Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387435.3067 | 245987.2344 | 141448.0723 | 152406.2033 | 64342.1874 | 88064.0159 |
Total P&L (%) | 387.4353 | 245.9872 | 141.4481 | 152.4062 | 64.3422 | 88.064 |
Avg Daily Profit (%) | 0.2076 | 0.1318 | 0.0758 | 0.0496 | 0.0266 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77732 | -101612 | -90301 | -109252 | -130884 | -97585 |
Profit Factor | 1.6587 | 1.7458 | 1.5475 | 1.2388 | 1.1601 | 1.3724 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 59.3023 | 55.814 | 62.7907 | 59.3023 | 55.814 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.1383 | 1.3821 | 0.917 | 0.8501 | 0.9184 | 0.8133 |
Largest Winning Trade | 73502 | 73502 | 51506 | 111914 | 111914 | 50627 |
Largest Losing Trade | -77732 | -47049 | -77732 | -86415 | -68767 | -86415 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 41 | 30 | 51 | 41 | 30 | 51 |
Avg Bars in Losers | 38 | 41 | 33 | 38 | 41 | 33 |
Bars Traded | 3471 | 1531 | 1940 | 3471 | 1531 | 1940 |
Profit Streak | 0 | 0 | 63.8223 | 0 | 0 | 63.8223 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401467 | -14081 | -89150 | -127171 | -202951 | -146137 |
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3733, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1608120000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759736649869, "expiration_time": 1764546768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 224, "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": [ [ 387435.3067229071, 245987.2343863603, 141448.0723365467, 152406.2033117862, 64342.1874298102, 88064.015881976 ], [ 387.435307, 245.987234, 141.448072, 152.406203, 64.342187, 88.064016 ], [ 0.207573, 0.131791, 0.075783, 0.049617, 0.026619, 0.033845 ], [ 10, 10, 10, 10, 10, 10 ], [ -77732, -101612, -90301, -109252, -130884, -97585 ], [ 1.658694, 1.745808, 1.547483, 1.238767, 1.160118, 1.372424 ], [ 86, 43, 43, 86, 43, 43 ], [ 51, 24, 27, 51, 24, 27 ], [ 35, 19, 16, 35, 19, 16 ], [ 59.302326, 55.813953, 62.790698, 59.302326, 55.813953, 62.790698 ], [ 1.138319, 1.382098, 0.917027, 0.850134, 0.918427, 0.813288 ], [ 73502, 73502, 51506, 111914, 111914, 50627 ], [ -77732, -47049, -77732, -86415, -68767, -86415 ], [ 40, 35, 45, 40, 35, 45 ], [ 41, 30, 51, 41, 30, 51 ], [ 38, 41, 33, 38, 41, 33 ], [ 3471, 1531, 1940, 3471, 1531, 1940 ], [ 0, 0, 63.822336, 0, 0, 63.822336 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401467, -14081, -89150, -127171, -202951, -146137 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3733, "evaluation_days": 1866.5, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1608120000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759736649869, "expiration_time": 1764546768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 224, "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) |
---|