| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 117100.6655 | 166947.5372 | -49846.8717 | -3699.8006 | 140390.5313 | -144090.3319 |
| Total P&L (%) | 117.1007 | 166.9475 | -49.8469 | -3.6998 | 140.3905 | -144.0903 |
| Avg Daily Profit (%) | 0.1124 | 0.1603 | -0.0479 | -0.0036 | 0.0842 | 0 |
| Buy And Hold Return (%) | 56.0305 | 56.0305 | 56.0305 | 56.0305 | 56.0305 | 56.0305 |
| Max Trade Drawdown | -120716 | -93277 | -79924 | -433515 | -352262 | -204227 |
| Profit Factor | 1.1777 | 1.3506 | 0.7275 | 0.9973 | 1.1423 | 0.6315 |
| Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
| Winning Trades | 234 | 135 | 99 | 234 | 135 | 99 |
| Losing Trades | 93 | 28 | 65 | 93 | 28 | 65 |
| Profitability (%) | 71.5596 | 82.8221 | 60.3659 | 71.5596 | 82.8221 | 60.3659 |
| Ratio Avg Win / Avg Loss | 0.468 | 0.2801 | 0.4777 | 0.3964 | 0.2369 | 0.4146 |
| Largest Winning Trade | 23147 | 23147 | 6030 | 76294 | 76294 | 24391 |
| Largest Losing Trade | -42809 | -42809 | -19401 | -219930 | -219930 | -48202 |
| Avg Bars in Trades | 72 | 141 | 2 | 72 | 141 | 2 |
| Avg Bars in Winners | 36 | 61 | 1 | 36 | 61 | 1 |
| Avg Bars in Losers | 161 | 528 | 4 | 161 | 528 | 4 |
| Bars Traded | 23565 | 23133 | 432 | 23565 | 23133 | 432 |
| Profit Streak | 0 | 17.4856 | 0 | 0 | 17.4856 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -71456 | 312665 | -578852 | -576273 | -143920 | -578852 |
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669482000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758897556003,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.80987,
"nb": 0.1,
"nc": 0.67284
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 210,
"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": [
[
117100.6655144277,
166947.5372472163,
-49846.8717327884,
-3699.8005918195,
140390.5312686943,
-144090.331860514
],
[
117.100666,
166.947537,
-49.846872,
-3.699801,
140.390531,
-144.090332
],
[
0.112422,
0.160277,
-0.047855,
-0.003619,
0.08424,
0
],
[
56.030534,
56.030534,
56.030534,
56.030534,
56.030534,
56.030534
],
[
-120716,
-93277,
-79924,
-433515,
-352262,
-204227
],
[
1.177666,
1.350595,
0.727498,
0.997315,
1.142276,
0.63146
],
[
327,
163,
164,
327,
163,
164
],
[
234,
135,
99,
234,
135,
99
],
[
93,
28,
65,
93,
28,
65
],
[
71.559633,
82.822086,
60.365854,
71.559633,
82.822086,
60.365854
],
[
0.468047,
0.280123,
0.47765,
0.396369,
0.236917,
0.414595
],
[
23147,
23147,
6030,
76294,
76294,
24391
],
[
-42809,
-42809,
-19401,
-219930,
-219930,
-48202
],
[
72,
141,
2,
72,
141,
2
],
[
36,
61,
1,
36,
61,
1
],
[
161,
528,
4,
161,
528,
4
],
[
23565,
23133,
432,
23565,
23133,
432
],
[
0,
17.485602,
0,
0,
17.485602,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-71456,
312665,
-578852,
-576273,
-143920,
-578852
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669482000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758897556003,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.80987,
"nb": 0.1,
"nc": 0.67284
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 210,
"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) |
|---|