| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1116477.9643 | 762982.2004 | 353495.764 | 68150430.3078 | 39708600.8458 | 28441829.462 |
| Total P&L (%) | 1116.478 | 762.9822 | 353.4958 | 68150.4303 | 39708.6008 | 28441.8295 |
| Avg Daily Profit (%) | 0.5984 | 0.4089 | 0.1895 | 0.3504 | 0.3214 | 0.3035 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137472 | -117471 | -81073 | -98718807 | -60569419 | -61413462 |
| Profit Factor | 1.6543 | 1.9076 | 1.4083 | 1.2702 | 1.2732 | 1.2662 |
| Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
| Winning Trades | 220 | 106 | 114 | 220 | 106 | 114 |
| Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
| Profitability (%) | 54.7264 | 52.7363 | 56.7164 | 54.7264 | 52.7363 | 56.7164 |
| Ratio Avg Win / Avg Loss | 1.3685 | 1.7097 | 1.0747 | 1.0508 | 1.1411 | 0.9663 |
| Largest Winning Trade | 96742 | 96742 | 54940 | 24096786 | 24096786 | 13556472 |
| Largest Losing Trade | -42204 | -42204 | -40614 | -33517094 | -18194844 | -33517094 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 7367 | 3686 | 3681 | 7367 | 3686 | 3681 |
| Profit Streak | 5.0703 | 9.5703 | 0 | 5.0703 | 9.5703 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 618210 | 548644 | 357178 | 465574 | 388435 | 316008 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7463,
"evaluation_days": 1865.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1600063200000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759693270621,
"expiration_time": 1764523224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.32949
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 73,
"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": [
[
1116477.9643177707,
762982.200364415,
353495.763953356,
68150430.30776992,
39708600.84580955,
28441829.461960398
],
[
1116.477964,
762.9822,
353.495764,
68150.430308,
39708.600846,
28441.829462
],
[
0.598407,
0.408941,
0.189466,
0.350379,
0.321387,
0.303499
],
[
10,
10,
10,
10,
10,
10
],
[
-137472,
-117471,
-81073,
-98718807,
-60569419,
-61413462
],
[
1.654258,
1.907639,
1.408261,
1.270226,
1.2732,
1.26618
],
[
402,
201,
201,
402,
201,
201
],
[
220,
106,
114,
220,
106,
114
],
[
182,
95,
87,
182,
95,
87
],
[
54.726368,
52.736318,
56.716418,
54.726368,
52.736318,
56.716418
],
[
1.368522,
1.709676,
1.074725,
1.050823,
1.141076,
0.966295
],
[
96742,
96742,
54940,
24096786,
24096786,
13556472
],
[
-42204,
-42204,
-40614,
-33517094,
-18194844,
-33517094
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
7367,
3686,
3681,
7367,
3686,
3681
],
[
5.070262,
9.570262,
0,
5.070262,
9.570262,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
618210,
548644,
357178,
465574,
388435,
316008
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7463,
"evaluation_days": 1865.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1600063200000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759693270621,
"expiration_time": 1764523224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.32949
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 73,
"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) |
|---|