| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 141186.4544 | 133471.5908 | 7714.8636 | 46008.1364 | 125081.1944 | -79073.058 |
| Total P&L (%) | 141.1865 | 133.4716 | 7.7149 | 46.0081 | 125.0812 | -79.0731 |
| Avg Daily Profit (%) | 0.2711 | 0.2563 | 0.0148 | 0.0727 | 0.1559 | -0.2999 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83739 | -76006 | -71860 | -190947 | -151022 | -145272 |
| Profit Factor | 1.1251 | 1.2543 | 1.0128 | 1.0221 | 1.1303 | 0.9295 |
| Total Trades | 891 | 446 | 445 | 891 | 446 | 445 |
| Winning Trades | 430 | 211 | 219 | 430 | 211 | 219 |
| Losing Trades | 461 | 235 | 226 | 461 | 235 | 226 |
| Profitability (%) | 48.2604 | 47.3094 | 49.2135 | 48.2604 | 47.3094 | 49.2135 |
| Ratio Avg Win / Avg Loss | 1.2062 | 1.397 | 1.0451 | 1.0958 | 1.2588 | 0.9592 |
| Largest Winning Trade | 87842 | 87842 | 30486 | 111139 | 111139 | 40367 |
| Largest Losing Trade | -11556 | -10541 | -11556 | -28400 | -28062 | -28400 |
| Avg Bars in Trades | 27 | 20 | 34 | 27 | 20 | 34 |
| Avg Bars in Winners | 35 | 26 | 44 | 35 | 26 | 44 |
| Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
| Bars Traded | 24430 | 9199 | 15231 | 24430 | 9199 | 15231 |
| Profit Streak | 0 | 0 | 14.3276 | 0 | 0 | 14.3276 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70631 | 300409 | -543342 | -289675 | -69551 | -578807 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713990600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758961301629,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 147,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
141186.4543997981,
133471.5908124852,
7714.8635873131,
46008.1363953028,
125081.1943917372,
-79073.0579964341
],
[
141.186454,
133.471591,
7.714864,
46.008136,
125.081194,
-79.073058
],
[
0.27108,
0.256267,
0.014813,
0.072697,
0.15589,
-0.299865
],
[
10,
10,
10,
10,
10,
10
],
[
-83739,
-76006,
-71860,
-190947,
-151022,
-145272
],
[
1.125059,
1.254309,
1.012771,
1.022104,
1.130267,
0.929478
],
[
891,
446,
445,
891,
446,
445
],
[
430,
211,
219,
430,
211,
219
],
[
461,
235,
226,
461,
235,
226
],
[
48.260382,
47.309417,
49.213483,
48.260382,
47.309417,
49.213483
],
[
1.206168,
1.396979,
1.045142,
1.09579,
1.258828,
0.959188
],
[
87842,
87842,
30486,
111139,
111139,
40367
],
[
-11556,
-10541,
-11556,
-28400,
-28062,
-28400
],
[
27,
20,
34,
27,
20,
34
],
[
35,
26,
44,
35,
26,
44
],
[
19,
15,
24,
19,
15,
24
],
[
24430,
9199,
15231,
24430,
9199,
15231
],
[
0,
0,
14.327565,
0,
0,
14.327565
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70631,
300409,
-543342,
-289675,
-69551,
-578807
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713990600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758961301629,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 147,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|