| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 652493.3886 | 517405.1008 | 135088.2878 | 400774.4553 | 105945.4138 | 294829.0416 |
| Total P&L (%) | 652.4934 | 517.4051 | 135.0883 | 400.7745 | 105.9454 | 294.829 |
| Avg Daily Profit (%) | 0.3504 | 0.2778 | 0.0725 | 0.0865 | 0.0388 | 0.0738 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -236153 | -178566 | -159991 | -2530180 | -1682644 | -1269924 |
| Profit Factor | 1.3073 | 1.5415 | 1.1157 | 1.0304 | 1.0175 | 1.0414 |
| Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
| Winning Trades | 251 | 124 | 127 | 251 | 124 | 127 |
| Losing Trades | 215 | 109 | 106 | 215 | 109 | 106 |
| Profitability (%) | 53.8627 | 53.2189 | 54.5064 | 53.8627 | 53.2189 | 54.5064 |
| Ratio Avg Win / Avg Loss | 1.1198 | 1.355 | 0.9312 | 0.8826 | 0.8944 | 0.8692 |
| Largest Winning Trade | 119383 | 119383 | 44203 | 438631 | 434080 | 438631 |
| Largest Losing Trade | -45633 | -40825 | -45633 | -641798 | -343357 | -641798 |
| Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 11122 | 5560 | 5562 | 11122 | 5560 | 5562 |
| Profit Streak | 8.6393 | 8.6393 | 12.6393 | 8.6393 | 8.6393 | 12.6393 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 496309 | 442497 | -188892 | -261851 | -342039 | -268946 |
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11174,
"evaluation_days": 1862.33,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1598803200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404036150,
"expiration_time": 1764219168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.03628,
"nb": 0.39046,
"nc": 0.1
}
}
} {
"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": [
[
652493.3886040808,
517405.1008020305,
135088.2878020512,
400774.4553216069,
105945.41376916,
294829.0415524467
],
[
652.493389,
517.405101,
135.088288,
400.774455,
105.945414,
294.829042
],
[
0.350364,
0.277827,
0.072537,
0.086541,
0.0388,
0.073767
],
[
10,
10,
10,
10,
10,
10
],
[
-236153,
-178566,
-159991,
-2530180,
-1682644,
-1269924
],
[
1.307307,
1.541486,
1.115684,
1.030387,
1.017453,
1.041417
],
[
466,
233,
233,
466,
233,
233
],
[
251,
124,
127,
251,
124,
127
],
[
215,
109,
106,
215,
109,
106
],
[
53.862661,
53.218884,
54.506438,
53.862661,
53.218884,
54.506438
],
[
1.119805,
1.355016,
0.931201,
0.882603,
0.894374,
0.869214
],
[
119383,
119383,
44203,
438631,
434080,
438631
],
[
-45633,
-40825,
-45633,
-641798,
-343357,
-641798
],
[
23,
23,
23,
23,
23,
23
],
[
23,
23,
23,
23,
23,
23
],
[
23,
23,
23,
23,
23,
23
],
[
11122,
5560,
5562,
11122,
5560,
5562
],
[
8.639307,
8.639307,
12.639307,
8.639307,
8.639307,
12.639307
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
496309,
442497,
-188892,
-261851,
-342039,
-268946
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11174,
"evaluation_days": 1862.33,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1598803200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404036150,
"expiration_time": 1764219168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.03628,
"nb": 0.39046,
"nc": 0.1
}
}
}
| # | 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) |
|---|