Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343022.7671 | 356108.1011 | -13085.334 | -73213.4105 | 48658.2157 | -121871.6261 |
Total P&L (%) | 343.0228 | 356.1081 | -13.0853 | -73.2134 | 48.6582 | -121.8716 |
Avg Daily Profit (%) | 0.1833 | 0.1903 | -0.007 | -0.0704 | 0.0212 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230000 | -188489 | -100928 | -448554 | -381814 | -231443 |
Profit Factor | 1.3188 | 1.5205 | 0.9666 | 0.9362 | 1.0661 | 0.7031 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Losing Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Profitability (%) | 54.1899 | 57.3034 | 51.1111 | 54.1899 | 57.3034 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.1149 | 1.1329 | 0.9246 | 0.7914 | 0.7943 | 0.6725 |
Largest Winning Trade | 167744 | 167744 | 21808 | 166681 | 166681 | 39385 |
Largest Losing Trade | -69314 | -69314 | -45756 | -274422 | -274422 | -135489 |
Avg Bars in Trades | 20 | 36 | 3 | 20 | 36 | 3 |
Avg Bars in Winners | 15 | 26 | 3 | 15 | 26 | 3 |
Avg Bars in Losers | 25 | 50 | 3 | 25 | 50 | 3 |
Bars Traded | 3613 | 3285 | 328 | 3613 | 3285 | 328 |
Profit Streak | 4.9751 | 0 | 86.9751 | 4.9751 | 0 | 86.9751 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364665 | 345588 | -579263 | -578325 | -314901 | -579263 |
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760181848508, "expiration_time": 1764991728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 343022.7671122355, 356108.1011121746, -13085.3339999392, -73213.4104887493, 48658.2156606941, -121871.6261494434 ], [ 343.022767, 356.108101, -13.085334, -73.21341, 48.658216, -121.871626 ], [ 0.183288, 0.19028, -0.006992, -0.070361, 0.021187, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -230000, -188489, -100928, -448554, -381814, -231443 ], [ 1.318833, 1.520481, 0.966592, 0.936167, 1.066065, 0.703069 ], [ 179, 89, 90, 179, 89, 90 ], [ 97, 51, 46, 97, 51, 46 ], [ 82, 38, 44, 82, 38, 44 ], [ 54.189944, 57.303371, 51.111111, 54.189944, 57.303371, 51.111111 ], [ 1.114889, 1.132907, 0.924566, 0.791399, 0.794323, 0.672501 ], [ 167744, 167744, 21808, 166681, 166681, 39385 ], [ -69314, -69314, -45756, -274422, -274422, -135489 ], [ 20, 36, 3, 20, 36, 3 ], [ 15, 26, 3, 15, 26, 3 ], [ 25, 50, 3, 25, 50, 3 ], [ 3613, 3285, 328, 3613, 3285, 328 ], [ 4.975098, 0, 86.975098, 4.975098, 0, 86.975098 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364665, 345588, -579263, -578325, -314901, -579263 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760181848508, "expiration_time": 1764991728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|