| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 372070.1202 | 347811.1786 | 24258.9416 | -976966.3038 | 316750.1931 | -1293716.4969 |
| Total P&L (%) | 372.0701 | 347.8112 | 24.2589 | -976.9663 | 316.7502 | -1293.7165 |
| Avg Daily Profit (%) | 0.2006 | 0.1876 | 0.0131 | 0 | 0.077 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -200506 | -103659 | -199108 | -2746565 | -1061277 | -1813850 |
| Profit Factor | 1.5022 | 2.0819 | 1.0578 | 0.8097 | 1.1626 | 0.594 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 57 | 28 | 29 | 51 | 24 | 27 |
| Losing Trades | 26 | 13 | 13 | 32 | 17 | 15 |
| Profitability (%) | 68.6747 | 68.2927 | 69.0476 | 61.4458 | 58.5366 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.6852 | 0.9666 | 0.4742 | 0.5081 | 0.8235 | 0.33 |
| Largest Winning Trade | 70626 | 70626 | 48197 | 657441 | 657441 | 516537 |
| Largest Losing Trade | -172021 | -67750 | -172021 | -1664548 | -367829 | -1664548 |
| Avg Bars in Trades | 86 | 94 | 79 | 86 | 94 | 79 |
| Avg Bars in Winners | 53 | 55 | 51 | 73 | 75 | 72 |
| Avg Bars in Losers | 159 | 177 | 142 | 107 | 121 | 93 |
| Bars Traded | 7206 | 3864 | 3343 | 7206 | 3864 | 3343 |
| Profit Streak | 9.5118 | 0 | 56.5118 | 0 | 46.0118 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337169 | 399676 | -334492 | -580294 | -131795 | -578882 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7418,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932218812,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 150,
"offset": 20,
"poles": 3
}
}
}
{
"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": [
[
372070.1201863024,
347811.178608409,
24258.9415778933,
-976966.3037726395,
316750.193103569,
-1293716.496876208
],
[
372.07012,
347.811179,
24.258942,
-976.966304,
316.750193,
-1293.716497
],
[
0.200631,
0.18755,
0.013081,
0,
0.076995,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-200506,
-103659,
-199108,
-2746565,
-1061277,
-1813850
],
[
1.502179,
2.081869,
1.057839,
0.809736,
1.162586,
0.594013
],
[
83,
41,
42,
83,
41,
42
],
[
57,
28,
29,
51,
24,
27
],
[
26,
13,
13,
32,
17,
15
],
[
68.674699,
68.292683,
69.047619,
61.445783,
58.536585,
64.285714
],
[
0.685205,
0.966582,
0.474204,
0.50807,
0.823499,
0.330007
],
[
70626,
70626,
48197,
657441,
657441,
516537
],
[
-172021,
-67750,
-172021,
-1664548,
-367829,
-1664548
],
[
86,
94,
79,
86,
94,
79
],
[
53,
55,
51,
73,
75,
72
],
[
159,
177,
142,
107,
121,
93
],
[
7206,
3864,
3343,
7206,
3864,
3343
],
[
9.511792,
0,
56.511792,
0,
46.011792,
0
],
[
1,
0,
2,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337169,
399676,
-334492,
-580294,
-131795,
-578882
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7418,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599825600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932218812,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 150,
"offset": 20,
"poles": 3
}
}
}
| # | 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) |
|---|