Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285155.3952 | 291765.0297 | -6609.6345 | -66392.953 | 66607.2766 | -133000.2297 |
Total P&L (%) | 285.1554 | 291.765 | -6.6096 | -66.393 | 66.6073 | -133.0002 |
Avg Daily Profit (%) | 0.1533 | 0.1569 | -0.0036 | -0.0586 | 0.0274 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167732 | -116492 | -118586 | -132704 | -34019 | -76735 |
Profit Factor | 1.3698 | 1.9052 | 0.9853 | 0.7903 | 1.6931 | 0.3968 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 48.6486 | 52.7778 | 50.6849 | 48.6486 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3328 | 2.0111 | 0.8816 | 0.7689 | 1.7871 | 0.3551 |
Largest Winning Trade | 124807 | 124807 | 50459 | 40077 | 40077 | 10598 |
Largest Losing Trade | -64176 | -42430 | -64176 | -68270 | -21354 | -68270 |
Avg Bars in Trades | 48 | 38 | 58 | 48 | 38 | 58 |
Avg Bars in Winners | 61 | 49 | 72 | 61 | 49 | 72 |
Avg Bars in Losers | 35 | 29 | 42 | 35 | 29 | 42 |
Bars Traded | 3537 | 1436 | 2101 | 3537 | 1436 | 2101 |
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 | -68456 | 372589 | -580420 | -656966 | -153747 | -580420 |
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759184195486, "expiration_time": 1763968320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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": [ [ 285155.3951830117, 291765.0297068598, -6609.634523848, -66392.9530409677, 66607.2766291527, -133000.2296701204 ], [ 285.155395, 291.76503, -6.609635, -66.392953, 66.607277, -133.00023 ], [ 0.153309, 0.156863, -0.003554, -0.058608, 0.027448, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -167732, -116492, -118586, -132704, -34019, -76735 ], [ 1.369808, 1.905246, 0.985272, 0.7903, 1.693051, 0.396831 ], [ 73, 37, 36, 73, 37, 36 ], [ 37, 18, 19, 37, 18, 19 ], [ 36, 19, 17, 36, 19, 17 ], [ 50.684932, 48.648649, 52.777778, 50.684932, 48.648649, 52.777778 ], [ 1.332786, 2.011093, 0.881559, 0.768941, 1.78711, 0.355059 ], [ 124807, 124807, 50459, 40077, 40077, 10598 ], [ -64176, -42430, -64176, -68270, -21354, -68270 ], [ 48, 38, 58, 48, 38, 58 ], [ 61, 49, 72, 61, 49, 72 ], [ 35, 29, 42, 35, 29, 42 ], [ 3537, 1436, 2101, 3537, 1436, 2101 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68456, 372589, -580420, -656966, -153747, -580420 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759184195486, "expiration_time": 1763968320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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) |
---|