Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540231.3698 | 442825.2566 | 97406.1132 | -13009.3878 | 22170.3979 | -35179.7858 |
Total P&L (%) | 540.2314 | 442.8253 | 97.4061 | -13.0094 | 22.1704 | -35.1798 |
Avg Daily Profit (%) | 0.289 | 0.2369 | 0.0521 | -0.0075 | 0.0107 | -0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158199 | -155933 | -167033 | -430857 | -459554 | -279925 |
Profit Factor | 1.2934 | 1.4367 | 1.1178 | 0.9951 | 1.0145 | 0.9682 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 218 | 100 | 118 | 218 | 100 | 118 |
Losing Trades | 190 | 104 | 86 | 190 | 104 | 86 |
Profitability (%) | 53.4314 | 49.0196 | 57.8431 | 53.4314 | 49.0196 | 57.8431 |
Ratio Avg Win / Avg Loss | 1.1273 | 1.4941 | 0.8146 | 0.8672 | 1.0551 | 0.7056 |
Largest Winning Trade | 73502 | 73502 | 35751 | 93670 | 93670 | 78965 |
Largest Losing Trade | -88912 | -57063 | -88912 | -225979 | -225979 | -199166 |
Avg Bars in Trades | 9 | 10 | 7 | 9 | 10 | 7 |
Avg Bars in Winners | 8 | 9 | 6 | 8 | 9 | 6 |
Avg Bars in Losers | 10 | 11 | 7 | 10 | 11 | 7 |
Bars Traded | 3690 | 2230 | 1460 | 3690 | 2230 | 1460 |
Profit Streak | 0 | 0 | 31.2751 | 0 | 0 | 31.2751 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421091 | 333508 | -213638 | -577922 | -388086 | -578430 |
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3739, "evaluation_days": 1869.5, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759991771051, "expiration_time": 1764813744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "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": [ [ 540231.369832613, 442825.2565953397, 97406.1132372735, -13009.3878283192, 22170.3979469331, -35179.7857752526 ], [ 540.23137, 442.825257, 97.406113, -13.009388, 22.170398, -35.179786 ], [ 0.288971, 0.236868, 0.052103, -0.007455, 0.010712, -0.023188 ], [ 10, 10, 10, 10, 10, 10 ], [ -158199, -155933, -167033, -430857, -459554, -279925 ], [ 1.293409, 1.436662, 1.117767, 0.995054, 1.014543, 0.968179 ], [ 408, 204, 204, 408, 204, 204 ], [ 218, 100, 118, 218, 100, 118 ], [ 190, 104, 86, 190, 104, 86 ], [ 53.431373, 49.019608, 57.843137, 53.431373, 49.019608, 57.843137 ], [ 1.127283, 1.494129, 0.814644, 0.867249, 1.055124, 0.705622 ], [ 73502, 73502, 35751, 93670, 93670, 78965 ], [ -88912, -57063, -88912, -225979, -225979, -199166 ], [ 9, 10, 7, 9, 10, 7 ], [ 8, 9, 6, 8, 9, 6 ], [ 10, 11, 7, 10, 11, 7 ], [ 3690, 2230, 1460, 3690, 2230, 1460 ], [ 0, 0, 31.275128, 0, 0, 31.275128 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421091, 333508, -213638, -577922, -388086, -578430 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3739, "evaluation_days": 1869.5, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759991771051, "expiration_time": 1764813744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "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) |
---|