| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 320515.2773 | 366705.2099 | -46189.9326 | -84078.2087 | 99472.0471 | -183550.2558 |
| Total P&L (%) | 320.5153 | 366.7052 | -46.1899 | -84.0782 | 99.472 | -183.5503 |
| Avg Daily Profit (%) | 0.1716 | 0.1964 | -0.0247 | -0.0983 | 0.037 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -304428 | -215767 | -138094 | -363543 | -177124 | -230340 |
| Profit Factor | 1.2324 | 1.6243 | 0.9417 | 0.9118 | 1.317 | 0.7128 |
| Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
| Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Losing Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Profitability (%) | 44.1767 | 44.3548 | 44 | 44.1767 | 44.3548 | 44 |
| Ratio Avg Win / Avg Loss | 1.5573 | 2.0377 | 1.1985 | 1.1521 | 1.6522 | 0.9072 |
| Largest Winning Trade | 264566 | 264566 | 56288 | 119411 | 119411 | 65059 |
| Largest Losing Trade | -65898 | -44221 | -65898 | -127621 | -32595 | -127621 |
| Avg Bars in Trades | 88 | 109 | 67 | 88 | 109 | 67 |
| Avg Bars in Winners | 109 | 130 | 87 | 109 | 130 | 87 |
| Avg Bars in Losers | 71 | 92 | 51 | 71 | 92 | 51 |
| Bars Traded | 21997 | 13569 | 8428 | 21997 | 13569 | 8428 |
| Profit Streak | 41.3968 | 41.3968 | 59.7302 | 41.3968 | 41.3968 | 59.7302 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314578 | 332357 | -580214 | -578533 | -143629 | -581881 |
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22409,
"evaluation_days": 1867.42,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599818400000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759894286466,
"expiration_time": 1765697212800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 183,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 120,
"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": [
[
320515.2773048852,
366705.2098648108,
-46189.9325599254,
-84078.2086784714,
99472.0471203525,
-183550.2557988238
],
[
320.515277,
366.70521,
-46.189933,
-84.078209,
99.472047,
-183.550256
],
[
0.171635,
0.19637,
-0.024735,
-0.098348,
0.036983,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-304428,
-215767,
-138094,
-363543,
-177124,
-230340
],
[
1.232416,
1.624256,
0.941652,
0.911762,
1.316984,
0.712777
],
[
249,
124,
125,
249,
124,
125
],
[
110,
55,
55,
110,
55,
55
],
[
139,
69,
70,
139,
69,
70
],
[
44.176707,
44.354839,
44,
44.176707,
44.354839,
44
],
[
1.557325,
2.037703,
1.198467,
1.152136,
1.652216,
0.90717
],
[
264566,
264566,
56288,
119411,
119411,
65059
],
[
-65898,
-44221,
-65898,
-127621,
-32595,
-127621
],
[
88,
109,
67,
88,
109,
67
],
[
109,
130,
87,
109,
130,
87
],
[
71,
92,
51,
71,
92,
51
],
[
21997,
13569,
8428,
21997,
13569,
8428
],
[
41.396834,
41.396834,
59.730167,
41.396834,
41.396834,
59.730167
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314578,
332357,
-580214,
-578533,
-143629,
-581881
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22409,
"evaluation_days": 1867.42,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599818400000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759894286466,
"expiration_time": 1765697212800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 183,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 120,
"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) |
|---|