| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 311846.0018 | 301438.9951 | 10407.0067 | -63329.0345 | -23079.0186 | -40250.0159 |
| Total P&L (%) | 311.846 | 301.439 | 10.407 | -63.329 | -23.079 | -40.25 |
| Avg Daily Profit (%) | 0.1678 | 0.1622 | 0.0056 | -0.054 | -0.0141 | -0.0277 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167394 | -163764 | -118743 | -1415634 | -1399252 | -230720 |
| Profit Factor | 1.3784 | 1.5973 | 1.0326 | 0.9786 | 0.9893 | 0.9496 |
| Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
| Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
| Profitability (%) | 62.7451 | 65.7895 | 59.7403 | 62.7451 | 65.7895 | 59.7403 |
| Ratio Avg Win / Avg Loss | 0.8184 | 0.8306 | 0.6959 | 0.5811 | 0.5145 | 0.6399 |
| Largest Winning Trade | 105959 | 105959 | 26247 | 360624 | 360624 | 120877 |
| Largest Losing Trade | -81852 | -67189 | -81852 | -878150 | -878150 | -153110 |
| Avg Bars in Trades | 34 | 62 | 6 | 34 | 62 | 6 |
| Avg Bars in Winners | 23 | 38 | 7 | 23 | 38 | 7 |
| Avg Bars in Losers | 52 | 108 | 5 | 52 | 108 | 5 |
| Bars Traded | 5266 | 4733 | 533 | 5266 | 4733 | 533 |
| Profit Streak | 73.0245 | 76.6912 | 73.0245 | 73.0245 | 76.6912 | 73.0245 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 364357 | -38230 | -563987 | -576899 | -626540 | -619951 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759019720073,
"expiration_time": 1763804736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 12,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 53,
"offset": 0,
"scalar": 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": [
[
311846.0017988548,
301438.9950678961,
10407.0067309589,
-63329.0344981125,
-23079.01855484,
-40250.0159432721
],
[
311.846002,
301.438995,
10.407007,
-63.329034,
-23.079019,
-40.250016
],
[
0.16784,
0.162238,
0.005601,
-0.053978,
-0.014121,
-0.027714
],
[
10,
10,
10,
10,
10,
10
],
[
-167394,
-163764,
-118743,
-1415634,
-1399252,
-230720
],
[
1.37838,
1.597274,
1.032576,
0.978611,
0.989328,
0.949577
],
[
153,
76,
77,
153,
76,
77
],
[
96,
50,
46,
96,
50,
46
],
[
57,
26,
31,
57,
26,
31
],
[
62.745098,
65.789474,
59.74026,
62.745098,
65.789474,
59.74026
],
[
0.818413,
0.830583,
0.695866,
0.58105,
0.514451,
0.639932
],
[
105959,
105959,
26247,
360624,
360624,
120877
],
[
-81852,
-67189,
-81852,
-878150,
-878150,
-153110
],
[
34,
62,
6,
34,
62,
6
],
[
23,
38,
7,
23,
38,
7
],
[
52,
108,
5,
52,
108,
5
],
[
5266,
4733,
533,
5266,
4733,
533
],
[
73.024538,
76.691204,
73.024538,
73.024538,
76.691205,
73.024538
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364357,
-38230,
-563987,
-576899,
-626540,
-619951
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759019720073,
"expiration_time": 1763804736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 12,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 53,
"offset": 0,
"scalar": 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) |
|---|