 | 3565 | 1934 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356805 | 325631 | -255998 | -309764 | -59771 | -581956 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5599, "evaluation_days": 1866.33, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720395506, "expiration_time": 1764546336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "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": [ [ 564046.1447647737, 507971.8954127771, 56074.249351997, 143952.5157778085, 557535.4198323576, -413582.9040545488 ], [ 564.046145, 507.971895, 56.074249, 143.952516, 557.53542, -413.582904 ], [ 0.302222, 0.272177, 0.030045, 0.047795, 0.100962, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -88157, -111282, -91541, -496205, -341934, -488479 ], [ 1.485019, 1.77746, 1.110044, 1.037426, 1.265187, 0.762842 ], [ 229, 114, 115, 229, 114, 115 ], [ 98, 49, 49, 98, 49, 49 ], [ 131, 65, 66, 131, 65, 66 ], [ 42.79476, 42.982456, 42.608696, 42.79476, 42.982456, 42.608696 ], [ 1.985077, 2.357855, 1.495161, 1.386763, 1.678309, 1.027502 ], [ 334063, 334063, 59419, 477967, 477967, 110480 ], [ -34456, -34359, -34456, -168500, -156268, -168500 ], [ 24, 31, 16, 24, 31, 16 ], [ 32, 41, 22, 32, 41, 22 ], [ 17, 23, 12, 17, 23, 12 ], [ 5499, 3565, 1934, 5499, 3565, 1934 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356805, 325631, -255998, -309764, -59771, -581956 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5599, "evaluation_days": 1866.33, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720395506, "expiration_time": 1764546336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "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) |
---|